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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Graphics processing units in acceleration of bandwidth selection for kernel density estimation
Nonparametric LAD cointegrating regression
A nonparametric R^2 test for the presence of relevant variables
Assessing implicit hypotheses in life table construction
\(\sqrt{n}\)-consistent density estimation in semiparametric regression models
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
Semiparametric smooth-coefficient stochastic frontier model
Wavelet estimation for derivative of a density in the presence of additive noise
Direction selection in stochastic directional distance functions
Generalized Least Squares Model Averaging
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
The law of large numbers for large stable matchings
Productive efficiency analysis with unobserved inputs: an application to endogenous automation in railway traffic management
Testing conditional independence in casual inference for time series data
Nonparametric estimation of first-price auctions with risk-averse bidders
Inferring welfare maximizing treatment assignment under budget constraints
Single index quantile regression for heteroscedastic data
Asymptotics of nonparametric L-1 regression models with dependent data
Combining the virtues of stochastic frontier and data envelopment analysis
IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION 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
On two continuum armed bandit problems in high dimensions
Consistency, efficiency and robustness of conditional disparity methods
Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
Optimal futures hedging strategies based on an improved kernel density estimation method
Regression discontinuity designs: a guide to practice
Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
Forecasting benchmarks of long-term stock returns via machine learning
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
Gender effect on microfinance social efficiency: a robust nonparametric approach
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
Adaptive and optimal pointwise deconvolution density estimations by wavelets
A semiparametric generalized ridge estimator and link with model averaging
A data-driven wavelet estimator for deconvolution density estimations
Long-range dependent time series specification
Nonparametric shape-restricted regression
Shape constraints in economics and operations research
Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
Dynamic misspecification in nonparametric cointegrating 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
A smooth non-parametric estimation framework for safety-first portfolio optimization
Gradient estimation of the local-constant semiparametric smooth coefficient model
Testing for structural changes in factor models via a nonparametric regression
On the asymptotic distribution of Matusita's overlapping measure
Semiparametric estimation in triangular system equations with nonstationarity
Identification and identification failure for treatment effects using structural systems
Integral estimation based on Markovian design
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
A conditional independence test for dependent data based on maximal conditional correlation
Estimation in semi-parametric regression with non-stationary regressors
CDF and survival function estimation with infinite-order kernels
Calculating degrees of freedom in multivariate local polynomial regression
Learning non-parametric basis independent models from point queries via low-rank methods
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
A flexible nonparametric test for conditional independence
Two-stage conditional density estimation based on Bernstein polynomials
Better the devil you know: improved forecasts from imperfect models
scientific article; zbMATH DE number 51138 (Why is no real title available?)
Nonparametric density estimation for positive time series
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
Boundary-adaptive kernel density estimation: the case of (near) uniform density
Informational content of special regressors in heteroskedastic binary response models
Least squares estimation in the monotone single index model
Kernel smoothing for nested estimation with application to portfolio risk measurement
From empirical observations to tree models for stochastic optimization: convergence properties
Discrete associated kernels method and extensions
Regression density estimation using smooth adaptive Gaussian mixtures
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Predictive inference for locally stationary time series with an application to climate data
Multiplicative-error models with sample selection
A nonparametric approach to solving a simple one-sector stochastic growth model
Profile least squares estimation of a partially linear time trend model with weakly dependent data
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
Optimal minimax rates of specification testing with data-driven bandwidth
Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
Truncation level selection in nonparametric regression using Padé approximation
Fast multi-feature image segmentation
Kernel Averaging Estimators
Engel's law reconsidered
Non-separable models with high-dimensional data
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
Conditional quantiles and tail dependence
Cross-validating fit and predictive accuracy of nonlinear quantile regressions
Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
Generalized bagging
A Projection-Based Nonparametric Test of Conditional Quantile Independence
Semiparametric GMM estimation of spatial autoregressive models
Asymmetric kernel smoothing. Theory and applications in economics and finance
A nonparametric approach for quantile regression
Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
Econometric modelling in finance and risk management: an overview
Efficiency dynamics in Indian banking: a conditional directional distance approach
Determining the number of effective parameters in kernel density estimation
A general class of distortion operators for pricing contingent claims with applications to CAT bonds
Estimating causal effects in observational studies for survival data with a cure fraction using propensity score adjustment

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