IDEAS home Printed from https://ideas.repec.org/a/cje/issued/v21y1988i3p625-58.html
   My bibliography  Save this article

Non-parametric Estimation of Econometric Functionals

Author

Listed:
  • Aman Ullah

Abstract

In this paper, the author reviews and explores the nonparametric density estimation approach for analyzing various econometric func tionals. The applications of density estimation are emphasized in the specification, estimation, and testing problems arising in econometr ics. Some limitations of the nonparametric approach are examined, and potential future areas of applied and theoretical research are indic ated.

Suggested Citation

  • Aman Ullah, 1988. "Non-parametric Estimation of Econometric Functionals," Canadian Journal of Economics, Canadian Economics Association, vol. 21(3), pages 625-658, August.
  • Handle: RePEc:cje:issued:v:21:y:1988:i:3:p:625-58
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0008-4085%28198808%2921%3A3%3C625%3ANEOEF%3E2.0.CO%3B2-8
    Download Restriction: only available to JSTOR subscribers

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Deb, Kaveri & Sengupta, Bodhisattva, 2016. "On Empirical Distribution of RCA Indices," MPRA Paper 74087, University Library of Munich, Germany.
    2. Holt, Matthew T. & Moschini, Giancarlo, 1992. "Alternative Measures of Risk in Commodity Supply Models: An Analysis of Sow Farrowing Decisions in the United States," ISU General Staff Papers 199207010700001160, Iowa State University, Department of Economics.
    3. Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1997. "Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure," Management Science, INFORMS, vol. 43(3), pages 371-385, March.
    4. Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002. "The Canadian treasury bill auction and the term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1165-1179, June.
    5. McMillan, David G., 2001. "Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 353-368, December.
    6. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    7. Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020. "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 30-45.
    8. Elie Appelbaum & Parantap Basu, 2010. "A new methodology for studying the equity premium," Annals of Operations Research, Springer, vol. 176(1), pages 109-126, April.
    9. Smith, J. Barry & Stelcner, Morton, 1990. "Modeling economic behavior in Peru's informal urban retail sector," Policy Research Working Paper Series 469, The World Bank.
    10. Moschini, Giancarlo, 1991. "Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 111-117, January.
    11. Livio Di Matteo, 2016. "Wealth Distribution and the Canadian Middle Class: Historical Evidence and Policy Implications," Canadian Public Policy, University of Toronto Press, vol. 42(2), pages 132-151, June.
    12. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, Open Access Journal, vol. 1(2), pages 1-23, September.
    13. Elvira Silva & Spiro Stefanou, 2003. "Nonparametric Dynamic Production Analysis and the Theory of Cost," Journal of Productivity Analysis, Springer, vol. 19(1), pages 5-32, January.
    14. Holt, Matthew T. & Moschini, GianCarlo, 1992. "Alternative Measures Of Risk In Commodity Supply Models: An Analysis Of Sow Farrowing Decisions In The United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(1), pages 1-12, July.
    15. Huang, Roger D. & Lin, Charles S. Y., 1996. "An analysis of nonlinearities in term premiums and forward rates," Journal of Empirical Finance, Elsevier, vol. 3(4), pages 347-368, December.
    16. Palmquist, Raymond B., 2006. "Property Value Models," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.),Handbook of Environmental Economics, edition 1, volume 2, chapter 16, pages 763-819, Elsevier.
    17. Elie Appelbaum, 2000. "Estimating the firm's demand and supply functions under uncertainty without expected utility," Working Papers 2000_5, York University, Department of Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cje:issued:v:21:y:1988:i:3:p:625-58. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Prof. Werner Antweiler). General contact details of provider: http://edirc.repec.org/data/ceaaaea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.