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)
Recommendations
- Applied nonparametric econometrics
- Non-paramatric econometrics. Translated from the French by Andrew Clark.
- Semiparametric and nonparametric methods in econometrics
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- Semiparametric Regression for the Applied Econometrician
Cited in
(only showing first 100 items - show all)- 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
- Direction selection in stochastic directional distance functions
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
- Varying coefficient partially nonlinear models with nonstationary regressors
- 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
- Nonparametric localized bandwidth selection for kernel density estimation
- Alternative asymptotics and the partially linear model with many regressors
- Functional coefficient time series models with trending regressors
- Symmetrized multivariate \(k\)-NN estimators
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Nonparametric relative recursive regression estimators for censored data
- Combining the virtues of stochastic frontier and data envelopment analysis
- From empirical observations to tree models for stochastic optimization: convergence properties
- Bernstein conditional density estimation with application to conditional distribution and regression functions
- Improved model checking methods for parametric models with responses missing at random
- Asymmetric kernel smoothing. Theory and applications in economics and finance
- A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions
- Nonparametric density estimation for positive time series
- A nonparametric approach for quantile regression
- Functional index coefficient models with variable selection
- The influence of public subsidies on farm technical efficiency: a robust conditional nonparametric approach
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- High quantile regression for extreme events
- Long-range dependent time series specification
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- Fractional order statistic approximation for nonparametric conditional quantile inference
- Bayesian modeling of joint and conditional distributions
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
- Endogeneity in stochastic frontier models: copula approach without external instruments
- A data-driven wavelet estimator for deconvolution density estimations
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Nonparametric predictive regression
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- Determining the number of effective parameters in kernel density estimation
- Skill-biased technical change and labor market inefficiency
- 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
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