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)

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

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