This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Citations for "Applied nonparametric methods" by Oliver LINTON
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Adonis Yatchew & Len Bos, 1997.
"Nonparametric Least Squares Regression and Testing in Economic Models ,"
Working Papers
yatchew-99-01, University of Toronto, Department of Economics.
[Downloadable!]
Pedro Gozalo & Oliver Linton, 1994.
"Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically ,"
Cowles Foundation Discussion Papers
1075, Cowles Foundation, Yale University.
[Downloadable!]
Peter C. B. Phillips, 2001.
"Descriptive econometrics for non-stationary time series with empirical illustrations ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.
[Downloadable!]
Other versions: Steve Gibbons & Stephen Machin, 2001.
"Valuing Primary Schools ,"
CEE Discussion Papers
0015, Centre for the Economics of Education, LSE.
[Downloadable!]
Knoppik, Christoph, 2006.
"Downward Nominal Rigidity in US Wage Data from the PSID - An Application of the Kernel-Location Approach ,"
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
393, University of Regensburg, Department of Economics.
[Downloadable!]
repec:att:wimass:1919997 is not listed on IDEAS
Dong, Fengxia & Featherstone, Allen, 2004.
"Technical and Scale Efficiencies for Chinese Rural Credit Cooperatives: A Bootstrapping Approach in Data Envelopment Analysis ,"
Staff General Research Papers
11992, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: Klaassen, F., 1999.
"Purchasing power parity : evidence from a new test ,"
Discussion Paper
9, Tilburg University, Center for Economic Research.
[Downloadable!]
Antonio Acconcia & Daniel Montolio & Leone Leonida & Marta Espasa, 2002.
"Lock-In Effects Of Eu R&D Spending On Regional Growth. A Non-Parametric And Semi-Parametric Conditional Quantile Regressions Approach ,"
Working Papers. Serie EC
2002-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
David C. Wheelock & Paul W. Wilson, 1997.
"New evidence on returns to scale and product mix among U.S. commercial banks ,"
Working Papers
1997-003, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Peter C.B. Phillips, 2008.
"Local Limit Theory and Spurious Nonparametric Regression ,"
Cowles Foundation Discussion Papers
1654, Cowles Foundation, Yale University.
[Downloadable!]
Knoppik, Christoph, 2006.
"The Kernel-Location Approach - A New Non-parametric Approach to the Analysis of Downward Nominal Wage Rigidity in Micro Data ,"
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
392, University of Regensburg, Department of Economics.
[Downloadable!]
Other versions: Das, M. & Donkers, B., 1997.
"How certain are Dutch households about future income? : an empirical analysis ,"
Discussion Paper
38, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Susanne Schennach & Halbert White & Karim Chalak, 2007.
"Estimating average marginal effects in nonseparable structural systems ,"
Boston College Working Papers in Economics
680, Boston College Department of Economics.
[Downloadable!]
Other versions: Vazquez Alvarez, R. & Melenberg, B. & Soest, A. van, 1999.
"Nonparametric bound on the income distribution in the presence of item nonresponse ,"
Discussion Paper
33, Tilburg University, Center for Economic Research.
[Downloadable!]
Julián Andrada-Félix & Fernando Fernadez-Rodriguez & Maria-Dolores Garcia-Artiles & Simon Sosvilla-Rivero, 2003.
"An Empirical Evaluation of Non-Linear Trading Rules ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 7(3), pages 1160-1160.
[Downloadable!] (restricted)
Other versions: Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, .
"Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules ,"
Working Papers on International Economics and Finance
00-02, FEDEA.
[Downloadable!]
Myeong-Su Yun, 1999.
"Generalized Selection Bias and The Decomposition of Wage Differentials ,"
IZA Discussion Papers
69, Institute for the Study of Labor (IZA).
[Downloadable!]
Arthur Lewbel & Oliver Linton & Daniel McFadden, 1997.
"Estimating Features of a Distribution from Binomial Data ,"
Boston College Working Papers in Economics
442, Boston College Department of Economics, revised 04 Sep 2006.
[Downloadable!]
Other versions: G. Tripathi & W. Kim, .
"Nonparametric estimation of homogeneous function ,"
Sonderforschungsbereich 373
2000-85, Humboldt Universitaet Berlin.
Other versions: Arthur Lewbel & Linton, Oliver Linton, 1998.
"Nonparametric Censored Regression ,"
Cowles Foundation Discussion Papers
1186, Cowles Foundation, Yale University.
[Downloadable!]
Juan Rodríguez-Poo & Oliver Linton, 2001.
"Nonparametric factor analysis of residual time series ,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research ,
Springer, vol. 10(1), pages 161-182, June.
[Downloadable!] (restricted)
Peter C.B. Phillips & Joon Y. Park, 1998.
"Nonstationary Density Estimation and Kernel Autoregression ,"
Cowles Foundation Discussion Papers
1181, Cowles Foundation, Yale University.
[Downloadable!]
Jürgen Maurer, 2007.
"Modelling socioeconomic and health determinants of health-care use: a semiparametric approach ,"
Health Economics ,
John Wiley & Sons, Ltd., vol. 16(9), pages 967-979.
[Downloadable!]
Richard Blundell & Frank Windmeijer, 2000.
"Identifying demand for health resources using waiting times information ,"
Health Economics ,
John Wiley & Sons, Ltd., vol. 9(6), pages 465-474.
Other versions: Fujiwara, Ippei & Koga, Maiko, 2004.
"A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 123-42, March.
[Downloadable!]
Hjalmarsson, Erik, 2003.
"Does the Black-Scholes formula work for electricity markets? A nonparametric approach ,"
Working Papers in Economics
101, Göteborg University, Department of Economics.
[Downloadable!]
Oliver Linton, 1994.
"Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models ,"
Cowles Foundation Discussion Papers
1086, Cowles Foundation, Yale University.
[Downloadable!]
Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics ,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Oliver Linton, 2000.
"Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics ,"
STICERD - Econometrics Paper Series
/2000/399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions: Reiss, Peter C. & Wolak, Frank A., 2003.
"Structural Econometric Modeling: Rationales and Examples from Industrial Organization ,"
Research Papers
1831, Stanford University, Graduate School of Business.
[Downloadable!]
A. de Palma & C. Fontan & O. Mekkaoui, 2000.
"Trip Timing for Public Transportation : An Empirical Application ,"
THEMA Working Papers
2000-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Justin McCrary, 2007.
"Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test ,"
NBER Technical Working Papers
0334, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
F. FernÁndez-RodrÍguez & S. Sosvilla-Rivero & J. Andrada-FÉlix, 2003.
"Technical analysis in foreign exchange markets: evidence from the EMS ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(2), pages 113-122, January.
[Downloadable!] (restricted)
Oliver Linton, 1996.
"An Asymptotic Expansion in the Garch(1,1) Model ,"
Cowles Foundation Discussion Papers
1118, Cowles Foundation, Yale University.
[Downloadable!]
Maria Fraga O. Martins, 2001.
"Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(1), pages 23-39.
[Downloadable!]
Charlier, E., 1997.
"Equivalence scales for the former West Germany ,"
Discussion Paper
74, Tilburg University, Center for Economic Research.
[Downloadable!]
Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004.
"Testing forward exchange rate unbiasedness efficiently: a semiparametric approach ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 325-353, November.
[Downloadable!]
Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, .
"A New Test for Chaotic Dynamics Using Lyapunov Exponents ,"
Working Papers
2003-09, FEDEA.
[Downloadable!]
Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002.
"Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
[Downloadable!]
Other versions:
Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001.
"Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach ,"
FMG Discussion Papers
dp382, Financial Markets Group.
[Downloadable!] (restricted) Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000.
"Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach ,"
STICERD - Econometrics Paper Series
/2000/398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!] Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001.
"Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach ,"
Cahiers de recherche CREFE / CREFE Working Papers
143, CREFE, Université du Québec à Montréal.
[Downloadable!] Hidehiko Ichimura, .
"Asymptotic Distribution of Non-Parametric and Semi-Parametric Estimators with Data Dependent Smoothing Parameters ,"
Working Papers
_001, University of California at Berkeley, Econometrics Laboratory Software Archive.
[Downloadable!]
Petra E. Todd & Kenneth I. Wolpin, 2006.
"Ex Ante Evaluation of Social Programs ,"
PIER Working Paper Archive
06-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Laura Blow & Ian Crawford, 2002.
"A nonparametric method for valuing new goods ,"
Working Paper Series
143, European Central Bank.
[Downloadable!]
DAROLLES, Serge & FLORENS, Jean-Pierre & RENAULT, Eric, 2003.
"Non Parametric Instrumental Regression ,"
IDEI Working Papers
228, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Fabio Fornari & Antonio Mele, 2001.
"Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations ,"
Temi di discussione (Economic working papers)
396, Bank of Italy, Economic Research Department.
[Downloadable!]
Other versions:
F. Fornari & A. Mele, 2000.
"Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations ,"
THEMA Working Papers
2000-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!] Fornari, Fabio & Mele, Antonio, 2001.
"Recovering the probability density function of asset prices using garch as diffusion approximations ,"
Journal of Empirical Finance ,
Elsevier, vol. 8(1), pages 83-110, March.
[Downloadable!] (restricted) Oliver Linton, 1993.
"Second Order Approximation in the Partially Linear Regression Model ,"
Cowles Foundation Discussion Papers
1065, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Oliver Linton & Pedro Gozalo, 1996.
"Conditional Independence Restrictions: Testing and Estimation ,"
Cowles Foundation Discussion Papers
1140, Cowles Foundation, Yale University.
[Downloadable!]
P. Cizek, .
"Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models ,"
Sonderforschungsbereich 373
2001-100, Humboldt Universitaet Berlin.
Other versions: M. M. Salinas-Jiménez, 2003.
"Technological change, efficiency gains and capital accumulation in labour productivity growth and convergence: an application to the Spanish regions ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(17), pages 1839-1851, November.
[Downloadable!] (restricted)
Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999.
"Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design ,"
NBER Working Papers
7131, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Oliver Linton, 1997.
"Second-Order Approximation for Semiparametric Instrumental Variable Estimators and Test Statistics ,"
Cowles Foundation Discussion Papers
1151, Cowles Foundation, Yale University.
[Downloadable!]
Bruce E. Hansen, 1996.
"Sample Splitting and Threshold Estimation ,"
Boston College Working Papers in Economics
319., Boston College Department of Economics, revised 12 May 1998.
[Downloadable!]
Other versions: Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004.
"Non-linear trading rules in the New York Stock Exchange ,"
Documentos de trabajo conjunto ULL-ULPGC
2004-05, Facultad de Ciencias Económicas de la ULPGC.
[Downloadable!]
Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès, 1997.
"Nonparametric Methods and Option Pricing ,"
CIRANO Working Papers
97s-19, CIRANO.
[Downloadable!]
Other versions: Oliver Linton & Douglas G. Steigerwald, 1995.
"Adaptive Testing in ARCH Models ,"
Cowles Foundation Discussion Papers
1105, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Das, M. & Soest, A. van, 1995.
"Expected and Realized Income Changes : Evidence from the Dutch Socio-Economic Panel ,"
Discussion Paper
52, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999.
"Integration and backfitting methods in additive models-finite sample properties and comparison ,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research ,
Springer, vol. 8(2), pages 419-458, December.
[Downloadable!] (restricted)
Viviana Fernández, 1999.
"Estructura de Tasas de Interés en Chile: La Vía No Paramétrica ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 1005-1034.
[Downloadable!]
Arthur Lewbel & Oliver Linton, 2000.
"Nonparametric Censored and Truncated Regression ,"
STICERD - Econometrics Paper Series
/2000/389, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:
Arthur Lewbel & Oliver Linton, 2000.
"Nonparametric Censored and Truncated Regression ,"
Econometric Society World Congress 2000 Contributed Papers
1237, Econometric Society.
[Downloadable!] Arthur Lewbel & Oliver Linton, 2000.
"Nonparametric Censored and Truncated Regression ,"
Boston College Working Papers in Economics
439, Boston College Department of Economics.
[Downloadable!] Arthur Lewbel & Oliver Linton, 2002.
"Nonparametric Censored and Truncated Regression ,"
Econometrica ,
Econometric Society, vol. 70(2), pages 765-779, March.
[Downloadable!] (restricted) Das, M. & Dominitz, J. & Soest, A. van, 1997.
"Comparing predictions and outcomes : theory and application to income changes ,"
Discussion Paper
45, Tilburg University, Center for Economic Research.
[Downloadable!]
Did you know? IDEAS also indexes books .
This page was last updated on 2008-11-26.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .