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
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Consistent test for parametric models with right-censored data using projections
Generalized Least Squares Model Averaging
Instrumental variable estimation of heteroskedasticity adaptive error component models
Uniform convergence results for the local linear regression estimation of the conditional distribution
Nonparametric shape-restricted regression
Shape constraints in economics and operations research
Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
Bayesian shape-constrained density estimation
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
Index tracking model, downside risk and non-parametric kernel estimation
Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
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
Estimation for a class of semiparametric Pareto mixture densities
Behaviour of the monotone single index model under repeated measurements
A smooth non-parametric estimation framework for safety-first portfolio optimization
Sequential design for nonparametric inference
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
Adaptive and optimal pointwise deconvolution density estimations by wavelets
A new weighted quantile regression
A new approach to risk-return trade-off dynamics via decomposition
Unified mean-variance feature screening for ultrahigh-dimensional regression
Kernel approximation: from regression to interpolation
Efficient error variance estimation in non‐parametric regression
Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
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
Quantile Methods for Stochastic Frontier Analysis
Firm-heterogeneous biased technological change: a nonparametric approach under endogeneity
Nonstationarity in time series of state densities
Specification test for Markov models with measurement errors
Environmental factors in frontier estimation -- a Monte Carlo analysis
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
A robust test for predictability with unknown persistence
A note on using ratio variables in regression analysis
Bootstrapping density-weighted average derivatives
Kernel estimation of quantile sensitivities
Smoothed maximum score estimation with nonparametrically generated covariates
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
A semiparametric generalized ridge estimator and link with model averaging
Integrated likelihood computation methods
Kernel density estimation from complex surveys in the presence of complete auxiliary information
On the density estimation of air pollution in Beijing
Nonparametric estimates of the clean and dirty energy substitutability
A partially linear kernel estimator for categorical data

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