| Publication | Date of Publication | Type |
|---|
A simple quantile regression model linking micro outcomes to macro covariates
International Economic Review | 2025-10-14 | Paper |
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
Journal of Econometrics | 2025-01-16 | Paper |
Nonparametric Panel Estimation of Labor Supply
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Boundary-adaptive kernel density estimation: the case of (near) uniform density
Journal of Nonparametric Statistics | 2024-03-06 | Paper |
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
Econometric Theory | 2023-05-04 | Paper |
Nonparametric Knn estimation with monotone constraints
Econometric Reviews | 2022-06-08 | Paper |
Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
Econometric Reviews | 2022-06-07 | Paper |
Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
Econometric Reviews | 2022-06-03 | Paper |
Volatility spillover effect: a semiparametric analysis of non-cointegrated process
Econometric Reviews | 2022-05-31 | Paper |
Estimation of average treatment effect based on a semiparametric propensity score
Econometric Reviews | 2022-03-04 | Paper |
Kernel smoothed probability mass functions for ordered datatypes
Journal of Nonparametric Statistics | 2021-05-03 | Paper |
Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
Journal of Econometrics | 2021-03-24 | Paper |
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Journal of Econometrics | 2019-10-23 | Paper |
Detecting financial data dependence structure by averaging mixture copulas
Econometric Theory | 2019-07-11 | Paper |
Optimal model averaging of varying coefficient models
STATISTICA SINICA | 2018-11-22 | Paper |
Quasi maximum likelihood analysis of high dimensional constrained factor models
Journal of Econometrics | 2018-10-12 | Paper |
An alternative bandwidth selection method for estimating functional coefficient models
Economics Letters | 2018-09-12 | Paper |
Functional coefficient regression models with time trend
Journal of Econometrics | 2017-05-12 | Paper |
Determining the number of factors when the number of factors can increase with sample size
Journal of Econometrics | 2017-01-30 | Paper |
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Econometric Theory | 2016-10-14 | Paper |
Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
Journal of Econometrics | 2016-08-12 | Paper |
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
Journal of Econometrics | 2016-07-27 | Paper |
Functional-coefficient models for nonstationary time series data
Journal of Econometrics | 2016-07-04 | Paper |
A nonparametric test for equality of distributions with mixed categorical and continuous data
Journal of Econometrics | 2016-07-04 | Paper |
Fiscal policy and asset markets: a semiparametric analysis
Journal of Econometrics | 2016-06-22 | Paper |
Nonparametric estimation and testing of fixed effects panel data models
Journal of Econometrics | 2016-06-10 | Paper |
Nonparametric estimation of regression functions with both categorical and continuous data
Journal of Econometrics | 2016-04-18 | Paper |
Efficiency of thin and thick markets
Journal of Econometrics | 2016-03-01 | Paper |
Smooth coefficient estimation of a seemingly unrelated regression
Journal of Econometrics | 2015-09-18 | Paper |
A data-driven smooth test of symmetry
Journal of Econometrics | 2015-08-13 | Paper |
Gradient-based smoothing parameter selection for nonparametric regression estimation
Journal of Econometrics | 2015-05-06 | Paper |
Property taxes and home prices: a tale of two cities
Journal of Econometrics | 2014-11-11 | Paper |
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Journal of Econometrics | 2014-08-07 | Paper |
On the root-n-consistent semiparametric estimation of partially linear models
Economics Letters | 2014-04-03 | Paper |
Semiparametric functional coefficient models with integrated covariates
Econometric Theory | 2013-08-22 | Paper |
An alternative series based consistent model specification test
Economics Letters | 2013-01-08 | Paper |
Uniform convergence rate of kernel estimation with mixed categorical and continuous data
Economics Letters | 2013-01-02 | Paper |
A consistent model specification test with mixed discrete and continuous data
Journal of Econometrics | 2012-09-23 | Paper |
Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Econometric Theory | 2011-04-21 | Paper |
Some recent developments on nonparametric econometrics
Advances in Econometrics | 2010-06-30 | Paper |
NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
Econometric Theory | 2010-04-08 | Paper |
MONEY GROWTH AND INFLATION IN THE UNITED STATES
Macroeconomic Dynamics | 2009-10-04 | Paper |
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
Econometric Theory | 2009-06-11 | Paper |
| Nonparametric econometrics. Theory and practice. | 2007-03-28 | Paper |
Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
Econometric Reviews | 2007-03-21 | Paper |
A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
Econometric Theory | 2006-11-14 | Paper |
Cross-validation and the estimation of probability distributions with categorical data
Journal of Nonparametric Statistics | 2006-05-22 | Paper |
THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
Econometric Theory | 2006-03-08 | Paper |
Efficient estimation of a semiparametric partially linear varying coefficient model
The Annals of Statistics | 2005-06-23 | Paper |
| scientific article; zbMATH DE number 2135362 (Why is no real title available?) | 2005-02-21 | Paper |
| scientific article; zbMATH DE number 2104212 (Why is no real title available?) | 2004-09-28 | Paper |
Multivariate local polynomial regression for estimating average derivatives
Journal of Nonparametric Statistics | 2004-06-22 | Paper |
ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
Econometric Reviews | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2015214 (Why is no real title available?) | 2003-12-09 | Paper |
Nonparametric estimation of distributions with categorical and continuous data
Journal of Multivariate Analysis | 2003-09-01 | Paper |
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
Econometric Theory | 2003-05-18 | Paper |
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Journal of Econometrics | 2003-04-09 | Paper |
On instrumental variable estimation of semiparametric dynamic panel data models.
Economics Letters | 2002-07-15 | Paper |
| A consistent test for the parametric distribution of regression disturbances | 2002-04-07 | Paper |
Nonparametric model check based on local polynomial fitting
Statistics & Probability Letters | 2002-04-07 | Paper |
A consistent test for conditional heteroskedasticity in time-series regression models
Econometric Theory | 2002-01-08 | Paper |
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
Econometric Reviews | 2002-01-01 | Paper |
Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Journal of Nonparametric Statistics | 2001-12-12 | Paper |
Model check by kernel methods under weak moment conditions.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
Econometric Theory | 2001-05-16 | Paper |
Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis
Journal of Nonparametric Statistics | 2001-02-27 | Paper |
Root-n-consistent estimation of partially linear time series models
Journal of Nonparametric Statistics | 2001-01-29 | Paper |
Consistent model specification tests for time series econometric models
Journal of Econometrics | 2000-01-31 | Paper |
Testing symmetry of an unknown density function by kernel method
Journal of Nonparametric Statistics | 1999-11-22 | Paper |
A simple consistent bootstrap test for a parametric regression function
Journal of Econometrics | 1999-09-22 | Paper |
Testing serial correlation in semiparametric panel data models
Journal of Econometrics | 1999-09-22 | Paper |
Estimating partially linear panel data models with one-way error components
Econometric Reviews | 1999-06-28 | Paper |
A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
Economics Letters | 1998-06-30 | Paper |
Testing independence by nonparametric kernel method
Statistics & Probability Letters | 1998-03-08 | Paper |
Nonparametric testing of closeness between two unknown distribution functions
Econometric Reviews | 1997-09-17 | Paper |
Bootstrapping J-type tests for non-nested regression models
Economics Letters | 1997-02-28 | Paper |
Estimating a stochastic production frontier when the adjusted error is symmetric
Economics Letters | 1997-02-28 | Paper |
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
Econometrica | 1997-01-23 | Paper |
A nonparametric test for poolability using panel data
Journal of Econometrics | 1996-12-08 | Paper |
Semiparametric estimation of partially linear panel data models
Journal of Econometrics | 1996-08-04 | Paper |
Testing AR(1) against MA(1) disturbances in an error component model
Journal of Econometrics | 1996-03-20 | Paper |
A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
Statistical Papers | 1995-11-28 | Paper |
Ratio-Lindahl and ratio equilibria with many goods
Games and Economic Behavior | 1995-11-23 | Paper |
On Nash-implementation in the presence of withholding
Games and Economic Behavior | 1995-07-03 | Paper |
Nash-Implementation of the Lindahl Correspondence with Decreasing Returns to Scale Technologies
International Economic Review | 1995-06-01 | Paper |
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
International Economic Review | 1995-03-01 | Paper |
An implementable state-ownership system with general variable returns
Journal of Economic Theory | 1994-12-08 | Paper |
A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
Economics Letters | 1993-10-28 | Paper |
Monte Carlo results on several new and existing tests for the error component model
Journal of Econometrics | 1993-02-04 | Paper |
A monotonic property for iterative GLS in the two-way random effects model
Journal of Econometrics | 1992-09-27 | Paper |
A transformation that will circumvent the problem of autocorrelation in an error-component model
Journal of Econometrics | 1992-06-25 | Paper |
Completely feasible and continuous implementation of the Lindahl correspondence with any number of goods
Mathematical Social Sciences | 1991-01-01 | Paper |
A lagrange multiplier test for the error components model with incomplete panels
Econometric Reviews | 1990-01-01 | Paper |
