Nonparametric econometrics. Theory and practice.

zbMATH Open1183.62200MaRDI QIDQ3428623FDOQ3428623

Publication date: 28 March 2007

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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)

Cited In (only showing first 100 items - show all)

Nonparametric LAD cointegrating regression
A nonparametric \(R^2\) test for the presence of relevant variables
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Wavelet estimation for derivative of a density in the presence of additive noise
Asymptotics of nonparametric L-1 regression models with dependent data
On two continuum armed bandit problems in high dimensions
Consistency, efficiency and robustness of conditional disparity methods
Regression discontinuity designs: a guide to practice
Dynamic misspecification in nonparametric cointegrating regression
Semiparametric estimation in triangular system equations with nonstationarity
CDF and survival function estimation with infinite-order kernels
A flexible nonparametric test for conditional independence
Calculating degrees of freedom in multivariate local polynomial regression
A conditional independence test for dependent data based on maximal conditional correlation
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
Estimation in semi-parametric regression with non-stationary regressors
Learning non-parametric basis independent models from point queries via low-rank methods
Least squares estimation in the monotone single index model
Informational content of special regressors in heteroskedastic binary response models
Predictive inference for locally stationary time series with an application to climate data
Regression density estimation using smooth adaptive Gaussian mixtures
Discrete associated kernels method and extensions
Conditional quantiles and tail dependence
Semiparametric GMM estimation of spatial autoregressive models
Econometric modelling in finance and risk management: an overview
Efficiency dynamics in Indian banking: a conditional directional distance approach
Adaptive Bayesian estimation of conditional densities
On internally corrected and symmetrized kernel estimators for nonparametric regression
Instrumental variables methods with heterogeneity and mismeasured instruments
Conditional value-at-risk: semiparametric estimation and inference
Income and democracy: a semiparametric approach
Robust estimation in a nonlinear cointegration model
A flexible semiparametric forecasting model for time series
Estimation of dynamic models with nonparametric simulated maximum likelihood
Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
Bivariate non-normality in the sample selection model
Teaching nonparametric econometrics to undergraduates
One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
Stochastic data envelopment analysis -- a review
Profile control charts based on nonparametric \(L-1\) regression methods
Almost sure asymptotic properties of central order statistics from stationary processes
Time-varying nonlinear regression models: nonparametric estimation and model selection
Nonparametric inference for conditional quantiles of time series
Explaining inefficiency in nonparametric production models: the state of the art
Empirical implementation of nonparametric first-price auction models
Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
Bayesian model robustness via disparities
Model-free model-fitting and predictive distributions
Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach
Centralized allocation of human resources. An application to public schools
Understanding estimators of treatment effects in regression discontinuity designs
Bootstrap prediction intervals for Markov processes
Sufficient forecasting using factor models
Exponential series estimator of multivariate densities
Local linear fitting under near epoch dependence: uniform consistency with convergence rates
Impact evaluation in a multi-input multi-output setting: evidence on the effect of additional resources for schools
Testing for separability in structural equations
Estimation of semi-varying coefficient models with nonstationary regressors
How to measure the impact of environmental factors in a nonparametric production model
Applied nonparametric econometrics
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Estimation of a nonparametric model for bond prices from cross-section and time series information
Nonparametric estimation of the anisotropic probability density of mixed variables
A loss function approach to model specification testing and its relative efficiency
Generalized additive models with flexible response functions
Efficiency assessment of primary care providers: a conditional nonparametric approach
Permutation Tests at Nonparametric Rates
A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
Probability-based least square support vector regression metamodeling technique for crashworthiness optimization problems
Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Testing the homogeneous marginal utility of income assumption
Efficient estimation of copula-based semiparametric Markov models
Generalized Least Squares Model Averaging
Semiparametric smooth-coefficient stochastic frontier model
A smooth nonparametric approach to determining cut-points of a continuous scale
Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
A semiparametric generalized ridge estimator and link with model averaging
Gender effect on microfinance social efficiency: a robust nonparametric approach
Adaptive and optimal pointwise deconvolution density estimations by wavelets
Nonparametric shape-restricted regression
Shape constraints in economics and operations research
Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
A smooth non-parametric estimation framework for safety-first portfolio optimization
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Kernel smoothing for nested estimation with application to portfolio risk measurement
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities
Kernel density estimation from complex surveys in the presence of complete auxiliary information
Specification tests for time-varying coefficient models
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Projection-based consistent test for linear regression model with missing response and covariates
Specification test for Markov models with measurement errors
Efficient error variance estimation in non‐parametric regression
Integrated likelihood computation methods
Model-Free Conditional Feature Screening with FDR Control

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