scientific article; zbMATH DE number 131054

zbMATH Open0850.62348MaRDI QIDQ4029495FDOQ4029495

Authors: Herman J. Bierens 

Publication date: 7 December 1993

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cited In (46)

• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
• Superconsistent estimation and inference in structural econometric models using extreme order statistics.
• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• Kernel smoothing for nested estimation with application to portfolio risk measurement
• Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
• Identification and estimation of games with incomplete information using excluded regressors
• Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction
• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
• Model checking in Tobit regression with measurement errors using validation data
• Pseudo likelihood and dimension reduction for data with nonignorable nonresponse
• Nonparametric estimation of homogeneous functions
• Semiparametric estimation of a heteroskedastic sample selection model
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• Efficient estimation in dynamic conditional quantile models
• Smoothing bias in the measurement of marginal effects
• Asymptotic normality of a combined regression estimator
• Semiparametric Estimation of First-Price Auction Models
• Local nonlinear least squares: using parametric information in nonparametric regression
• A limit theorem for a smooth class of semiparametric estimators
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Semiparametric estimation of a work-trip mode choice model
• Probability inequalities in multivariate distributions
• The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
• Semiparametric instrumental variables estimation
• Effective nonparametric estimation in the case of severely discretized data
• Kernel autocorrelogram for time-deformed processes
• Missing data analysis with sufficient dimension reduction
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions
• Kernel-weighted GMM estimators for linear time series models
• Monte Carlo response surfaces: A comparative approach
• A consistent model specification test with mixed discrete and continuous data
• Empirical evolution equations
• An equality test across nonparametric regressions
• Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
• Testing rationality without restricting heterogeneity
• IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR
• On Estimation of Time-Dependent Attributable Fraction from Population-Based Case-Control Studies
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator
• A faster algorithm to estimate multiresolution densities
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism

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