scientific article; zbMATH DE number 2104212

From MaRDI portal
Publication:4818530

zbMath1045.62033MaRDI QIDQ4818530

Q. Li, Jeff Racine

Publication date: 28 September 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (53)

Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of dataGrowth and convergence: a profile of distribution dynamics and mobilityNonparametric estimation of fractional option pricing modelRobust estimation of nonparametric function via addition sequenceTheoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional dataTesting for monotonicity in unobservables under unconfoundednessLocal polynomial estimation of nonparametric simultaneous equations modelsEfficiency assessment of primary care providers: a conditional nonparametric approachVarying coefficient panel data model in the presence of endogenous selectivity and fixed effectsA consistent bootstrap procedure for the maximum score estimatorSkill-biased technical change and labor market inefficiencyGrowth volatility and size: a firm-level studyFunction compositional adjustments of conditional quantile curvesGeneralized nonparametric smoothing with mixed discrete and continuous dataAdditive nonparametric instrumental regressions: a guide to implementationImputation in nonparametric quantile regression with complex dataA simple approach to construct confidence bands for a regression function with incomplete dataNonparametric multiple regression estimation for circular responseKernel regression estimation with errors-in-variables for random fieldsAsymptotics of estimators for nonparametric multivariate regression models with long memoryEnvironmental regulation and US state-level productionUncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of dataCalculating degrees of freedom in multivariate local polynomial regressionAnalysis of option butterfly portfolio models based on nonparametric estimation deep learning methodA conditional directional distance function approach for measuring tax collection efficiency: evidence from Spanish regional officesA cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyondThe impact of homework on student achievementBayesian bandwidth estimation for local linear fitting in nonparametric regression modelsFemale athletic participation and income: evidence from a latent class modelA consistent model specification test with mixed discrete and continuous dataFeasible generalized least squares using support vector regressionA nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selectorFunctional clustering in nested designs: modeling variability in reproductive epidemiology studiesExploring factors affecting the level of happiness across countries: a conditional robust nonparametric frontier analysisNonparametric identification in nonseparable panel data models with generalized fixed effectsPowerful tests for structural changes in volatilityNonparametric inference via bootstrapping the debiased estimatorPREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST\(M\)-cross-validation in local median estimationAveraging estimators for kernel regressionsNonparametric incidence estimation and bootstrap bandwidth selection in mixture cure modelsOptimal smoothing in nonparametric conditional quantile derivative function estimationJackknife model averagingcvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression modelsA flexible synthetic control method for modeling policy evaluationNonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problemsOption-implied value-at-risk and the cross-section of stock returnsMeasuring the Discrepancy of a Parametric Model via Local Polynomial SmoothingOn the maximal deviation of kernel regression estimators with NMAR response variablesLocal Linear Estimation of a Nonparametric Cointegration ModelEmpirical likelihood for regression discontinuity designPartial linear regression of compositional dataConsistency of a nonparametric conditional mode estimator for random fields




This page was built for publication: