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)

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
A partially linear kernel estimator for categorical data
Smoothed maximum score estimation with nonparametrically generated covariates
Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
A robust test for predictability with unknown persistence
Uniform convergence results for the local linear regression estimation of the conditional distribution
Quantile Methods for Stochastic Frontier Analysis
Nonstationarity in time series of state densities
A new weighted quantile regression
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
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

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