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
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
Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
Stochastic data envelopment analysis -- a review
Profile control charts based on nonparametric \(L-1\) regression methods
Almost sure asymptotic properties of central order statistics from stationary processes
Time-varying nonlinear regression models: nonparametric estimation and model selection
Nonparametric inference for conditional quantiles of time series
Explaining inefficiency in nonparametric production models: the state of the art
Empirical implementation of nonparametric first-price auction models
Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions

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