Nonparametric econometrics. Theory and practice.

zbMATH Open1183.62200MaRDI QIDQ3428623FDOQ3428623

Authors: Qi Li, Jeffrey S. Racine 

Publication date: 28 March 2007

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Mathematics Subject Classification ID

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)

• \(\sqrt{n}\)-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
• Empirical likelihood-based inference for poverty measures with relative poverty lines
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
• Nonparametric relative recursive regression estimators for censored data
• Parametric and nonparametric models and methods in financial econometrics
• Signed directed graph based modeling and its validation from process knowledge and process data
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
• Graphics processing units in acceleration of bandwidth selection for kernel density estimation
• Varying coefficient partially nonlinear models with nonstationary regressors
• Bayesian modeling of joint and conditional distributions
• Endogeneity in stochastic frontier models: copula approach without external instruments
• Nonparametric LAD cointegrating regression
• A nonparametric \(R^2\) test for the presence of relevant variables
• The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
• Wavelet estimation for derivative of a density in the presence of additive noise
• Asymptotics of nonparametric L-1 regression models with dependent data
• On two continuum armed bandit problems in high dimensions
• Consistency, efficiency and robustness of conditional disparity methods
• Regression discontinuity designs: a guide to practice
• Dynamic misspecification in nonparametric cointegrating regression
• Semiparametric estimation in triangular system equations with nonstationarity
• CDF and survival function estimation with infinite-order kernels
• A flexible nonparametric test for conditional independence
• Calculating degrees of freedom in multivariate local polynomial regression
• A conditional independence test for dependent data based on maximal conditional correlation
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Estimation in semi-parametric regression with non-stationary regressors
• Learning non-parametric basis independent models from point queries via low-rank methods
• Least squares estimation in the monotone single index model
• Informational content of special regressors in heteroskedastic binary response models
• Predictive inference for locally stationary time series with an application to climate data
• Regression density estimation using smooth adaptive Gaussian mixtures
• Discrete associated kernels method and extensions
• Conditional quantiles and tail dependence
• Semiparametric GMM estimation of spatial autoregressive models
• Econometric modelling in finance and risk management: an overview
• Efficiency dynamics in Indian banking: a conditional directional distance approach
• Adaptive Bayesian estimation of conditional densities
• On internally corrected and symmetrized kernel estimators for nonparametric regression
• Instrumental variables methods with heterogeneity and mismeasured instruments
• Conditional value-at-risk: semiparametric estimation and inference
• Income and democracy: a semiparametric approach
• Robust estimation in a nonlinear cointegration model
• A flexible semiparametric forecasting model for time series
• Estimation of dynamic models with nonparametric simulated maximum likelihood
• Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
• Bivariate non-normality in the sample selection model
• Teaching nonparametric econometrics to undergraduates
• One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
• RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs

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