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Publications

by members of

American University → Department of Economics → Info-Metrics Institute

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Majid Asadi & Jeffrey S. Racine & Ehsan S. Soof & Shaomin Wu, 2025, "Financial Risk Under Shortfall Level Uncertainty," Department of Economics Working Papers, McMaster University, number 2025-04, May.

2024

  1. Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2024, "Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator," Department of Economics Working Papers, McMaster University, number 2024-03, May.
  2. Valentin Patilea & Jeffrey S. Racine, 2024, "Locally Adaptive Online Functional Data Analysis," Department of Economics Working Papers, McMaster University, number 2024-04, Jun.
  3. Jeffrey S. Racine, 2024, "Quarto the Assassin," Department of Economics Working Papers, McMaster University, number 2024-11, Nov.

2021

  1. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021, "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers, McMaster University, number 2021-05, Mar.

2019

  1. Aman Ullah & Shujie Ma & Jeffrey Racine, 2019, "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers, University of California at Riverside, Department of Economics, number 201920, Sep.

2018

  1. Christopher F. Parmeter & Jeffrey S. Racine, 2018, "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers, McMaster University, number 2018-02, Jan.
  2. Bruce E. Hansen & Jeffrey S. Racine, 2018, "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers, McMaster University, number 2018-09, Apr.
  3. Jeffrey S. Racine & Qi Li & Li Zheng, 2018, "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers, McMaster University, number 2018-10, May.

2017

  1. Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017, "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017024, Jan.
  2. Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017, "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers, McMaster University, number 2017-01, Jan.
  3. Jeffrey Racine, 2017, "Energy, Economics & Replication," Department of Economics Working Papers, McMaster University, number 2017-02, Feb.
  4. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017, "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers, McMaster University, number 2017-14, Nov.

2016

  1. Jeffrey S. Racine, 2016, "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers, McMaster University, number 2016-01, Jan.
  2. S. Centorrino & J. S. Racine, 2016, "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers, McMaster University, number 2016-02, Mar.
  3. Sonali Das & Jeffrey S. Racine, 2016, "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers, McMaster University, number 2016-07, Jun.

2015

  1. Jeffrey S. Racine, 2015, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers, McMaster University, number 2015-02, Mar.
  2. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015, "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers, McMaster University, number 2015-03, May.
  3. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015, "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers, McMaster University, number 2015-10, Aug.

2014

  1. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014, "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers, McMaster University, number 2014-02, Mar.
  2. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014, "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers, McMaster University, number 2014-03, Mar.

2013

  1. Joeri Smits & Jeffrey S. Racine, 2013, "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers, McMaster University, number 2013-02, Jan.
  2. Nicholas M. Kiefer & Jeffrey S. Racine, 2013, "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers, McMaster University, number 2013-03, Jan.
  3. Peter G. Hall & Jeffrey S. Racine, 2013, "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers, McMaster University, number 2013-05, Jan.
  4. Esfandiar Maasoumi & Jeffrey S. Racine, 2013, "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers, McMaster University, number 2013-07, Mar.
  5. Jeffrey S. Racine, 2013, "Mixed Data Kernel Copulas," Department of Economics Working Papers, McMaster University, number 2013-12, Aug.
  6. Steven F. Koch & Jeffrey S. Racine, 2013, "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Department of Economics Working Papers, McMaster University, number 2013-14, Sep.

2012

  1. Christophe Bontemps & Michel Simioni & Jeffrey Racine, 2012, "Nonparametric vs parametric binary choice models," Post-Print, HAL, number hal-02748773, Jun.
  2. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012, "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers, McMaster University, number 2012-06, Aug.
  3. Shujie Ma & Jeffrey S. Racine, 2012, "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers, McMaster University, number 2012-07, Aug.
  4. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012, "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers, McMaster University, number 2012-08, Aug.
  5. Qi Li & Juan Lin & Jeffrey S. Racine, 2012, "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers, McMaster University, number 2012-10, Oct.
  6. Jeffrey S. Racine & Christopher F. Parmeter, 2012, "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers, McMaster University, number 2012-13, Oct.

2009

  1. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009, "Nonparametric vs parametric binary choice models: An empirical investigation," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49286, May, DOI: 10.22004/ag.econ.49286.

2008

  1. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008, "The Smooth Colonel Meets the Reverend," Working Papers, Cornell University, Center for Analytic Economics, number 08-01, May.

2006

  1. Racine, Jeff & MacKinnon, James, 2006, "Inference via Kernel Smoothing of Bootstrap P Values," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273530, Mar, DOI: 10.22004/ag.econ.273530.
  2. Cheng Hsiao & Qi Li & Jeff Racine, 2006, "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.47, Apr.
  3. Maasoumi, Esfandiar & Racine, Jeff, 2006, "Growth And Convergence: A Profile Of Distribution Dynamics And Mobility," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0605, Dec.

2004

  1. Racine, Jeff & MacKinnon, James, 2004, "Simulation-based Tests that can Use Any Number of Simulations," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273465, Oct, DOI: 10.22004/ag.econ.273465.
  2. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004, "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/09, Nov.

2003

  1. Maasoumi, Esfandiar & Racine Jeff, 2003, "A Robust Entropy-Based Test for Asymmetry," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0508, May.

2001

  1. Racine, J & Hyndman, R.J., 2001, "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/01, Nov.

2000

  1. Jeff Racine, 2000, "Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0713, Aug.

1992

  1. Racine, J. & Rilstone, P., 1992, "The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification," Papers, Laval - Recherche en Politique Economique, number 9204.

1991

  1. Racine, J., 1991, "A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients," Papers, York (Canada) - Department of Economics, number 91-10.
  2. Racine, J., 1991, "An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean," Papers, York (Canada) - Department of Economics, number 91-9.

1989

  1. Racine, J.S., 1989, "The Semiparametric Approach To The Estimation Of Systems Of Equations Models In The Presence Of Heteroskedasticity Of Unknown Form," Papers, York (Canada) - Department of Economics, number 89-13.
  2. Racine, J.S., 1989, "Semiparametric Estimation In The Presence Of Heteroskedasticity Of Unknown Form," Papers, York (Canada) - Department of Economics, number 89-14.

Journal articles

2025

  1. Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2025, "Bootstrap inference on a factor model based average treatment effects estimator," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 1, pages 80-89, January, DOI: 10.1080/07474938.2024.2390392.

2024

  1. Jeffrey S. Racine & Qi Li & Qiaoyu Wang, 2024, "Boundary-adaptive kernel density estimation: the case of (near) uniform density," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 146-164, January, DOI: 10.1080/10485252.2023.2250011.

2023

  1. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023, "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1251-1261, October, DOI: 10.1080/07350015.2022.2118126.

2020

  1. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020, "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 8, pages 792-825, September, DOI: 10.1080/07474938.2020.1772569.
  2. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2020, "Kernel smoothed probability mass functions for ordered datatypes," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 563-586, July, DOI: 10.1080/10485252.2020.1759595.
  3. Jeffrey S. Racine & Ingrid Van Keilegom, 2020, "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 4, pages 784-795, October, DOI: 10.1080/07350015.2019.1574227.

2019

  1. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2019, "Information measures of kernel estimation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 1, pages 47-68, January, DOI: 10.1080/07474938.2016.1222236.

2018

  1. Das, Sonali & Racine, Jeffrey S., 2018, "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 510, issue C, pages 290-301, DOI: 10.1016/j.physa.2018.06.071.
  2. In Choi & Steve Cook & Marc S. Paolella & Jeffrey S. Racine, 2018, "Econometrics Best Paper Award 2018," Econometrics, MDPI, volume 6, issue 3, pages 1-2, August.
  3. J. P. Florens & J. S. Racine & S. Centorrino, 2018, "Nonparametric instrumental variable derivative estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 368-391, April, DOI: 10.1080/10485252.2018.1428745.

2017

  1. Samuele CENTORRINO & Jeffrey S. RACINE, 2017, "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295, DOI: 10.15609/annaeconstat2009.128.0261.
  2. Racine, Jeffrey S. & Li, Kevin, 2017, "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 72-94, DOI: 10.1016/j.jeconom.2017.06.020.
  3. Nicholas M. Kiefer & Jeffrey S. Racine, 2017, "The smooth colonel and the reverend find common ground," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 241-256, March, DOI: 10.1080/07474938.2015.1114304.
  4. Cong Li & Hongjun Li & Jeffrey S. Racine, 2017, "Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 970-987, October, DOI: 10.1080/07474938.2017.1307900.

2016

  1. Steven F. Koch & Jeffrey S. Racine, 2016, "Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 4, pages 927-950, October.
  2. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016, "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, volume 191, issue 2, pages 374-383, DOI: 10.1016/j.jeconom.2015.12.008.
  3. James Bugden & Robert Waschik & Iain Fraser & Jeffrey S. Racine, 2016, "Parametric and non-parametric analysis of tax changes," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 533-549.

2015

  1. Hall, Peter G. & Racine, Jeffrey S., 2015, "Infinite order cross-validated local polynomial regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 510-525, DOI: 10.1016/j.jeconom.2014.06.003.
  2. Jeffrey Racine, 2015, "Mixed data kernel copulas," Empirical Economics, Springer, volume 48, issue 1, pages 37-59, February, DOI: 10.1007/s00181-015-0913-3.
  3. Qi Gao & Long Liu & Jeffrey S. Racine, 2015, "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 959-978, December, DOI: 10.1080/07474938.2014.956613.
  4. Manisha Chakrabarty & Amita Majumder & Jeffrey Racine, 2015, "Household budget-share distributions and welfare implications: an application of multivariate distributional statistics," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 12, pages 2754-2768, December, DOI: 10.1080/02664763.2015.1049132.
  5. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015, "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 5, pages 705-717, August.

2014

  1. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014, "Aid and Economic Growth: A Robust Approach," Journal of African Development, African Finance and Economic Association (AFEA), volume 16, issue 1, pages 1-35.

2013

  1. Cong, Li & Racine, Jeffrey S., 2013, "A Smooth Nonparametric Conditional Density Test For Categorical Responses," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 629-641, June.
  2. Qi Li & Juan Lin & Jeffrey S. Racine, 2013, "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 57-65, January, DOI: 10.1080/07350015.2012.738955.
  3. QI Li & Desheng Ouyang & Jeffrey S. Racine, 2013, "Categorical semiparametric varying‐coefficient models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 551-579, June.

2012

  1. Hansen, Bruce E. & Racine, Jeffrey S., 2012, "Jackknife model averaging," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 38-46, DOI: 10.1016/j.jeconom.2011.06.019.
  2. Jeffrey S. Racine, 2012, "RStudio: A Platform‐Independent IDE for R and Sweave," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 167-172, January.
  3. Kwabena Gyimah‐Brempong & Jeffrey S. Racine & Anthony Gyapong, 2012, "Aid and economic growth: Sensitivity analysis," Journal of International Development, John Wiley & Sons, Ltd., volume 24, issue 1, pages 17-33, January.

2011

  1. Zhijie Zhang & Dongmei Chen & Wenbao Liu & Jeffrey S Racine & SengHuat Ong & Yue Chen & Genming Zhao & Qingwu Jiang, 2011, "Nonparametric Evaluation of Dynamic Disease Risk: A Spatio-Temporal Kernel Approach," PLOS ONE, Public Library of Science, volume 6, issue 3, pages 1-8, March, DOI: 10.1371/journal.pone.0017381.

2010

  1. Li, Qi & Racine, Jeffrey S., 2010, "Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1607-1637, December.
  2. Kwabena Gyimah-Brempong & Jeffrey Racine, 2010, "Aid and investment in LDCs: A robust approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 19, issue 2, pages 319-349, DOI: 10.1080/09638190802464974.

2009

  1. Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M., 2009, "Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 206-223.
  2. Ouyang, Desheng & Li, Qi & Racine, Jeffrey S., 2009, "Nonparametric Estimation Of Regression Functions With Discrete Regressors," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 1-42, February.
  3. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009, "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 186-200, February.
  4. Evan Meredith & Jeffrey S. Racine, 2009, "Towards reproducible econometric research: the Sweave framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 366-374, March.
  5. Esfandiar Maasoumi & Jeffrey Racine, 2009, "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 246-261, DOI: 10.1080/07474930802388066.
  6. Nicholas Kiefer & Jeffrey Racine, 2009, "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 21, issue 5, pages 521-533, DOI: 10.1080/10485250902818792.
  7. Cong Li & Desheng Ouyang & Jeffrey Racine, 2009, "Nonparametric regression with weakly dependent data: the discrete and continuous regressor case," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 21, issue 6, pages 697-711, DOI: 10.1080/10485250902928435.

2008

  1. Qi Li & Jeffrey S. Racine & Jeffrey M. Wooldridge, 2008, "Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization," American Economic Review, American Economic Association, volume 98, issue 2, pages 357-362, May, DOI: 10.1257/aer.98.2.357.
  2. Li, Qi & Racine, Jeffrey S, 2008, "Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 423-434.
  3. Jinhu Li & Jeffrey S. Racine, 2008, "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 515-523, DOI: 10.1002/jae.1007.
  4. Hayfield, Tristen & Racine, Jeffrey S., 2008, "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i05, DOI: http://hdl.handle.net/10.18637/jss..
  5. Racine, Jeffrey S., 2008, "Nonparametric Econometrics: A Primer," Foundations and Trends(R) in Econometrics, now publishers, volume 3, issue 1, pages 1-88, March, DOI: 10.1561/0800000009.
  6. Jeffrey Racine, 2008, "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.

2007

  1. Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
  2. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007, "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 483-508, February.
  3. Racine, Jeffrey S. & Maasoumi, Esfandiar, 2007, "A versatile and robust metric entropy test of time-reversibility, and other hypotheses," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 547-567, June.
  4. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007, "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 802-826, October.
  5. Peter Hall & Qi Li & Jeffrey S. Racine, 2007, "Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 784-789, November.

2006

  1. Racine, Jeffrey S. & Ker, Alan P., 2006, "Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 31, issue 01, pages 1-13, April, DOI: 10.22004/ag.econ.10146.
  2. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006, "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1221-1243, November.
  3. Jeff Racine, 2006, "gnuplot 4.0: a portable interactive plotting utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 133-141, DOI: 10.1002/jae.885.
  4. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006, "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, volume 38, issue 11, pages 1293-1307, DOI: 10.1080/00036840500398869.
  5. Jeffery Racine & Jeffrey Hart & Qi Li, 2006, "Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 523-544, DOI: 10.1080/07474930600972590.

2004

  1. Peter Hall & Jeff Racine & Qi Li, 2004, "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, volume 99, pages 1015-1026, December.
  2. C. W. Granger & E. Maasoumi & J. Racine, 2004, "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 649-669, September, DOI: 10.1111/j.1467-9892.2004.01866.x.
  3. Jeff Racine & Qi Li & Xi Zhu, 2004, "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, volume 5, issue 2, pages 211-235, November.
  4. Racine, Jeff & Li, Qi, 2004, "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, volume 119, issue 1, pages 99-130, March.
  5. QI Li & Jeff Racine, 2004, "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 4, pages 533-535, DOI: 10.1002/jae.777.

2003

  1. Li, Qi & Racine, Jeff, 2003, "Nonparametric estimation of distributions with categorical and continuous data," Journal of Multivariate Analysis, Elsevier, volume 86, issue 2, pages 266-292, August.

2002

  1. Jeff Racine, 2002, "Generalized Semiparametric Binary Prediction," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 117-134, May.
  2. Racine, Jeff, 2002, "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 2, pages 293-302, August.
  3. Maasoumi, Esfandiar & Racine, Jeff, 2002, "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 291-312, March.
  4. Jeff Racine & Rob Hyndman, 2002, "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 175-189.

2001

  1. Racine, Jeffrey, 2001, "On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 3, pages 380-382, July.

2000

  1. Racine, Jeff, 2000, "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, volume 99, issue 1, pages 39-61, November.
  2. J. Racine, 2000, "The Cygwin tools: a GNU toolkit for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 3, pages 331-341.

1997

  1. Racine, Jeff, 1997, "Consistent Significance Testing for Nonparametric Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 3, pages 369-378, July.
  2. Racine, Jeff, 1997, "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 169-179, March-Apr.

1995

  1. Jeff Racine & Paul Rilstone, 1995, "The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification?," Canadian Journal of Economics, Canadian Economics Association, volume 28, issue 3, pages 502-531, August.

Books

2019

  1. Racine,Jeffrey S., 2019, "An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9781108483407.

2014

  1. Racine, Jeffrey & Su, Liangjun & Ullah, Aman, 2014, "The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics," OUP Catalogue, Oxford University Press, number 9780199857944, ISBN: ARRAY(0x81f2c530).

2006

  1. Qi Li & Jeffrey Scott Racine, 2006, "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, number 8355, edition 1, December.

Chapters

2024

  1. Bruce E. Hansen & Jeffrey S. Racine, 2024, "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046005.

2016

  1. Jeffrey S. Racine, 2016, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036027.

2009

  1. Jeffrey S. Racine, 2009, "Nonparametric and semiparametric methods in R," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025014.

2006

  1. Qi Li & Jeffrey Scott Racine, 2006, "Density Estimation, from Nonparametric Econometrics: Theory and Practice," Introductory Chapters, Princeton University Press, "Nonparametric Econometrics: Theory and Practice".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.