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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- Semiparametric Regression for the Applied Econometrician
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- Robust estimation in a nonlinear cointegration model
- Conditional quantiles and tail dependence
- A flexible semiparametric forecasting model for time series
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- Calculating degrees of freedom in multivariate local polynomial regression
- Adaptive Bayesian estimation of conditional densities
- Model-free model-fitting and predictive distributions
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Regression discontinuity designs: a guide to practice
- Semiparametric estimation in triangular system equations with nonstationarity
- Income and democracy: a semiparametric approach
- Efficient estimation of copula-based semiparametric Markov models
- Nonparametric LAD cointegrating regression
- Centralized allocation of human resources. An application to public schools
- A nonparametric \(R^2\) test for the presence of relevant variables
- On internally corrected and symmetrized kernel estimators for nonparametric regression
- Nonparametric estimation of the anisotropic probability density of mixed variables
- Least squares estimation in the monotone single index model
- Informational content of special regressors in heteroskedastic binary response models
- Exponential series estimator of multivariate densities
- Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
- A conditional independence test for dependent data based on maximal conditional correlation
- Generalized additive models with flexible response functions
- Probability-based least square support vector regression metamodeling technique for crashworthiness optimization problems
- Estimation in semi-parametric regression with non-stationary regressors
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Efficiency assessment of primary care providers: a conditional nonparametric approach
- Empirical implementation of nonparametric first-price auction models
- Discrete associated kernels method and extensions
- Estimation of a nonparametric model for bond prices from cross-section and time series information
- Asymptotics of nonparametric L-1 regression models with dependent data
- Learning non-parametric basis independent models from point queries via low-rank methods
- Bootstrap prediction intervals for Markov processes
- Almost sure asymptotic properties of central order statistics from stationary processes
- Understanding estimators of treatment effects in regression discontinuity designs
- Instrumental variables methods with heterogeneity and mismeasured instruments
- A loss function approach to model specification testing and its relative efficiency
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- How to measure the impact of environmental factors in a nonparametric production model
- Permutation Tests at Nonparametric Rates
- The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
- Wavelet estimation for derivative of a density in the presence of additive noise
- 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
- Semiparametric GMM estimation of spatial autoregressive models
- Nonparametric inference for conditional quantiles of time series
- Bivariate non-normality in the sample selection model
- Teaching nonparametric econometrics to undergraduates
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Testing for separability in structural equations
- Conditional value-at-risk: semiparametric estimation and inference
- One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
- Stochastic data envelopment analysis -- a review
- Estimation of semi-varying coefficient models with nonstationary regressors
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- Profile control charts based on nonparametric \(L-1\) regression methods
- Testing the homogeneous marginal utility of income assumption
- On two continuum armed bandit problems in high dimensions
- Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
- Predictive inference for locally stationary time series with an application to climate data
- Consistency, efficiency and robustness of conditional disparity methods
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Econometric modelling in finance and risk management: an overview
- Bayesian model robustness via disparities
- Applied nonparametric econometrics
- Dynamic misspecification in nonparametric cointegrating regression
- Efficiency dynamics in Indian banking: a conditional directional distance approach
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Regression density estimation using smooth adaptive Gaussian mixtures
- Sufficient forecasting using factor models
- Wavelet optimal estimations for a density with some additive noises
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Graphics processing units in acceleration of bandwidth selection for kernel density estimation
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- Finding the right yardstick: regulation of electricity networks under heterogeneous environments
- Empirical likelihood inference for monotone index model
- Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
- Parametric and nonparametric models and methods in financial econometrics
- Nonparametric estimation of first price auctions via density-quantile function
- Forecasting benchmarks of long-term stock returns via machine learning
- Engel's law reconsidered
- Generalized bagging
- Robust kernels for kernel density estimation
- Inferring welfare maximizing treatment assignment under budget constraints
- Empirical likelihood-based inference for poverty measures with relative poverty lines
- Single index quantile regression for heteroscedastic data
- Estimation in single-index panel data models with heterogeneous link functions
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Signed directed graph based modeling and its validation from process knowledge and process data
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- Testing for structural changes in factor models via a nonparametric regression
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