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
Title not available (Why is that?)
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
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
Title not available (Why is that?)
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
Consistent test for parametric models with right-censored data using projections
Bayesian shape-constrained density estimation
Kernel estimation of quantile sensitivities
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
A new approach to risk-return trade-off dynamics via decomposition
Behaviour of the monotone single index model under repeated measurements
Sequential design for nonparametric inference
Unified mean-variance feature screening for ultrahigh-dimensional regression
Efficient semiparametric estimation for Gini inequality treatment effects
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
Kernel approximation: from regression to interpolation
Instrumental variable estimation of heteroskedasticity adaptive error component models
On the density estimation of air pollution in Beijing
Nonparametric estimates of the clean and dirty energy substitutability
Nonparametric regression with multiple thresholds: estimation and inference
Additive nonparametric instrumental regressions: a guide to implementation
Root-\(n\) consistent kernel density estimation in practice
Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
Estimation for a class of semiparametric Pareto mixture densities
Firm-heterogeneous biased technological change: a nonparametric approach under endogeneity
Bootstrapping density-weighted average derivatives
A note on using ratio variables in regression analysis
Environmental factors in frontier estimation -- a Monte Carlo analysis

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