Nonparametric econometrics. Theory and practice.
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Publication:3428623
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
(only showing first 100 items - show all)- 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
- Adaptive Bayesian estimation of conditional densities
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
- Specification tests for time-varying coefficient models
- Modelling diameter distributions of two-cohort forest stands with various proportions of dominant species: a two-component mixture model approach
- Smooth coefficient models with endogenous environmental variables
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
- Improved model checking methods for parametric models with responses missing at random
- Conditional value-at-risk: semiparametric estimation and inference
- GTL regression: a linear model with skewed and thick-tailed disturbances
- Instrumental variables methods with heterogeneity and mismeasured instruments
- Estimation in single-index panel data models with heterogeneous link functions
- Integrated likelihood computation methods
- Consistent test for parametric models with right-censored data using projections
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Wavelet optimal estimations for a density with some additive noises
- Efficient error variance estimation in non‐parametric regression
- Specification Test for Spatial Autoregressive Models
- Functional index coefficient models with variable selection
- Income and democracy: a semiparametric approach
- Model-Free Conditional Feature Screening with FDR Control
- A flexible semiparametric forecasting model for time series
- Robust estimation in a nonlinear cointegration model
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Nonparametric predictive regression
- An upper bound for functions of estimators in high dimensions
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
- Treatment effects in sample selection models and their nonparametric estimation
- A simple estimator for partial linear regression with endogenous nonparametric variables
- Bivariate non-normality in the sample selection model
- Teaching nonparametric econometrics to undergraduates
- Bayesian shape-constrained density estimation
- One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
- Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
- Confidence Corridors for Multivariate Generalized Quantile Regression
- Nonparametric mean-lower partial moment model and enhanced index investment
- Recent advances in the construction of nonparametric stochastic frontier models
- An estimate of the root mean square error incurred when approximating an \(f\in L^2(\mathbb R)\) by a partial sum of its Hermite series
- Semiparametric estimation of partially linear transformation models under conditional quantile restriction
- Kernel estimation of quantile sensitivities
- A new approach to risk-return trade-off dynamics via decomposition
- Comments on: ``A random forest guided tour
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- Nonparametric estimation with mixed data types in survey sampling
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
- Stochastic data envelopment analysis -- a review
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Sequential design for nonparametric inference
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- High quantile regression for extreme events
- Efficient semiparametric estimation for Gini inequality treatment effects
- Behaviour of the monotone single index model under repeated measurements
- Profile control charts based on nonparametric L-1 regression methods
- Index tracking model, downside risk and non-parametric kernel estimation
- Nonparametric estimation of dynamic discrete choice models for time series data
- Iterated imputation estimation for generalized linear models with missing response and covariate values
- Generalized nonparametric smoothing with mixed discrete and continuous data
- A new non-parametric estimator for instant system availability
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis
- Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis
- Testing for treatment dependence of effects of a continuous treatment
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Kernel approximation: from regression to interpolation
- Explaining inefficiency in nonparametric production models: the state of the art
- A conditional directional distance function approach for measuring tax collection efficiency: evidence from Spanish regional offices
- Using kernel density estimation to model surgical procedure duration
- Testing the parametric form of the conditional variance in regressions based on distance covariance
- Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
- Beyond RCP8.5: marginal mitigation using quasi-representative concentration pathways
- Nonparametric estimation of stochastic frontier models with weak separability
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
- A Nonparametric Nonclassical Measurement Error Approach to Estimating Intergenerational Mobility Elasticities
- Modeling the population mean outcome trajectory in observational studies with varying time to intervention
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Nonparametric estimation of multivariate quantiles
- Estimation and Inference on Time-Varying FAVAR Models
- Combining multiple imputation with raking of weights: an efficient and robust approach in the setting of nearly true models
- Smoothed time-dependent receiver operating characteristic curve for right censored survival data
- Predictive generalized varying-coefficient longitudinal model
- Almost sure asymptotic properties of central order statistics from stationary processes
- Empirical implementation of nonparametric first-price auction models
- Instrumental variable estimation of heteroskedasticity adaptive error component models
- Average derivative estimation under measurement error
- Nonparametric inference for conditional quantiles of time series
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Univariate measurement error selection likelihood for variable selection of additive model
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy
- Empirical likelihood inference for error density estimators in first-order autoregression models
- Kernel-based linear classification on categorical data
- On the density estimation of air pollution in Beijing
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