Nonparametric econometrics. Theory and practice.
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25)
Recommendations
- Applied nonparametric econometrics
- Non-paramatric econometrics. Translated from the French by Andrew Clark.
- Semiparametric and nonparametric methods in econometrics
- The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
- Semiparametric Regression for the Applied Econometrician
Cited in
(only showing first 100 items - show all)- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Estimation of a nonparametric model for bond prices from cross-section and time series information
- Efficient estimation of copula-based semiparametric Markov models
- Generalized additive models with flexible response functions
- Wavelet estimation for derivative of a density in the presence of additive noise
- Nonparametric estimation of first-price auctions with risk-averse bidders
- 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
- Index tracking model, downside risk and non-parametric kernel estimation
- Nonparametric estimation of dynamic discrete choice models for time series data
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models
- Iterated imputation estimation for generalized linear models with missing response and covariate values
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Bootstrap prediction intervals for Markov processes
- A new non-parametric estimator for instant system availability
- Consistent test for parametric models with right-censored data using projections
- Root-\(n\) consistent kernel density estimation in practice
- Additive nonparametric instrumental regressions: a guide to implementation
- A note on using ratio variables in regression analysis
- Finding the right yardstick: regulation of electricity networks under heterogeneous environments
- Environmental factors in frontier estimation -- a Monte Carlo analysis
- High quantile regression for extreme events
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
- Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Shape constraints in economics and operations research
- Nonparametric shape-restricted regression
- Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
- The influence of public subsidies on farm technical efficiency: a robust conditional nonparametric approach
- Exploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysis
- Efficient semiparametric estimation for Gini inequality treatment effects
- 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
- Instrumental variable estimation of heteroskedasticity adaptive error component models
- Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- CDF and survival function estimation with infinite-order kernels
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- Determining the number of effective parameters in kernel density estimation
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Projection-based consistent test for linear regression model with missing response and covariates
- Adaptive and optimal pointwise deconvolution density estimations by wavelets
- Impact evaluation in a multi-input multi-output setting: evidence on the effect of additional resources for schools
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Empirical foundation of valence using Aldrich-McKelvey scaling
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- KDE distributionally robust portfolio optimization with higher moment coherent risk
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
- Sample selection models with monotone control functions
- Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
- Estimation for a class of semiparametric Pareto mixture densities
- 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
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Optimal futures hedging strategies based on an improved kernel density estimation method
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- Generalized bagging
- Generalized empirical likelihood for nonsmooth estimating equations with missing data
- Nonparametric mean-lower partial moment model and enhanced index investment
- Skill-biased technical change and labor market inefficiency
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Nonparametric estimation of first price auctions via density-quantile function
- Outcome regression-based estimation of conditional average treatment effect
- Testing for the presence of jump components in jump diffusion models
- Sieve extremum estimation of a semiparametric transformation model
- A robust test for predictability with unknown persistence
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
- A Mann-Whitney test of distributional effects in a multivalued treatment
- Calculating degrees of freedom in multivariate local polynomial regression
- Copula-based regression models with data missing at random
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
- Hypothesis testing based on a vector of statistics
- Gender effect on microfinance social efficiency: a robust nonparametric approach
- Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis
- Fast multi-feature image segmentation
- On IPW-based estimation of conditional average treatment effects
- Specification test for Markov models with measurement errors
- How to measure the impact of environmental factors in a nonparametric production model
- Direction selection in stochastic directional distance functions
- Calibration estimation of semiparametric copula models with data missing at random
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Computation and application of robust data-driven bandwidth selection for gradient function estimation
- Semiparametric quasi maximum likelihood estimation of the fractional response model
- Firm-heterogeneous biased technological change: a nonparametric approach under endogeneity
- Efficient estimation in single index models through smoothing splines
- Groupwise sufficient dimension reduction via conditional distance clustering
- Pairwise local Fisher and naive Bayes: improving two standard discriminants
- Estimation of a partially linear additive model with generated covariates
- Kernel density estimation from complex surveys in the presence of complete auxiliary information
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis
- Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
- Bernstein conditional density estimation with application to conditional distribution and regression functions
- Least squares estimation in the monotone single index model
- Inference on local causality and tests of non-causality in time series
- Nonparametric identification and estimation of dynamic treatment effects for survival data in a regression discontinuity design
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