Nonparametric econometrics. Theory and practice.

Publication date 28 March 2007

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

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Integral estimation based on Markovian design
Groupwise sufficient dimension reduction via conditional distance clustering
Empirical foundation of valence using Aldrich-McKelvey scaling
Estimation of a partially linear additive model with generated covariates
Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
Calibration estimation of semiparametric copula models with data missing at random
Generalized empirical likelihood for nonsmooth estimating equations with missing data
Computation and application of robust data-driven bandwidth selection for gradient function estimation
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Quantile treatment effects in regression kink designs
Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis
Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
Specification testing for nonlinear multivariate cointegrating regressions
Spatially smoothed kernel densities with application to crop yield distributions
Empirical likelihood confidence regions for autoregressive models with explanatory variables
Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
Efficient estimation in single index models through smoothing splines
Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
scientific article; zbMATH DE number 7306868 (Why is no real title available?)
Sieve extremum estimation of a semiparametric transformation model
Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
Assessing implicit hypotheses in life table construction
Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
Spurious functional-coefficient regression models and robust inference with marginal integration
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
Copula-based regression models with data missing at random
Optimal futures hedging strategies based on an improved kernel density estimation method
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Hypothesis testing based on a vector of statistics
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
Modelling diameter distributions of two-cohort forest stands with various proportions of dominant species: a two-component mixture model approach
Kernel-based linear classification on categorical data
On IPW-based estimation of conditional average treatment effects
Testing for the presence of jump components in jump diffusion models
KDE distributionally robust portfolio optimization with higher moment coherent risk
A Mann-Whitney test of distributional effects in a multivalued treatment
Sample selection models with monotone control functions
Pairwise local Fisher and naive Bayes: improving two standard discriminants
Fast multi-feature image segmentation
Semiparametric quasi maximum likelihood estimation of the fractional response model
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
Bootstrap confidence intervals in nonparametric regression without an additive model
Nonparametric mean-lower partial moment model and enhanced index investment
Non-separable models with high-dimensional data
On endogeneity and shape invariance in extended partially linear single index models
Outcome regression-based estimation of conditional average treatment effect
Wavelet optimal estimations for a density with some additive noises
Nonparametric estimation of first-price auctions with risk-averse bidders
Graphics processing units in acceleration of bandwidth selection for kernel density estimation
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
Finding the right yardstick: regulation of electricity networks under heterogeneous environments
Empirical likelihood inference for monotone index model
Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
Parametric and nonparametric models and methods in financial econometrics
Nonparametric estimation of first price auctions via density-quantile function
Forecasting benchmarks of long-term stock returns via machine learning
Engel's law reconsidered
Generalized bagging
Robust kernels for kernel density estimation
Inferring welfare maximizing treatment assignment under budget constraints
Empirical likelihood-based inference for poverty measures with relative poverty lines
Single index quantile regression for heteroscedastic data
Estimation in single-index panel data models with heterogeneous link functions
\(\sqrt{n}\)-consistent density estimation in semiparametric regression models
Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Signed directed graph based modeling and its validation from process knowledge and process data
Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
Testing for structural changes in factor models via a nonparametric regression
Direction selection in stochastic directional distance functions
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Varying coefficient partially nonlinear models with nonstationary regressors
Treatment effects in sample selection models and their nonparametric estimation
A simple estimator for partial linear regression with endogenous nonparametric variables
Nonparametric estimation with mixed data types in survey sampling
Nonparametric localized bandwidth selection for kernel density estimation
Alternative asymptotics and the partially linear model with many regressors
Functional coefficient time series models with trending regressors
Symmetrized multivariate \(k\)-NN estimators
Sieve instrumental variable quantile regression estimation of functional coefficient models
Nonparametric relative recursive regression estimators for censored data
Combining the virtues of stochastic frontier and data envelopment analysis
From empirical observations to tree models for stochastic optimization: convergence properties
Bernstein conditional density estimation with application to conditional distribution and regression functions
Improved model checking methods for parametric models with responses missing at random
Asymmetric kernel smoothing. Theory and applications in economics and finance
A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions
Nonparametric density estimation for positive time series
A nonparametric approach for quantile regression
Functional index coefficient models with variable selection
The influence of public subsidies on farm technical efficiency: a robust conditional nonparametric approach
Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
High quantile regression for extreme events
Long-range dependent time series specification
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator

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