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
CDF and survival function estimation with infinite-order kernels
Explaining inefficiency in nonparametric production models: the state of the art
A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector
A flexible nonparametric test for conditional independence
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

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