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Jeffrey Scott Racine

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Racine, Jeff, 1997. "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 169-179, March-Apr.

    Mentioned in:

    1. FEASIBLE CROSS-VALIDATORY MODEL SELECTION FOR GENERAL STATIONARY PROCESSES (Journal of Applied Econometrics 1997) in ReplicationWiki ()
  2. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.

    Mentioned in:

    1. Predictor relevance and extramarital affairs (Journal of Applied Econometrics 2004) in ReplicationWiki ()
  3. J. Racine, 2000. "The Cygwin tools: a GNU toolkit for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 331-341.

    Mentioned in:

    1. The Cygwin tools: a GNU toolkit for Windows (Journal of Applied Econometrics 2000) in ReplicationWiki ()
  4. Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189.

    Mentioned in:

    1. Using R to teach econometrics (Journal of Applied Econometrics 2002) in ReplicationWiki ()
  5. 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, vol. 99, pages 1015-1026, December.

    Mentioned in:

    1. Density estimation in Wikipedia (English)

Working papers

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

    Cited by:

    1. Alexandra Soberon & Antonio Musolesi & Juan M. Rodriguez‐Poo, 2024. "A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 905-927, August.

  2. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.

    Cited by:

    1. Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025. "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202507, University of Kansas, Department of Economics.
    2. Yu, Dalei & Tang, Nian-Sheng & Shi, Yang, 2025. "Adaptively aggregated forecast for exponential family panel model," International Journal of Forecasting, Elsevier, vol. 41(2), pages 733-747.

  3. Bruce E. Hansen & Jeffrey S. Racine, 2018. "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers 2018-09, McMaster University.

    Cited by:

    1. Artur Doshchyn, 2023. "Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions," Economics Series Working Papers 1028, University of Oxford, Department of Economics.
    2. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
    3. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.

  4. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.

    Cited by:

    1. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    2. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    3. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    4. Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
    5. Ivan Korolev, 2019. "A Consistent LM Type Specification Test for Semiparametric Panel Data Models," Papers 1909.05649, arXiv.org.
    6. Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M., 2019. "Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 110-124.
    7. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
    8. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.

  5. Jeffrey Racine, 2017. "Energy, Economics & Replication," Department of Economics Working Papers 2017-02, McMaster University.

    Cited by:

    1. Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018. "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers 18-933, Toulouse School of Economics (TSE).
    2. Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.

  6. Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017. "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers 2017-01, McMaster University.

    Cited by:

    1. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
    2. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
    3. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
    4. Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.

  7. Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Cited by:

    1. Baillien, Jonas & Gijbels, Irène & Verhasselt, Anneleen, 2025. "Estimation in copula models with two-piece skewed margins using the inference for margins method," Econometrics and Statistics, Elsevier, vol. 34(C), pages 91-108.
    2. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).

  8. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017. "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers 2017-14, McMaster University.

    Cited by:

    1. Ben O’Neill, 2022. "Smallest covering regions and highest density regions for discrete distributions," Computational Statistics, Springer, vol. 37(3), pages 1229-1254, July.
    2. Senga Kiessé, Tristan & Durrieu, Gilles, 2024. "On a discrete symmetric optimal associated kernel for estimating count data distributions," Statistics & Probability Letters, Elsevier, vol. 208(C).
    3. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021. "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers 2021-05, McMaster University.

  9. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.

    Cited by:

    1. Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022. "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers 2202.08977, arXiv.org.
    2. Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection," Economics Working Paper Archive wp_930, Levy Economics Institute.
    3. Yue, Mu & Li, Jialiang & Cheng, Ming-Yen, 2019. "Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 222-234.

  10. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.

    Cited by:

    1. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    2. Serfas, D., 2018. "an ex-post econometric analysis of the abolishment of the canadian wheat board," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277286, International Association of Agricultural Economists.
    3. Vafadarnikjoo, Amin & Chalvatzis, Konstantinos & Botelho, Tiago & Bamford, David, 2023. "A stratified decision-making model for long-term planning: Application in flood risk management in Scotland," Omega, Elsevier, vol. 116(C).

  11. Jeffrey S. Racine, 2015. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers 2015-02, McMaster University.

    Cited by:

    1. Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha, 2022. "Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 737-771, August.
    2. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).

  12. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015. "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers 2015-03, McMaster University.

    Cited by:

    1. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S. & Zohrevand, Younes, 2016. "Jensen–Shannon information of the coherent system lifetime," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 244-255.

  13. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.

    Cited by:

    1. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Foreign Aid and Inclusive Development: Updated Evidence from Africa, 2005–2012," Social Science Quarterly, Southwestern Social Science Association, vol. 98(1), pages 282-298, March.
    2. Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Increasing foreign aid for inclusive human development in Africa," Working Papers of the African Governance and Development Institute. 17/020, African Governance and Development Institute..
    3. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    4. Asongu, Simplice & Odhiambo, Nicholas, 2019. "Foreign Aid Complementarities and Inclusive Human Development in Africa," MPRA Paper 101086, University Library of Munich, Germany.
    5. Asongu, Simplice & Nwachukwu, Jacinta & Biekpe, Nicholas, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," MPRA Paper 91992, University Library of Munich, Germany.
    6. Simplice Asongu, 2014. "A brief clarification to the questionable economics of foreign aid for inclusive human development," Working Papers of the African Governance and Development Institute. 14/028, African Governance and Development Institute..
    7. Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
    8. Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Foreign aid volatility and lifelong learning: demand-side empirics to a textual literature," Working Papers of the African Governance and Development Institute. 15/016, African Governance and Development Institute..
    9. Simplice Asongu & Mohamed Jellal, 2015. "Foreign Aid Fiscal Policy: Theory and Evidence," Working Papers of the African Governance and Development Institute. 15/063, African Governance and Development Institute..
    10. Asongu, Simplice & Tchamyou, Vanessa, 2015. "Foreign aid, education and lifelong learning in Africa," MPRA Paper 70240, University Library of Munich, Germany.
    11. Boateng, Elliot & Agbola, Frank W. & Mahmood, Amir, 2021. "Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?," Economic Modelling, Elsevier, vol. 96(C), pages 111-127.
    12. Ssozi, John & Asongu, Simplice & Amavilah, Voxi, 2018. "The Effectiveness of Development Aid for Agriculture in Sub-Saharan Africa," MPRA Paper 88530, University Library of Munich, Germany.
    13. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    14. Simplice A. Asongu & Joseph I. Uduji & Elda N. Okolo-Obasi, 2020. "Foreign aid volatility and lifelong learning," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 11(4), pages 370-406.
    15. Hervé Nenghem Takam & Roger Tsafack Nanfosso, 2024. "Importance of official development assistance in improving the economic cycles of Economic and Monetary Community of Central Africa countries," SN Business & Economics, Springer, vol. 4(7), pages 1-22, July.
    16. Simplice Asongu & Oasis Kodila-Tedika, 2015. "Trade, Aid and Terror," Working Papers of the African Governance and Development Institute. 15/028, African Governance and Development Institute..
    17. Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
    18. Robert Stojanov & Daniel Němec & Libor Žídek, 2019. "Evaluation of the Long-Term Stability and Impact of Remittances and Development Aid on Sustainable Economic Growth in Developing Countries," Sustainability, MDPI, vol. 11(6), pages 1-18, March.
    19. Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - Leibniz Information Centre for Economics.
    20. Jinyang Cai & Zuting Zheng & Ruifa Hu & Carl E. Pray & Qianqian Shao, 2018. "Has International Aid Promoted Economic Growth in Africa?," African Development Review, African Development Bank, vol. 30(3), pages 239-251, September.
    21. Asongu, Simplice & Nnanna, Joseph, 2018. "Foreign aid and sustainable inclusive human development in Africa," MPRA Paper 91988, University Library of Munich, Germany.
    22. Jing Shao & Maojun Wang, 2022. "Revisiting economic effectiveness of foreign aid: The case of Japanese aid to China," The World Economy, Wiley Blackwell, vol. 45(7), pages 2284-2304, July.

  14. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.

    Cited by:

    1. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
    2. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    3. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    4. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    5. Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. "Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam," World Development, Elsevier, vol. 110(C), pages 192-204.
    6. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    7. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    8. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    9. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
    10. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "A Fresh Look at the Nutrition Transition in Vietnam using Semiparametric Modeling," TSE Working Papers 17-842, Toulouse School of Economics (TSE).
    11. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.

  15. 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 2013-14, McMaster University.

    Cited by:

    1. Steven F. Koch & Naomi Setshegetso, 2020. "Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time," Working Papers 2020112, University of Pretoria, Department of Economics.
    2. Goeun Lee & Myoung-jae Lee, 2023. "Regression Discontinuity for Binary Response and Local Maximum Likelihood Estimator to Extrapolate Treatment," Evaluation Review, , vol. 47(2), pages 182-208, April.
    3. Gelo, Dambala & Kollamparambil, Umakrishnan & Jeuland, Marc, 2023. "The causal effect of income on household energy transition: Evidence from old age pension eligibility in South Africa," Energy Economics, Elsevier, vol. 119(C).
    4. Aistov, Andrey, 2019. "Happy together: A regression discontinuity approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 73-99.
    5. Steven F Koch & Naomi Setshegetso, 2020. "Catastrophic health expenditures arising from out-of-pocket payments: Evidence from South African income and expenditure surveys," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-14, August.
    6. Jonah S. Goldberg, 2023. "What we measure when we measure the effects of user fees: a replication, reanalysis, and extension of Tanaka, 2014," Empirical Economics, Springer, vol. 65(4), pages 1981-2009, October.
    7. Steven F. Koch, 2017. "User Fee Abolition and the Demand for Public Health Care," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 242-258, June.
    8. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    9. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2016. "The Impact of Performance Ratings on Job Satisfaction for Public School Teachers," Working Papers 1617, Department of Economics, University of Missouri.
    10. Abdoulganiour Almame Tinta & Aimé Okoko & Edmond Lankouande, 2025. "From Light to Income: Solar PV Technology," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 1929-1951, March.

  16. Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.

    Cited by:

    1. Nathan Kettlewell & Peter Siminski, 2022. "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," Papers 2212.04043, arXiv.org.
    2. Antonio Musolesi & Jean Pierre Huiban & Camilla Mastromarco & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers 2016025, University of Ferrara, Department of Economics.
    3. Zhuan Pei & David S. Lee & David Card & Andrea Weber, 2020. "Local Polynomial Order in Regression Discontinuity Designs," NBER Working Papers 27424, National Bureau of Economic Research, Inc.
    4. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    5. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    6. Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
    7. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    8. Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.
    9. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    10. Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.
    11. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    12. Yunguo Lu & Lin Zhang, 2023. "Environmental information disclosure and firm production: evidence from the estimated efficiency of publicly listed firms in China," Journal of Productivity Analysis, Springer, vol. 59(1), pages 99-119, February.
    13. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    14. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    15. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    16. Liu, Chu-An, 2018. "Averaging estimators for kernel regressions," Economics Letters, Elsevier, vol. 171(C), pages 102-105.
    17. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    18. Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.

  17. Jeffrey S. Racine, 2013. "Mixed Data Kernel Copulas," Department of Economics Working Papers 2013-12, McMaster University.

    Cited by:

    1. Yiguo Sun & Ximing Wu, 2018. "Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study," JRFM, MDPI, vol. 11(2), pages 1-20, June.
    2. Kim Huynh & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2014. "A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics," Post-Print hal-04926608, HAL.
    3. Fousekis, Panos & Grigoriadis, Vasilis, 2017. "Price co-movement and the crack spread in the US futures markets," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 57-71.
    4. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    5. Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
    6. Stelios Bekiros & Gazi Salah Uddin, 2017. "Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 155-162, March.
    7. Fousekis, Panos, 2017. "Price co-movement and the hedger's value-at-risk in the futures markets for coffee," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 0(Issue 01), January.
    8. Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019. "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, vol. 82(C), pages 211-223.
    9. Mamonov, Mikhail & Parmeter, Christopher F. & Prokhorov, Artem B., 2024. "Bank cost efficiency and credit market structure under a volatile exchange rate," Journal of Banking & Finance, Elsevier, vol. 168(C).
    10. Fousekis, Panos & Grigoriadis, Vasilis, 2016. "Spatial price dependence by time scale: Empirical evidence from the international butter markets," Economic Modelling, Elsevier, vol. 54(C), pages 195-204.

  18. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012. "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers 2012-06, McMaster University.

    Cited by:

    1. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    2. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    3. 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, vol. 41(4), pages 1251-1261, October.
    4. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    5. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    6. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    7. Daniel J. Henderson & Anne-Charlotte Souto & Le Wang, 2020. "Higher-Order Risk–Returns to Education," JRFM, MDPI, vol. 13(11), pages 1-25, October.
    8. Clingingsmith, David, 2016. "Negative Emotions, Income, and Welfare: Casual Estimates from the PSID," SocArXiv fae4x, Center for Open Science.
    9. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2018. "Nonparametric estimation of international R&D spillovers," SEEDS Working Papers 0318, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    10. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    11. Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
    12. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    13. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    14. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    15. Clingingsmith, David, 2017. "Negative Emotions, Income, and Welfare: Causal Estimates from the PSID," SocArXiv q2mxt, Center for Open Science.
    16. Shintaro Yamaguchi, 2013. "Changes in Returns to Task-Specific Skills and Gender Wage Gap," Department of Economics Working Papers 2013-01, McMaster University.
    17. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    18. Richard D. Payne & Bani K. Mallick, 2018. "Two-Stage Metropolis-Hastings for Tall Data," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 29-51, April.
    19. 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 2016-01, McMaster University.
    20. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    21. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    22. Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
    23. Pandit, Mahesh & Paudel, Krishna P. & Williams, Deborah, 2014. "Effect of Remittance on Intensity of Agricultural Technology Adoption in Nepal," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162692, Southern Agricultural Economics Association.
    24. Xianwen Sun & Lixin Zhang, 2024. "Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(7), pages 805-842, October.
    25. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    26. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    27. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
    28. Massimiliano Mazzanti & Antonio Musolesi, 2020. "A Semiparametric Analysis of Green Inventions and Environmental Policies," SEEDS Working Papers 0920, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2020.
    29. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    30. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    31. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    32. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.

  19. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.

    Cited by:

    1. Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
    2. Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper 87450, University Library of Munich, Germany.
    3. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    4. Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
    5. Sun, Yiguo & Malikov, Emir, 2017. "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper 83671, University Library of Munich, Germany.
    6. Humberto Brea-Solis & Sergio Perelman & David Saal, 2017. "Regulatory incentives to water losses reduction: the case of England and Wales," Journal of Productivity Analysis, Springer, vol. 47(3), pages 259-276, June.
    7. Jeffrey S. Racine, 2015. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers 2015-02, McMaster University.
    8. Wenchuan Liu & Yu Zhang & Qi Li, 2015. "A semiparametric varying coefficient model of monotone auction bidding processes," Empirical Economics, Springer, vol. 48(1), pages 313-335, February.
    9. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    10. Mengistu Assefa Wendimu & Arne Henningsen & Tomasz Gerard Czekaj, 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," IFRO Working Paper 2015/02, University of Copenhagen, Department of Food and Resource Economics.
    11. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
    12. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    13. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    14. Kelly D.T.Trinh & Valentin Zelenyuk, 2015. "Productivity Growth and Convergence: Revisiting Kumar and Russell (2002)," CEPA Working Papers Series WP112015, School of Economics, University of Queensland, Australia.
    15. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    16. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    17. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.
    18. Francesco Vidoli & Giancarlo Ferrara, 2015. "Analyzing Italian citrus sector by semi-nonparametric frontier efficiency models," Empirical Economics, Springer, vol. 49(2), pages 641-658, September.
    19. Christopher F. Parmeter & Valentin Zelenyuk, 2016. "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers 2016-10, University of Miami, Department of Economics.
    20. Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, vol. 48(1), pages 143-168, February.
    21. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.

  20. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.

    Cited by:

    1. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    2. 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 2013-14, McMaster University.
    3. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    4. Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. "Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam," World Development, Elsevier, vol. 110(C), pages 192-204.
    5. 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 49286, Agricultural and Applied Economics Association.
    6. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    7. Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.
    8. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
    9. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.

  21. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.

    Cited by:

    1. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2018. "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," LIDAM Discussion Papers ISBA 2018007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Jean-Pierre Florens & Léopold Simar & Ingrid Van Keilegom, 2020. "Estimation of the Boundary of a Variable Observed With Symmetric Error," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 425-441, January.
    3. Mastromarco, Camilla & Simar, Léopold, 2021. "Latent heterogeneity to evaluate the effect of human capital on world technology frontier," LIDAM Reprints ISBA 2021009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers 15-17, Eastern Mediterranean University, Department of Economics.
    5. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
    6. Qiao Guangshun & Lu Yulin, 2024. "Operating Efficiency in the Capital-Intensive Semiconductor Industry: A Nonparametric Frontier Approach," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-17, January.
    7. Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2024. "Proportional incremental cost probability functions and their frontiers," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 259-294, Springer.
    8. Wenbo Jia & Hao Jiang & Yiqing Lyv & Stavros Sindakis, 2025. "Uncertainty’s Effect on China’s Knowledge-Based Economy: Transformation Beyond Trade," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 4684-4725, March.
    9. Pianpool Kamoljitprapa & Fazil M. Baksh & Andrea De Gaetano & Orathai Polsen & Piyachat Leelasilapasart, 2023. "Statistical Study Design for Analyzing Multiple Gene Loci Correlation in DNA Sequences," Mathematics, MDPI, vol. 11(23), pages 1-14, November.
    10. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2019. "Quality and its Impact on Efficiency," LEM Papers Series 2019/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    11. David M. Kaplan & Matt Goldman, 2013. "Comparing distributions by multiple testing across quantiles," Working Papers 1319, Department of Economics, University of Missouri, revised Feb 2018.
    12. Jeffrey S. Racine, 2013. "Mixed Data Kernel Copulas," Department of Economics Working Papers 2013-12, McMaster University.
    13. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    14. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.
    15. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    16. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    17. Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël, 2021. "Omnibus test for covariate effects in conditional copula models," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    18. Belalia, Mohamed & Bouezmarni, Taoufik & Leblanc, Alexandre, 2017. "Smooth conditional distribution estimators using Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 166-182.
    19. Daraio, Cinzia & Simar, Leopold & Wilson, Paul, 2016. "Nonparametric Estimation of Efficiency in the Presence of Environmental Variables," LIDAM Discussion Papers ISBA 2016027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    20. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    21. Daraio, Cinzia & Simar, Leopold & Wilson, Paul W., 2019. "Fast and efficient computation of directional distance estimators," LIDAM Reprints ISBA 2019022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    22. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2015. "Testing the "separability" condition in two-stage nonparametric models of production," LEM Papers Series 2015/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    23. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
    24. Tepegjozova Marija & Zhou Jing & Claeskens Gerda & Czado Claudia, 2022. "Nonparametric C- and D-vine-based quantile regression," Dependence Modeling, De Gruyter, vol. 10(1), pages 1-21, January.
    25. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    26. Patilea, Valentin & Van Keilegom, Ingrid, 2017. "A general approach for cure models in survival analysis," LIDAM Discussion Papers ISBA 2017008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    27. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    28. Ana López-Cheda & Yingwei Peng & María Amalia Jácome, 2023. "Nonparametric estimation in mixture cure models with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 467-495, June.
    29. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021. "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, vol. 25(2), pages 737-757, May.
    30. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    31. Long, Wei & Ouyang, Min & Shang, Ying, 2013. "Efficient estimation of partially linear varying coefficient models," Economics Letters, Elsevier, vol. 121(1), pages 79-81.
    32. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    33. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    34. Wilson Calmon & Eduardo Ferioli & Davi Lettieri & Johann Soares & Adrian Pizzinga, 2021. "An Extensive Comparison of Some Well‐Established Value at Risk Methods," International Statistical Review, International Statistical Institute, vol. 89(1), pages 148-166, April.
    35. Kraus, Daniel & Czado, Claudia, 2017. "D-vine copula based quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 1-18.
    36. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    37. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
    38. Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    39. Simar, Léopold & Wilson, Paul, 2022. "Modern Tools for Evaluating the Performance of Health-Care Providers," LIDAM Discussion Papers ISBA 2022006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    40. Hong Chen & Maik Döring & Uwe Jensen, 2018. "Test for model selection using Cramér–von Mises distance in a fixed design regression setting," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 505-535, October.
    41. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
    42. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    43. Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2015. "npbr: A Package for Nonparametric Boundary Regression in R," TSE Working Papers 15-576, Toulouse School of Economics (TSE).
    44. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    45. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    46. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018. "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(5), pages 2413-2425, September.
    47. Mastromarco, Camilla & Simar, Leopold, 2017. "Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance," LIDAM Discussion Papers ISBA 2017030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    48. Guangshun Qiao & Zhan-ao Wang, 2021. "Vertical integration vs. specialization: a nonparametric conditional efficiency estimate for the global semiconductor industry," Journal of Productivity Analysis, Springer, vol. 56(2), pages 139-150, December.
    49. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    50. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.

  22. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.

    Cited by:

    1. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    2. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
    3. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    4. J. Stephen Ferris & Marcel-Cristian Voia, 2014. "The Effect of Federal Government Size on Private Economic Performance in Canada: 1870–2011," Carleton Economic Papers 14-01, Carleton University, Department of Economics.
    5. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
    6. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    7. Pandit, Mahesh & Paudel, Krishna P. & Williams, Deborah, 2014. "Effect of Remittance on Intensity of Agricultural Technology Adoption in Nepal," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162692, Southern Agricultural Economics Association.
    8. J. Stephen Ferris & Marcel-Cristian Voia, 2014. "Does Aggregate Government Size Effect Private Economic Performance in Canada?," Carleton Economic Papers 14-13, Carleton University, Department of Economics.
    9. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    10. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.

  23. 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 49286, Agricultural and Applied Economics Association.

    Cited by:

    1. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    2. Levon Demirdjian & Majid Mojirsheibani, 2019. "Kernel classification with missing data and the choice of smoothing parameters," Statistical Papers, Springer, vol. 60(5), pages 1487-1513, October.
    3. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.

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

    Cited by:

    1. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    2. 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, vol. 148(2), pages 186-200, February.
    3. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    4. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.

  25. Maasoumi, Esfandiar & Racine, Jeff, 2006. "Growth And Convergence: A Profile Of Distribution Dynamics And Mobility," Departmental Working Papers 0605, Southern Methodist University, Department of Economics.

    Cited by:

    1. Anderson, G. & Linton, O. & Pittau, M G. & Whang, Y-J. & Zelli, R., 2020. "On Unit Free Assessment of The Extent of Multilateral Distributional Variation," Cambridge Working Papers in Economics 20123, Faculty of Economics, University of Cambridge.
    2. Kim Huynh & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2014. "A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics," Post-Print hal-04926608, HAL.
    3. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    4. Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk, 2014. "Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?," BEMPS - Bozen Economics & Management Paper Series BEMPS18, Faculty of Economics and Management at the Free University of Bozen.
    5. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    6. Matthias Duschl & Thomas Brenner, 2013. "Characteristics of regional industry-specific employment growth rates' distributions," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 249-270, June.
    7. 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, vol. 41(4), pages 1251-1261, October.
    8. Juessen Falko, 2005. "A distribution dynamics approach to regional GDP convergence in reunified Germany," Urban/Regional 0506008, University Library of Munich, Germany.
    9. Lin, Yi-Chen, 2016. "The global distribution of the burden of road traffic injuries: Evolution and intra-distribution mobility," Journal of Transport Geography, Elsevier, vol. 56(C), pages 77-91.
    10. Carolina Castaldi & Giovanni Dosi, 2009. "The patterns of output growth of firms and countries: Scale invariances and scale specificities," Empirical Economics, Springer, vol. 37(3), pages 475-495, December.
    11. Mercedes Campi & Marco Due~nas, 2017. "Volatility and Economic Growth in the Twentieth Century," Papers 1708.06792, arXiv.org.
    12. Elina Tuominen, 2024. "Top-end inequality and growth: empirical exploration of nonlinearities and the time dimension," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 22(2), pages 311-331, June.
    13. Davide Fiaschi & Andrea Mario Lavezzi & Angela Parenti, 2020. "Deep and Proximate Determinants of the World Income Distribution," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(3), pages 677-710, September.
    14. 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.
    15. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    16. Mahmoud A. El-Gamal & Deockhyun Ryu, 2013. "Nonstationarity and Stochastic Stability of Relative Income Clubs," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(4), pages 756-775, December.
    17. Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell, 2008. "Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 607-638.
    18. Henderson, Daniel J., 2008. "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper 8768, University Library of Munich, Germany.
    19. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    20. Stephen C. Smith & Sungil Kwak, 2011. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Working Papers 2011-01, The George Washington University, Institute for International Economic Policy.
    21. Angelos Liontakis, 2020. "How Does a Policymaker Rank Regional Income Distributions across Years? A Study on the Evolution of Greek Regional per Capita Income," Economies, MDPI, vol. 8(2), pages 1-12, May.
    22. Li, Kui-Wai & Zhou, Xianbo & Pan, Zhewen, 2016. "Cross-country output convergence and growth: Evidence from varying coefficient nonparametric method," Economic Modelling, Elsevier, vol. 55(C), pages 32-41.
    23. Donal O.Neill, 2005. "The Welfare Implications of Growth Regressions," Economics Department Working Paper Series n1570505, Department of Economics, National University of Ireland - Maynooth.
    24. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    25. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    26. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    27. Paul Johnson & Chris Papageorgiou, 2020. "What Remains of Cross-Country Convergence?," Journal of Economic Literature, American Economic Association, vol. 58(1), pages 129-175, March.
    28. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    29. Ketteni, Elena & Kottaridi, Constantina, 2019. "Credit market deregulation and economic growth: Further insights using a marginal integration approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
    30. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2018. "Nonparametric estimation of international R&D spillovers," SEEDS Working Papers 0318, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    31. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
    32. Henderson, Daniel J. & Maasoumi, Esfandiar, 2012. "Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment," IZA Discussion Papers 6874, Institute of Labor Economics (IZA).
    33. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    34. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    35. Walheer, Barnabé, 2023. "Meta-frontier and technology switchers: A nonparametric approach," European Journal of Operational Research, Elsevier, vol. 305(1), pages 463-474.
    36. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
    37. Hao, Yu & Peng, Hui, 2017. "On the convergence in China's provincial per capita energy consumption: New evidence from a spatial econometric analysis," Energy Economics, Elsevier, vol. 68(C), pages 31-43.
    38. Thomas Brenner & Matthias Duschl, 2015. "Causal dynamic effects in regional systems of technological activities: a SVAR approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(1), pages 103-130, October.
    39. Henderson, Daniel J. & Tochkov, Kiril & Badunenko, Oleg, 2007. "A drive up the capital coast? Contributions to post-reform growth across Chinese provinces," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 569-594, September.
    40. Rey, Sergio, 2016. "Space-time patterns of rank concordance: Local indicators of mobility association with application to spatial income inequality dynamics," MPRA Paper 69480, University Library of Munich, Germany.
    41. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    42. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    43. Thibaut Dort & Pierre-Guillaume Méon & Khalid Sekkat, 2013. "Does investment spur growth everywhere? Not where institutions are weak," Working Papers CEB 13-030, ULB -- Universite Libre de Bruxelles.
    44. Arfat Ahmad Sofi & Subash Sasidharan & Mohammad Younus Bhat, 2023. "Economic growth and club convergence: Is there a neighbour's effect?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2475-2494, July.
    45. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    46. Goñi, Edwin & Maloney, William F., 2017. "Why don’t poor countries do R&D? Varying rates of factor returns across the development process," European Economic Review, Elsevier, vol. 94(C), pages 126-147.
    47. Donal O'Neill & Philippe Van Kerm, 2008. "An Integrated Framework For Analysing Income Convergence," Manchester School, University of Manchester, vol. 76(1), pages 1-20, January.
    48. Raifu, Isiaka, 2019. "Economic growth in Africa: Does gender education still matter?," MPRA Paper 92916, University Library of Munich, Germany.
    49. Aurangzeb Zeb & Thanasis Stengos, 2013. "The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach," Working Paper series 55_13, Rimini Centre for Economic Analysis.
    50. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
    51. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    52. Rosa Bernardini Papalia & Silvia Bertarelli, 2013. "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, vol. 44(3), pages 1171-1202, June.
    53. Toni Mora, 2005. "Conditioning factors on regional European clubs - a distributional approach," ERSA conference papers ersa05p302, European Regional Science Association.
    54. Rosa Bernardini Papalia & Silvia Bertarelli & Carlo Filippucci, 2011. "Human capital, technological spillovers and development across OECD countries," Working Papers 15, AlmaLaurea Inter-University Consortium.
    55. Tuominen Elina, 2016. "Top-end inequality and growth: Empirical evidence," Working Papers 1608, Tampere University, Faculty of Management and Business, Economics.
    56. 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, vol. 18(5), pages 533-549.
    57. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    58. Alessandra Pelloni & Thanasis Stengos & Ilaria Tedesco, 2018. "Aid to agriculture, trade and take-off," Working Paper series 18-04, Rimini Centre for Economic Analysis.
    59. Ximing Wu & Andreas Savvides & Thanasis Stengos, 2008. "The Global Joint Distribution of Income and Health," Working Paper series 25_08, Rimini Centre for Economic Analysis.
    60. Mishra, Sagarika & Narayan, Paresh Kumar, 2015. "A nonparametric model of financial system and economic growth," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 175-191.
    61. Cai, Zongwu & Chen, Linna & Fang, Ying, 2018. "A semiparametric quantile panel data model with an application to estimating the growth effect of FDI," Journal of Econometrics, Elsevier, vol. 206(2), pages 531-553.
    62. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
    63. Basu, Suajta, 2014. "Intergenerational mobility, composition of human capital and distance to frontier," MPRA Paper 59110, University Library of Munich, Germany.
    64. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    65. C. Ordás Criado & S. Valente & T. Stengos, 2011. "Growth and Pollution Convergence: Theory and Evidence," Working Paper series 33_11, Rimini Centre for Economic Analysis.
    66. Nickolaos G. Tzeremes, 2018. "Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-13, August.
    67. Rosa Bernadini Papalia & Silvia Bertarelli, 2013. "Identification and Estimation of Club Convergence Models with Spatial Dependence," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 37(6), pages 2094-2115, November.
    68. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    69. Matthias Duschl & Shi-Shu Peng, 2013. "Chinese firm dynamics and the role of ownership type A conditional estimation approach of the Asymmetric Exponential Power (AEP) density," Papers on Economics and Evolution 2014-01, Philipps University Marburg, Department of Geography.
    70. Vítor João Pereira Domingues Martinho, 2023. "Evidence of Global Convergence: Perspectives for Economic and Territory Planning in Times of the COVID-19 Pandemic," Land, MDPI, vol. 12(6), pages 1-19, June.
    71. Eftimoski, Dimitar, 2022. "On the inconclusive effect of human capital on growth: A new look at extended specifications," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 708-727.
    72. Das, Monica & Basu, Sudip Ranjan, 2022. "Understanding the relationship between income inequality and pollution: A fresh perspective with cross-country evidence," World Development Perspectives, Elsevier, vol. 26(C).
    73. Boris Lavrovskii, 2018. "Assessment of Innovation Intensity: the Case of USA," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 281-291.
    74. Angelos Liontakis & Christos T. Papadas & Irene Tzouramani, 2011. "Regional Economic Convergence in Greece: A Stochastic Dominance Approach," ERSA conference papers ersa10p1188, European Regional Science Association.
    75. Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011. "Decomposing The Conditional Variance of Cross-Country Output," Working Papers 2011-18, University of Miami, Department of Economics.
    76. Michele Battisti & Christopher F. Parmeter, 2011. "Income Polarization, Convergence Tools and Mixture Analysis," Working Papers 2011-17, University of Miami, Department of Economics.
    77. Christiano M. Penna & Fabricio Linhares, 2011. "Convergênciae Formação de Clubes no Brasil sob aHipótese de Heterogeneidade no DesenvolvimentoTecnológico," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 87, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    78. Thanasis Stengos & Costantina Kottaridi, 2008. "Foreign Direct Investment, Human Capital And Nonlinearities In Economic Growth," Working Paper series 20_08, Rimini Centre for Economic Analysis.
    79. Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2014. "On the sources of European regional convergence: Does social capital have an economic payoff?," Working Papers 2014/16, Economics Department, Universitat Jaume I, Castellón (Spain).
    80. Lee, Chi-Chuan & Lee, Chien-Chiang & Chiou, Yan-Yu, 2017. "Insurance activities, globalization, and economic growth: New methods, new evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 155-170.
    81. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    82. Toni Mora, 2008. "Factors conditioning the formation of European regional convergence clubs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(4), pages 911-927, December.
    83. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    84. Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo, 2012. "Nonlinearities in growth: From evidence to policy," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 42-58.
    85. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
    86. Liu, Yang & Zhong, Sheng, 2021. "Cross-Economy Dynamics in Energy Productivity: Evidence from 47 Economies over the Period 2000–2015," ADBI Working Papers 1215, Asian Development Bank Institute.
    87. Battisti, Michele & Parmeter, Christopher F., 2013. "Clustering and polarization in the distribution of output: A multivariate perspective," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 144-162.
    88. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    89. Cai, Zongwu & Fang, Ying & Lin, Ming & Su, Jia, 2018. "Inferences for a Partially Varying Coefficient Model With Endogenous Regressors," IRTG 1792 Discussion Papers 2018-047, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    90. Michele Battisti & Christopher F. Parmeter, 2010. "Convergence Tools and Mixture Analysis," Working Papers CELEG 1007, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    91. Duschl Matthias & Schimke Antje & Brenner Thomas & Luxen Dennis, 2014. "Firm Growth and the Spatial Impact of Geolocated External Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(2-3), pages 234-256, April.
    92. Sondermann, David, 2012. "Productivity in the euro area: any evidence of convergence?," Working Paper Series 1431, European Central Bank.
    93. Carolina Castaldi & Giovanni Dosi, 2007. "The patterns of output growth of firms and countries: new evidence on scale invariances and scale specificities," LEM Papers Series 2007/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    94. Esfandiar Maasoumi & Le Wang, 2008. "Economic Reform, Growth and Convergence in China," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 128-154, March.
    95. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany.
    96. Fan, Di & Peng, Bo & Wu, Jianxin & Zhang, ZhongXiang, 2024. "The convergence of total-factor energy efficiency across Chinese cities: A distribution dynamics approach," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 406-416.
    97. Xiaoguang Liu & Jian Yu & Tsun Se Cheong & Michal Wojewodzki, 2022. "The Future Evolution of Housing Price-to-Income Ratio in 171 Chinese Cities," Annals of Economics and Finance, Society for AEF, vol. 23(1), pages 159-196, May.
    98. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    99. Barnabé Walheer & Sergio Perelman, 2025. "Resource capacity and economic growth convergence," Journal of Productivity Analysis, Springer, vol. 63(3), pages 317-338, June.
    100. Matthias Duschl & Thomas Brenner, 2011. "Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany," Working Papers on Innovation and Space 2011-07, Philipps University Marburg, Department of Geography.
    101. Matthias Duschl & Thomas Brenner, 2013. "Growth dynamics in regional systems of technological activities – A SVAR approach," Working Papers on Innovation and Space 2013-12, Philipps University Marburg, Department of Geography.
    102. Davide Fiaschi & Paul Johnson, 2025. "(In)stability in the Dynamics of the Cross-Country Distribution of Income Per Capita," Papers 2506.06755, arXiv.org.
    103. Walheer, Barnabé, 2021. "Labor productivity and technology heterogeneity," Journal of Macroeconomics, Elsevier, vol. 68(C).
    104. Zhong, Sheng, 2016. "The dynamics of vehicle energy efficiency: Evidence from the Massachusetts Vehicle Census," MERIT Working Papers 2016-014, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    105. Erik Alencar de Figueiredo & Cleiton Roberto da Fonseca Silva, 2012. "Fairness and Income Redistribution- an Analysis of the Latin American Tax System," Série Textos para Discussão (Working Papers) 4, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
    106. Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007. "Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income," Ibero America Institute for Econ. Research (IAI) Discussion Papers 162, Ibero-America Institute for Economic Research.

  26. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.

    Cited by:

    1. Cabane, Charlotte & Hille, Adrian & Lechner, Michael, 2015. "Mozart or Pelé? The Effects of Teenagers' Participation in Music and Sports," IZA Discussion Papers 8987, Institute of Labor Economics (IZA).
    2. Martin Huber & Michael Lechner & Giovanni Mellace, 2017. "Why Do Tougher Caseworkers Increase Employment? The Role of Program Assignment as a Causal Mechanism," The Review of Economics and Statistics, MIT Press, vol. 99(1), pages 180-183, March.
    3. Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014. "Sport participation and Child Development in Less Developed Countries," Economics Working Paper Series 1433, University of St. Gallen, School of Economics and Political Science.
    4. Michael Lechner & Paul Downward, 2017. "Heterogeneous sports participation and labour market outcomes in England," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 335-348, January.
    5. Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014. "Children’s skill formation in less developed countries – The impact of sports participation," Economics Working Paper Series 1412, University of St. Gallen, School of Economics and Political Science.
    6. Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
    7. Lechner, Michael & Hille, Adrian & Cabane, Charlotte, 2015. "Mozart or Pelé? The effects of teenagers? participation in music and sports," CEPR Discussion Papers 10556, C.E.P.R. Discussion Papers.
    8. Tim Pawlowski & Ute Schüttoff & Paul Downward & Michael Lechner, 2018. "Can Sport Really Help to Meet the Millennium Development Goals? Evidence From Children in Peru," Journal of Sports Economics, , vol. 19(4), pages 498-521, May.
    9. Patrick Richard, 2010. "Kernel smoothing end of sample instability tests P values," Cahiers de recherche 10-19, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    10. Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael, 2016. "The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators," IZA Discussion Papers 9706, Institute of Labor Economics (IZA).
    11. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
    12. Marcos à lvarez-Díaz & José María Chamorro-Rivas & Manuel González-Gómez & María Soledad Otero-Giráldez, 2024. "The impact of the COVID-19 outbreak on intra- and inter-regional domestic travel: Evidence from Spain," Tourism Economics, , vol. 30(4), pages 1039-1061, June.

  27. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).

    Cited by:

    1. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
    2. Spyridon Boikos, 2016. "Corruption, Public Expenditure and Human Capital Accumulation," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 8(1), pages 17-45, June.
    3. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    4. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    5. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013. "Market Channel Analysis of Ornamental Plants using Clustering Procedures," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143067, Southern Agricultural Economics Association.
    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. Ashby, M. & Linton, O. B., 2022. "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Cambridge Working Papers in Economics 2259, Faculty of Economics, University of Cambridge.
    8. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    9. Henderson, Daniel J., 2008. "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper 8768, University Library of Munich, Germany.
    10. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    11. Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
    12. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    13. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    14. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    15. Lawrence Dacuycuy, 2005. "On distribution approximation: a simple comparative study on procedural variations of the Zheng test," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-10.
    16. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    17. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    18. Jibonayan Raychaudhuri & Ada Wossink, 2018. "Ecolabels and The Economic Recession," Economics Discussion Paper Series 1807, Economics, The University of Manchester.
    19. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(01), pages 1-18, April.
    20. Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020. "A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces," MPRA Paper 100769, University Library of Munich, Germany, revised 19 May 2020.
    21. Feng Yao & Junsen Zhang, 2013. "Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling," Working Papers 13-01, Department of Economics, West Virginia University.
    22. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
    23. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    24. Henderson, Daniel J. & Polachek, Solomon W. & Wang, Le, 2011. "Heterogeneity in schooling rates of return," Economics of Education Review, Elsevier, vol. 30(6), pages 1202-1214.
    25. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
    26. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
    27. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
    28. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    29. Harry Haupt & Joachim Schnurbus & Rolf Tschernig, 2010. "On nonparametric estimation of a hedonic price function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 894-901.
    30. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.
    31. Karimu, Amin & Brännlund, Runar, 2013. "Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 19-27.
    32. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    33. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).
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    36. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    37. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    38. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    39. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
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    41. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    42. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
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    48. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
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    52. Giorgia Zotti, 2024. "Regional Differences in Italian School Efficiency: A Conditional DEA Approach," SERIES 05-2024, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Nov 2024.
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    61. Jibonayan Raychaudhuri & Ada Wossink, 2023. "Ecolabels and the economic recession," PLOS ONE, Public Library of Science, vol. 18(12), pages 1-27, December.
    62. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, Center for Economic and Financial Research (CEFIR).
    63. Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
    64. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    65. C. Ordás Criado & S. Valente & T. Stengos, 2011. "Growth and Pollution Convergence: Theory and Evidence," Working Paper series 33_11, Rimini Centre for Economic Analysis.
    66. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    67. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    68. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, Center for Economic and Financial Research (CEFIR).
    69. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
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    71. Shafiullah, Muhammad & Miah, Mohammad Dulal & Alam, Md Samsul & Atif, Muhammad, 2021. "Does economic policy uncertainty affect renewable energy consumption?," Renewable Energy, Elsevier, vol. 179(C), pages 1500-1521.
    72. Muhammad Shahbaz & Muhammad Shafiullah & Mantu K. Mahalik, 2019. "The dynamics of financial development, globalisation, economic growth and life expectancy in sub‐Saharan Africa," Australian Economic Papers, Wiley Blackwell, vol. 58(4), pages 444-479, December.
    73. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    74. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, New Economic School (NES).
    75. Paudel, Krishna P. & Park, Timothy A. & Pandit, Mahesh, 2017. "U.S. Farmers' Decision to Choose Direct Sales Channel: A Fractional Seemingly Unrelated Semiparametric Model," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258370, Agricultural and Applied Economics Association.
    76. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, New Economic School (NES).
    77. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019. "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University.
    78. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    79. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2018. "External imbalances and growth," Working Papers 1808, Department of Applied Economics II, Universidad de Valencia.
    80. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    81. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    82. Amin Mugera & Michael Langemeier & Allen Featherstone, 2012. "Labor productivity convergence in the Kansas farm sector: a three-stage procedure using data envelopment analysis and semiparametric regression analysis," Journal of Productivity Analysis, Springer, vol. 38(1), pages 63-79, August.
    83. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    84. Zhilun Jiao & Muhammad Shafiullah & Usman Khalid & Malin Song & Muhammad Shahbaz, 2024. "The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve," The World Economy, Wiley Blackwell, vol. 47(3), pages 898-929, March.
    85. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    86. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    87. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, New Economic School (NES).
    88. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    89. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
    90. Mingming Jiang, 2014. "Saving–investment Association and Regional Capital Mobility in China: A Nonparametric Panel Approach," Pacific Economic Review, Wiley Blackwell, vol. 19(2), pages 184-200, May.
    91. Sofi, Arfat Ahmad & Bhat, Mohammad Younus & Ahmad, Laraib & Aara, Ruhi Refath & Aswani, RS, 2022. "Renewable energy and transitioning towards sustainable tourism: Inferences from kernel density and nonparametric approach," Renewable Energy, Elsevier, vol. 193(C), pages 963-975.
    92. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    93. Hafner, Christian & Walders, Fabian, 2017. "Heterogeneous Liquidity Effects in Corporate Bond Spreads," LIDAM Reprints ISBA 2017037, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    94. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    95. Célestin C. Kokonendji & Sobom M. Somé & Youssef Esstafa & Marcelo Bourguignon, 2023. "On Underdispersed Count Kernels for Smoothing Probability Mass Functions," Stats, MDPI, vol. 6(4), pages 1-15, November.
    96. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    97. Rafael Boix‐Domenech & Jesús Peiró‐Palomino & Pau Rausell‐Köster, 2021. "Creative industries and productivity in the European regions. Is there a Mediterranean effect?," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1546-1564, October.
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    105. Simone Gitto & Paolo Mancuso, 2015. "The contribution of physical and human capital accumulation to Italian regional growth: a nonparametric perspective," Journal of Productivity Analysis, Springer, vol. 43(1), pages 1-12, February.
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  28. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004. "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers KERP 2004/09, Centre for Economic Research, Keele University.

    Cited by:

    1. Petr Jakubík, 2011. "Household Balance Sheets and Economic Crisis," Working Papers IES 2011/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
    2. Jakubik, Petr, 2011. "Households response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
    3. Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007. "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers 13/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).

  29. James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.

    Cited by:

    1. Rand Wilcox & Florence Clark, 2014. "Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity," Computational Statistics, Springer, vol. 29(5), pages 1175-1186, October.
    2. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
    3. Francisco J. Ruge-Murcia, 2013. "Generalized Method of Moments estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 20, pages 464-485, Edward Elgar Publishing.
    4. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    5. Rand R. Wilcox, 2018. "Robust regression: an inferential method for determining which independent variables are most important," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 100-111, January.
    6. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    7. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.

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

    Cited by:

    1. A. Talha Yalta & Riccardo Lucchetti, 2010. "The GNU/Linux Platform and Freedom Respecting Software for Economists," Working Papers 1005, TOBB University of Economics and Technology, Department of Economics.
    2. Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
    3. Wilson, Paul W., 2008. "FEAR: A software package for frontier efficiency analysis with R," Socio-Economic Planning Sciences, Elsevier, vol. 42(4), pages 247-254, December.
    4. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
    5. Miguel Rodrigues, 2005. "Regression with R," Econometrics 0508016, University Library of Munich, Germany.
    6. Ryan J. Smith & J. Wilson Mixon Jr, 2006. "Teaching undergraduate econometrics with GRETL," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1103-1107.
    7. Shahram Amini & Christopher F. Parmeter, 2011. "A Review of the `BMS' Package for R," Working Papers 2011-8, University of Miami, Department of Economics.
    8. Robert Finger, 2010. "Review of ‘Robustbase’ software for R," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1205-1210, November/.
    9. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
    10. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.
    11. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.

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

    Cited by:

    1. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.

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

    Cited by:

    1. Stephen L. Ross, 2003. "What Is Known about Testing for Discrimination: Lessons Learned by Comparing across Different Markets," Working papers 2003-21, University of Connecticut, Department of Economics, revised Nov 2003.

  33. Racine, J., 1991. "An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean," Papers 91-9, York (Canada) - Department of Economics.

    Cited by:

    1. Schulz, Rainer & Wersing, Martin, 2012. "A slab in the face: Building quality and neighborhood effects," SFB 649 Discussion Papers 2012-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

  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, vol. 41(4), pages 1251-1261, October.
    See citations under working paper version above.
  2. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020. "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
    See citations under working paper version above.
  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, vol. 38(4), pages 784-795, October.
    See citations under working paper version above.
  4. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2020. "Kernel smoothed probability mass functions for ordered datatypes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(3), pages 563-586, July.
    See citations under working paper version above.
  5. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2019. "Information measures of kernel estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(1), pages 47-68, January.

    Cited by:

    1. Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025. "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, vol. 97(C).

  6. J. P. Florens & J. S. Racine & S. Centorrino, 2018. "Nonparametric instrumental variable derivative estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(2), pages 368-391, April.

    Cited by:

    1. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
    2. Emir Malikov & Shunan Zhao & Subal C. Kumbhakar, 2020. "Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 457-480, June.
    3. Centorrino, Samuele & Fève, Frédérique & Florens, Jean-Pierre, 2025. "Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments," Journal of Econometrics, Elsevier, vol. 247(C).
    4. De Monte Enrico, 2024. "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 49-66, January.
    5. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, vol. 181(2), pages 151-164.
    6. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
    7. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    8. Jean-Pierre Florens & Elia Lapenta, 2024. "Partly linear instrumental variables regressions without smoothing on the instruments," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(3), pages 897-920, September.

  7. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.

    Cited by:

    1. Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi, 2019. "Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 217-240, June.
    2. Laurent Gardes & Armelle Guillou & Claire Roman, 2020. "Estimation of extreme conditional quantiles under a general tail-first-order condition," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 915-943, August.
    3. Kirkby, J. Lars & Leitao, Álvaro & Nguyen, Duy, 2021. "Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
    4. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    5. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
    6. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    7. Emmanuel Torsen & Peter N. Mwita & Joseph K. Mung’atu, 2019. "A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-1.
    8. Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).

  8. Samuele CENTORRINO & Jeffrey S. RACINE, 2017. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295.
    See citations under working paper version above.
  9. Nicholas M. Kiefer & Jeffrey S. Racine, 2017. "The smooth colonel and the reverend find common ground," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 241-256, March.
    See citations under working paper version above.
  10. 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, vol. 36(6-9), pages 970-987, October.

    Cited by:

    1. Jeffrey S. Racine, 2013. "Mixed Data Kernel Copulas," Department of Economics Working Papers 2013-12, McMaster University.

  11. 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, vol. 179(4), pages 927-950, October.
    See citations under working paper version above.
  12. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.

    Cited by:

    1. Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025. "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, vol. 97(C).
    2. Decerf,Benoit Marie A, 2024. "Multidimensional Well-Being Measurement Practices : A Review Focused on Improving Global Multidimensional Poverty Indicators," Policy Research Working Paper Series 10800, The World Bank.
    3. Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2020. "On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 415-427.
    4. Lucio Esposito & Enrica Chiappero‐Martinetti, 2019. "Eliciting, Applying And Exploring Multidimensional Welfare Weights: Evidence From The Field," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(S1), pages 204-227, November.
    5. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2022. "Stochastic dominance spanning and augmenting the human development index with institutional quality," Annals of Operations Research, Springer, vol. 315(1), pages 341-369, August.
    6. Mario Biggeri & Luca Bortolotti & Vincenzo Mauro, 2021. "The Analysis of Well‐Being Using the Income‐Adjusted Multidimensional Synthesis of Indicators: The Case of China☆," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(3), pages 684-704, September.
    7. Emir Malikov & Gudbrand Lien, 2021. "Proxy Variable Estimation of Multiproduct Production Functions," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1878-1902, October.

  13. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    See citations under working paper version above.
  14. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    See citations under working paper version above.
  15. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.

    Cited by:

    1. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    2. Paul Johnson & Chris Papageorgiou, 2020. "What Remains of Cross-Country Convergence?," Journal of Economic Literature, American Economic Association, vol. 58(1), pages 129-175, March.
    3. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    4. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    5. Zhou, Jianhua & Parmeter, Christopher F. & Kumbhakar, Subal C., 2020. "Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1142-1152.
    6. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.

  16. Hall, Peter G. & Racine, Jeffrey S., 2015. "Infinite order cross-validated local polynomial regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 510-525.
    See citations under working paper version above.
  17. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Journal of African Development, African Finance and Economic Association (AFEA), vol. 16(1), pages 1-35.
    See citations under working paper version above.
  18. 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, vol. 31(1), pages 57-65, January.
    See citations under working paper version above.
  19. QI Li & Desheng Ouyang & Jeffrey S. Racine, 2013. "Categorical semiparametric varying‐coefficient models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 551-579, June.

    Cited by:

    1. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    3. Jun Zhang & Nanguang Zhou & Zipeng Sun & Gaorong Li & Zhenghong Wei, 2016. "Statistical inference on restricted partial linear regression models with partial distortion measurement errors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 304-331, November.
    4. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
    5. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    6. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    7. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    8. Amin W. Mugera & Michael R. Langemeier & Andrew Ojede, 2016. "Contributions of Productivity and Relative Price Changes to Farm-level Profitability Change," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(4), pages 1210-1229.
    9. Offermanns, Christian J., 2014. "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers 2014/25, Free University Berlin, School of Business & Economics.
    10. 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 2016-01, McMaster University.
    11. Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M., 2019. "Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 110-124.
    12. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
    13. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.
    14. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    15. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.

  20. Jeffrey S. Racine, 2012. "RStudio: A Platform‐Independent IDE for R and Sweave," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 167-172, January.

    Cited by:

    1. Aikaterini Lyra & Athanasios Loukas, 2023. "Simulation and Evaluation of Water Resources Management Scenarios Under Climate Change for Adaptive Management of Coastal Agricultural Watersheds," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(6), pages 2625-2642, May.
    2. Back, Paula Regina, 2019. "On the relationship between corporate social responsibility and competitive performance in Brazilian Small and Medium Enterprises - empirical evidence from a stakeholders’ perspective," Thesis Commons bdumw, Center for Open Science.
    3. Tommaso Orusa & Annalisa Viani & Enrico Borgogno-Mondino, 2024. "Earth Observation Data and Geospatial Deep Learning AI to Assign Contributions to European Municipalities Sen4MUN: An Empirical Application in Aosta Valley (NW Italy)," Land, MDPI, vol. 13(1), pages 1-20, January.
    4. Beatriz Talavera-Velasco & Lourdes Luceño-Moreno & Jesús Martín García & Daniel Vázquez-Estévez, 2018. "DECORE-21: Assessment of occupational stress in police. Confirmatory factor analysis of the original model," PLOS ONE, Public Library of Science, vol. 13(10), pages 1-11, October.
    5. Janina Rahlff & Sarah P. Esser & Julia Plewka & Mara Elena Heinrichs & André Soares & Claudio Scarchilli & Paolo Grigioni & Heike Wex & Helge-Ansgar Giebel & Alexander J. Probst, 2023. "Marine viruses disperse bidirectionally along the natural water cycle," Nature Communications, Nature, vol. 14(1), pages 1-18, December.
    6. Zhaoguo Wang & Xuechen Hao & Xishihui Du & Hua Ding & Zhiwei Xie, 2024. "Measurement of economic resilience under the COVID-19 based on nighttime light remote sensing: Case of Hubei province," PLOS ONE, Public Library of Science, vol. 19(9), pages 1-21, September.
    7. Shang-Ming Zhou & Fabiola Fernandez-Gutierrez & Jonathan Kennedy & Roxanne Cooksey & Mark Atkinson & Spiros Denaxas & Stefan Siebert & William G Dixon & Terence W O’Neill & Ernest Choy & Cathie Sudlow, 2016. "Defining Disease Phenotypes in Primary Care Electronic Health Records by a Machine Learning Approach: A Case Study in Identifying Rheumatoid Arthritis," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-14, May.

  21. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.

    Cited by:

    1. Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
    2. Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
    3. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    4. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
    5. Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    7. Qingfeng Liu & Qingsong Yao & Guoqing Zhao, 2020. "Model averaging estimation for conditional volatility models with an application to stock market volatility forecast," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 841-863, August.
    8. Lastauskas, Povilas & Stakėnas, Julius, 2024. "Labor market policies in high- and low-interest rate environments: Evidence from the euro area," Economic Modelling, Elsevier, vol. 141(C).
    9. 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, vol. 41(4), pages 1251-1261, October.
    10. Shi, Pengfei & Zhang, Xinyu & Zhong, Wei, 2024. "Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching," Economics Letters, Elsevier, vol. 238(C).
    11. Xianwen Sun & Lixin Zhang, 2024. "Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity," Statistical Papers, Springer, vol. 65(3), pages 1375-1409, May.
    12. Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
    13. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    14. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
    15. Lavancier, F. & Rochet, P., 2016. "A general procedure to combine estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 175-192.
    16. Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
    17. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
    18. Povilas Lastauskas & Julius Stakenas, 2019. "Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment," Bank of Lithuania Working Paper Series 66, Bank of Lithuania.
    19. Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei, 2016. "On the dominance of Mallows model averaging estimator over ordinary least squares estimator," Economics Letters, Elsevier, vol. 142(C), pages 69-73.
    20. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
    21. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
    22. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
    23. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    24. Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen, 2016. "Model averaging with averaging covariance matrix," Economics Letters, Elsevier, vol. 145(C), pages 214-217.
    25. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
    26. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
    27. Haili Zhang & Guohua Zou, 2020. "Cross-Validation Model Averaging for Generalized Functional Linear Model," Econometrics, MDPI, vol. 8(1), pages 1-35, February.
    28. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Optimal Forecast Combination for Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202514, University of Kansas, Department of Economics, revised May 2025.
    29. Wang, Weiwei & Zhang, Qi & Zhang, Xinyu & Li, Xinmin, 2021. "Model averaging based on generalized method of moments," Economics Letters, Elsevier, vol. 200(C).
    30. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
    31. Martin Guth, 2022. "Predicting Default Probabilities for Stress Tests: A Comparison of Models," Papers 2202.03110, arXiv.org.
    32. Ren, Yu & Liang, Xuanxuan & Wang, Qin, 2021. "Short-term exchange rate forecasting: A panel combination approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    33. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua, 2022. "Optimal model averaging for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    35. Ivana Durovic, 2017. "The effects of intercompany lending on the current account balances of selected economies in the Western Balkans," Public Sector Economics, Institute of Public Finance, vol. 41(4), pages 421-441.
    36. Ziwen Gao & Jiahui Zou & Xinyu Zhang & Yanyuan Ma, 2023. "Frequentist model averaging for envelope models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(3), pages 1325-1364, September.
    37. Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016. "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research 16-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    38. De Bin, Riccardo & Boulesteix, Anne-Laure & Sauerbrei, Willi, 2017. "Detection of influential points as a byproduct of resampling-based variable selection procedures," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 19-31.
    39. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    40. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
    41. Wei, Yuting & Wang, Qihua, 2021. "Cross-validation-based model averaging in linear models with response missing at random," Statistics & Probability Letters, Elsevier, vol. 171(C).
    42. Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang, 2020. "Forecasting stock returns with model uncertainty and parameter instability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 629-644, August.
    43. Barrow, Devon K. & Crone, Sven F., 2016. "Cross-validation aggregation for combining autoregressive neural network forecasts," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1120-1137.
    44. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
    45. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
    46. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    47. Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
    48. Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025. "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202507, University of Kansas, Department of Economics.
    49. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    50. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
    51. Gong, Binlei, 2020. "Agricultural productivity convergence in China," China Economic Review, Elsevier, vol. 60(C).
    52. Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu, 2021. "Model averaging prediction for time series models with a diverging number of parameters," Journal of Econometrics, Elsevier, vol. 223(1), pages 190-221.
    53. Miaomiao Wang & Xinyu Zhang & Alan T. K. Wan & Kang You & Guohua Zou, 2023. "Jackknife model averaging for high‐dimensional quantile regression," Biometrics, The International Biometric Society, vol. 79(1), pages 178-189, March.
    54. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    55. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    56. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    57. Liu, Qingfeng, 2011. "Generalized Cp Model Averaging for Heteroskedastic Models," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/4544, Otaru University of Commerce.
    58. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    59. Yan, Xiaodong & Wang, Hongni & Wang, Wei & Xie, Jinhan & Ren, Yanyan & Wang, Xinjun, 2021. "Optimal model averaging forecasting in high-dimensional survival analysis," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1147-1155.
    60. Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
    61. Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022. "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, vol. 229(2), pages 219-245.
    62. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
    63. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
    64. Peng, Jingfu & Yang, Yuhong, 2022. "On improvability of model selection by model averaging," Journal of Econometrics, Elsevier, vol. 229(2), pages 246-262.
    65. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
    66. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers 62/15, Institute for Fiscal Studies.
    67. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.
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    121. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
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    124. Jialiang Li & Tonghui Yu & Jing Lv & Mei‐Ling Ting Lee, 2021. "Semiparametric model averaging prediction for lifetime data via hazards regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1187-1209, November.
    125. Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023. "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
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    128. Gong, Binlei, 2018. "Different behaviors in natural gas production between national and private oil companies: Economics-driven or environment-driven?," Energy Policy, Elsevier, vol. 114(C), pages 145-152.
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    132. Tian Xie, 2019. "Forecast Bitcoin Volatility with Least Squares Model Averaging," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
    133. Yuan, Chaoxia & Fang, Fang & Ni, Lyu, 2022. "Mallows model averaging with effective model size in fragmentary data prediction," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
    134. Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
    135. Mansi Sharma & Steven Stern, 2024. "Generalized Weibull Distributions," Department of Economics Working Papers 24-05, Stony Brook University, Department of Economics.
    136. Rongjie Jiang & Liming Wang & Yang Bai, 2021. "Optimal model averaging estimator for semi-functional partially linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 167-194, February.
    137. Zhongqi Liang & Qihua Wang, 2023. "A robust model averaging approach for partially linear models with responses missing at random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(4), pages 1933-1952, December.
    138. Chu-An Liu & Biing-Shen Kuo & Wen-Jen Tsay, 2017. "Autoregressive Spectral Averaging Estimator," IEAS Working Paper : academic research 17-A013, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    139. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
    140. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics.
    141. Olesen, O.B. & Ruggiero, J., 2018. "An improved Afriat–Diewert–Parkan nonparametric production function estimator," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1172-1188.
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    143. Shangwei Zhao & Jun Liao & Dalei Yu, 2020. "Model averaging estimator in ridge regression and its large sample properties," Statistical Papers, Springer, vol. 61(4), pages 1719-1739, August.
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    145. Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
    146. Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013. "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, vol. 176(1), pages 80-91.
    147. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
    148. Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.
    149. Gao, Yichen & Long, Wei & Wang, Zhengwei, 2015. "Estimating average treatment effect by model averaging," Economics Letters, Elsevier, vol. 135(C), pages 42-45.
    150. Barry L. Nelson & Alan T. K. Wan & Guohua Zou & Xinyu Zhang & Xi Jiang, 2021. "Reducing Simulation Input-Model Risk via Input Model Averaging," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 672-684, May.
    151. Yu, Dalei & Tang, Nian-Sheng & Shi, Yang, 2025. "Adaptively aggregated forecast for exponential family panel model," International Journal of Forecasting, Elsevier, vol. 41(2), pages 733-747.
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  22. Kwabena Gyimah‐Brempong & Jeffrey S. Racine & Anthony Gyapong, 2012. "Aid and economic growth: Sensitivity analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(1), pages 17-33, January.

    Cited by:

    1. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    2. Ertan Tosun & Dervis Kirikkaleli & Okan Veli Safakli, 2020. "An Isolated Island Economy Analysis on the Effectiveness of Foreign Aid: TRNC," SAGE Open, , vol. 10(2), pages 21582440209, June.
    3. Yunhee Choi & Uk Heo, 2024. "The economic effects of winning coalition size on the aid‐growth nexus," Social Science Quarterly, Southwestern Social Science Association, vol. 105(4), pages 1107-1122, July.
    4. Harb, Nermeen & Hall, Stephen G., 2019. "Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 192-204.
    5. Munyanyi, Musharavati Ephraim & Awaworyi Churchill, Sefa, 2022. "Foreign aid and energy poverty: Sub-national evidence from Senegal," Energy Economics, Elsevier, vol. 108(C).
    6. Fahmida Khatun & Syed Yusuf Saadat & Md. Kamruzzaman, 2019. "FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh," CPD Working Paper 125, Centre for Policy Dialogue (CPD).
    7. Robert Stojanov & Wadim Strielkowski, 2013. "The Role of Remittances as More Efficient Tool of Development Aid in Developing Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(4), pages 487-503.

  23. Li, Qi & Racine, Jeffrey S., 2010. "Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1607-1637, December.

    Cited by:

    1. Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
    2. Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
    3. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    4. Taining Wang & Jinjing Tian & Feng Yao, 2021. "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, vol. 61(2), pages 587-636, August.
    5. Zhang, Jingfang & Malikov, Emir & Miao, Ruiqing & Ghosh, Prasenjit N., 2024. "Geography of Climate Change Adaptation in U.S. Agriculture: Evidence from Spatially Varying Long-Differences Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343758, Agricultural and Applied Economics Association.
    6. Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023. "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1189-1199.
    7. Peng, Bin, 2016. "Inference on modelling cross-sectional dependence for a varying-coefficient model," Economics Letters, Elsevier, vol. 145(C), pages 1-5.
    8. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    9. Price, Sarah & Zhang, Xiaohui & Spencer, Anne, 2020. "Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?," Social Science & Medicine, Elsevier, vol. 258(C).
    10. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    11. Valérie Mignon & Blaise Gnimassoun & Carl Grekou, 2024. "The industrial cost of fixed exchange rate regimes," EconomiX Working Papers 2024-18, University of Paris Nanterre, EconomiX.
    12. Kai Sun & Ruhul Salim, 2020. "A semiparametric stochastic input distance frontier model with application to the Indonesian banking industry," Journal of Productivity Analysis, Springer, vol. 54(2), pages 139-156, December.
    13. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    14. Gioia M. Mariani & Eleonora Porreca & Concetta Rondinelli, 2025. "How do households adjust house price expectations in an era of high inflation? Experimental evidence," Questioni di Economia e Finanza (Occasional Papers) 940, Bank of Italy, Economic Research and International Relations Area.
    15. Andersson, Fredrik N.G., 2023. "Income inequality and carbon emissions in the United States 1929–2019," Ecological Economics, Elsevier, vol. 204(PA).
    16. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    17. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    18. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
    19. Subal C. Kumbhakar & Kai Sun & Rui Zhang, 2016. "Semiparametric Smooth Coefficient Estimation of a Production System," Pacific Economic Review, Wiley Blackwell, vol. 21(4), pages 464-482, October.
    20. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    21. Michael Delgado, 2013. "A smooth coefficient model of carbon emissions," Empirical Economics, Springer, vol. 45(3), pages 1049-1071, December.
    22. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    23. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    24. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
    25. Xuejun Ma & Yue Du & Jingli Wang, 2022. "Model detection and variable selection for mode varying coefficient model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 321-341, June.
    26. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
    27. Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2013. "Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model," IZA Discussion Papers 7277, Institute of Labor Economics (IZA).
    28. Sun, Kai & Kumbhakar, Subal C. & Tveterås, Ragnar, 2015. "Productivity and efficiency estimation: A semiparametric stochastic cost frontier approach," European Journal of Operational Research, Elsevier, vol. 245(1), pages 194-202.
    29. Tan, Xiujie & Wang, Banban & Wei, Jie & Taghizadeh-Hesary, Farhad, 2023. "The role of carbon pricing in achieving energy transition in the Post-COP26 era: Evidence from China's industrial energy conservation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    30. Sumon Bhaumik & Ralitza Dimova & Subal C. Kumbhakar & Kai Sun, 2012. "Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach," William Davidson Institute Working Papers Series wp1029, William Davidson Institute at the University of Michigan.
    31. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    32. Marlon R. Tracey & Solomon W. Polachek, 2020. "Heterogeneous Layoff Effects of the US Short‐Time Compensation Program," LABOUR, CEIS, vol. 34(4), pages 399-426, December.
    33. Lien, Gudbrand & Kumbhakar, Subal C. & Mishra, Ashok K. & Hardaker, J. Brian, 2022. "Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1392-1402.
    34. Aminata Zong‐naba & Aké G.‐M. N'gbo & Omer S. Combary, 2024. "Labor differentiation and cotton productivity in Burkina Faso," African Development Review, African Development Bank, vol. 36(2), pages 306-319, June.
    35. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    36. 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 2016-01, McMaster University.
    37. Kim P. Huynh & David T. Jacho-Chávez & James K. Self, 2015. "The Distributional Efficacy of Collaborative Learning on Student Outcomes," The American Economist, Sage Publications, vol. 60(2), pages 98-119, September.
    38. Qiu, Guo & Xu, Wangtu (Ato) & Li, Ling, 2018. "Key factors to annual investment in public transportation sector: The case of China," Transportation Research Part A: Policy and Practice, Elsevier, vol. 107(C), pages 1-19.
    39. Yan-Yong Zhao & Jin-Guan Lin & Hong-Xia Wang & Xing-Fang Huang, 2017. "Jump-detection-based estimation in time-varying coefficient models and empirical applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 574-599, September.
    40. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    41. Асатуров К.Г., 2015. "Динамические Модели Систематического Риска: Сравнение На Примере Индийского Фондового Рынка," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(4), pages 59-75, октябрь.
    42. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
    43. Kim, Young-Ju, 2013. "A partial spline approach for semiparametric estimation of varying-coefficient partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 181-187.
    44. Zhao, Yan-Yong & Lin, Jin-Guan, 2019. "Estimation and test of jump discontinuities in varying coefficient models with empirical applications," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 145-163.
    45. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.
    46. Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015. "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, vol. 48(2), pages 125-168, October.
    47. Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2014. "More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?," IZA Discussion Papers 7886, Institute of Labor Economics (IZA).
    48. Fan Zhang & Joshua Hall & Feng Yao, 2017. "Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data," Working Papers 17-27, Department of Economics, West Virginia University.
    49. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," Working Papers hal-04141338, HAL.
    50. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    51. Nadine McCloud & Michael S. Delgado & Man Jin, 2024. "Foreign capital inflows, exchange rates, and government stability," Empirical Economics, Springer, vol. 66(3), pages 945-977, March.
    52. Bram Gootjes & Jakob Haan & Richard Jong-A-Pin, 2021. "Do fiscal rules constrain political budget cycles?," Public Choice, Springer, vol. 188(1), pages 1-30, July.
    53. Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013. "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público 10943, Universidad EAFIT.
    54. Salisu, Afees A. & Isah, Kazeem & Vinh Vo, Xuan, 2025. "The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    55. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    56. Han, Xiaoyi & Peng, Bin & Yang, Yanrong & Zhu, Huanjun, 2021. "Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates," Economics Letters, Elsevier, vol. 202(C).

  24. Kwabena Gyimah-Brempong & Jeffrey Racine, 2010. "Aid and investment in LDCs: A robust approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(2), pages 319-349.

    Cited by:

    1. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    2. Workneh, Migbaru Alamirew & Francken, Nathalie, 2015. "A review of the impact of foreign aid on domestic saving," MPRA Paper 92174, University Library of Munich, Germany, revised 13 Feb 2019.
    3. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    4. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    5. Workneh, Migbaru Alamirew, 2018. "Poverty and unemployment in Spain during the 2008's financial crises," MPRA Paper 92145, University Library of Munich, Germany.
    6. Karimu, Amin & Brännlund, Runar, 2013. "Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 19-27.
    7. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    8. Douzounet Mallaye & Thierry Urbain Yogo, 2013. "Foreign Aid and Mobilization of Growth Factors in Sub-Saharan Africa," WIDER Working Paper Series wp-2013-103, World Institute for Development Economic Research (UNU-WIDER).
    9. Brännlund Runar & Karimu Amin & Söderholm Patrik, 2017. "Convergence in carbon dioxide emissions and the role of growth and institutions: a parametric and non-parametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(2), pages 359-390, April.
    10. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    11. Fahmida Khatun & Syed Yusuf Saadat & Md. Kamruzzaman, 2019. "FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh," CPD Working Paper 125, Centre for Policy Dialogue (CPD).

  25. Ouyang, Desheng & Li, Qi & Racine, Jeffrey S., 2009. "Nonparametric Estimation Of Regression Functions With Discrete Regressors," Econometric Theory, Cambridge University Press, vol. 25(1), pages 1-42, February.

    Cited by:

    1. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    2. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    3. Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2015. "Estimators in step regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 124-129.
    4. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    5. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    6. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    7. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    8. Alessandro Bonanno & Francesco Bimbo & Marco Costanigro & Alfons Oude Lansink & Rosaria Viscecchia, 2019. "Credence attributes and the quest for a higher price – a hedonic stochastic frontier approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 46(2), pages 163-192.
    9. Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
    10. Phillip Heiler, 2022. "Efficient Covariate Balancing for the Local Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1569-1582, October.
    11. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    12. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  26. Evan Meredith & Jeffrey S. Racine, 2009. "Towards reproducible econometric research: the Sweave framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 366-374, March.

    Cited by:

    1. Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018. "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers 18-933, Toulouse School of Economics (TSE).
    2. Valérie Orozco & Christophe Bontemps & Élise Maigné & Virginie Piguet & Annie Hofstetter & Anne Lacroix & Fabrice Levert & Jean‐marc Rousselle, 2020. "How to make a pie: Reproductible research for empirical economics and econometrics," Post-Print hal-03014999, HAL.
    3. Michael S. Delgado & Christopher F. Parmeter, 2013. "Embarrassingly Easy Embarrassingly Parallel Processing in R: Implementation and Reproducibility," Working Papers 2013-06, University of Miami, Department of Economics.
    4. Jeffrey S. Racine, 2024. "Quarto the Assassin," Department of Economics Working Papers 2024-11, McMaster University.

  27. 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, vol. 27(2), pages 206-223.

    Cited by:

    1. Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017. "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, vol. 154(C), pages 96-100.
    2. Tang, Shengfang & Huang, Zhilin, 2022. "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, vol. 216(C).
    3. Kyoo il Kim, 2019. "Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric," Econometrics, MDPI, vol. 7(2), pages 1-13, May.
    4. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    5. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    6. Pedro H. C. Sant'Anna & Xiaojun Song, 2016. "Specification Tests for the Propensity Score," Papers 1611.06217, arXiv.org, revised Feb 2019.
    7. Huber, Martin, 2012. "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series 1213, University of St. Gallen, School of Economics and Political Science, revised May 2013.
    8. Vera Chiodi & Gabriel Montes‐Rojas, 2022. "Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme," LABOUR, CEIS, vol. 36(2), pages 145-166, June.
    9. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    10. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
    11. Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012. "Treatment effect bounds: An application to Swan–Ganz catheterization," Journal of Econometrics, Elsevier, vol. 168(2), pages 223-243.
    12. Dehejia Rajeev, 2015. "Experimental and Non-Experimental Methods in Development Economics: A Porous Dialectic," Journal of Globalization and Development, De Gruyter, vol. 6(1), pages 47-69, June.
    13. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    14. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The Finite Sample Performance of Semi- and Nonparametric Estimators for Treatment Effects and Policy Evaluation," IZA Discussion Papers 8756, Institute of Labor Economics (IZA).
    15. Kim P. Huynh & David T. Jacho-Chávez & James K. Self, 2015. "The Distributional Efficacy of Collaborative Learning on Student Outcomes," The American Economist, Sage Publications, vol. 60(2), pages 98-119, September.
    16. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    17. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    18. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
    19. Giovanni Cerulli, 2013. "treatrew: A user-written Stata routine for estimating average treatment effects by reweighting on propensity score," United Kingdom Stata Users' Group Meetings 2013 02, Stata Users Group.
    20. Phillip Heiler, 2022. "Efficient Covariate Balancing for the Local Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1569-1582, October.

  28. Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
    See citations under working paper version above.
  29. 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, vol. 148(2), pages 186-200, February.

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    1. Kristiaan Kerstens & Jafar Sadeghi & Ignace Van de Woestyne, 2020. "Plant capacity notions in a non-parametric framework: a brief review and new graph or non-oriented plant capacities," Annals of Operations Research, Springer, vol. 288(2), pages 837-860, May.
    2. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    3. Silvia Saravia-Matus & T. S. Amjath-Babu & Sreejith Aravindakshan & Stefan Sieber & Jimmy A. Saravia & Sergio Gomez y Paloma, 2021. "Can Enhancing Efficiency Promote the Economic Viability of Smallholder Farmers? A Case of Sierra Leone," Sustainability, MDPI, vol. 13(8), pages 1-17, April.
    4. Halkos, George & Tzeremes, Nickolaos, 2012. "Measuring seaports’ productivity: A Malmquist productivity index decomposition approach," MPRA Paper 40174, University Library of Munich, Germany.
    5. Fujii, Hidemichi & Cao, Jing & Managi, Shunsuke, 2014. "Decomposition of productivity considering multi-environmental pollutants in Chinese industrial sector," MPRA Paper 57997, University Library of Munich, Germany.
    6. McCloud, Nadine & Delgado, Michael S. & Holmes, Chanit'a, 2018. "Does a stronger system of law and order constrain the effects of foreign direct investment on government size?," European Journal of Political Economy, Elsevier, vol. 55(C), pages 258-283.
    7. Qianying Jin & Kristiaan Kerstens & Ignace van de Woestyne, 2020. "Metafrontier productivity indices: Questioning the common convexification strategy," Post-Print hal-02496997, HAL.
    8. Jin, Qianying & Basso, Antonella & Funari, Stefania & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2024. "Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1134-1145.
    9. Camillo, Furio & D'Attoma, Ida, 2012. "%GI: A SAS Macro for Measuring and Testing Global Imbalance of Covariates within Subgroups," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(c01).
    10. Hiranya Nath & Kiril Tochkov, 2013. "Relative inflation dynamics in the new EU member countries of Central and Eastern Europe," Empirical Economics, Springer, vol. 45(1), pages 1-22, August.
    11. Cherchye, Laurens & De Rock, Bram & Kerstens, Pieter Jan, 2018. "Production with storable and durable inputs: Nonparametric analysis of intertemporal efficiency," European Journal of Operational Research, Elsevier, vol. 270(2), pages 498-513.
    12. Connie Bayudan‐Dacuycuy & Lawrence B. Dacuycuy, 2022. "Harnessing the potential of online marketplaces in the Philippines: Insights from the National Information and Communications Technology Household Survey," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 9(3), pages 288-316, September.
    13. Kristína Kočišová & Peter Šugerek, 2021. "Revenue efficiency: a distributional analysis in the European banking," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 14(1), pages 3-22.
    14. Kristiaan Kerstens & Paolo Mazza & Tiantian Ren & Ignace van de Woestyne, 2022. "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Post-Print hal-03833261, HAL.
    15. Martin Huber, 2010. "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010 2010-18, Department of Economics, University of St. Gallen.
    16. Malikov, Emir, 2015. "Dynamic Responses to Oil Price Shocks: Conditional vs Unconditional (A)symmetry," MPRA Paper 68453, University Library of Munich, Germany.
    17. Bonilla, Jorge & Coria, Jessica & Sterner, Thomas, 2012. "Synergies and Trade-offs between Climate and Local Air Pollution: Policies in Sweden," Working Papers in Economics 529, University of Gothenburg, Department of Economics.
    18. Kristiaan Kerstens & Jafar Sadeghi & Xiangyang Tao, 2025. "Nonradial plant capacity concepts: proposals and attainability," Annals of Operations Research, Springer, vol. 345(1), pages 169-205, February.
    19. Tiantian Ren & Kristiaan Kerstens & Saurav Kumar, 2024. "Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy," Post-Print hal-04750680, HAL.
    20. Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2010. "Devolution Dynamics of Spanish Local Government," Environment and Planning A, , vol. 42(6), pages 1476-1495, June.
    21. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    22. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    23. Kerstens, Kristiaan & Sadeghi, Jafar & Toloo, Mehdi & Van de Woestyne, Ignace, 2022. "Procedures for ranking technical and cost efficient units: With a focus on nonconvexity," European Journal of Operational Research, Elsevier, vol. 300(1), pages 269-281.
    24. Henderson, Daniel J. & Olbrecht, Alexandre & Polachek, Solomon, 2005. "Do Former College Athletes Earn More at Work? A Nonparametric Assessment," IZA Discussion Papers 1882, Institute of Labor Economics (IZA).
    25. S. Akin & Val Lambson & Grant McQueen & Brennan Platt & Barrett Slade & Justin Wood, 2013. "Rushing to Overpay: Modeling and Measuring the REIT Premium," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 506-537, October.
    26. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    27. ARAUJO ENCISO Sergio Rene & PIERALLI SIMONE & PEREZ DOMINGUEZ Ignacio, 2017. "Partial Stochastic Analysis with the Aglink-Cosimo Model: A Methodological Overview," JRC Research Reports JRC108837, Joint Research Centre.
    28. Das, Monica & Basu, Sudip R., 2023. "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 740-753.
    29. Ananda, Jayanath & Hampf, Benjamin, 2015. "Measuring environmentally sensitive productivity growth: An application to the urban water sector," Ecological Economics, Elsevier, vol. 116(C), pages 211-219.
    30. S. C. West & A. W. Mugera & R. S. Kingwell, 2022. "The choice of efficiency benchmarking metric in evaluating firm productivity and viability," Journal of Productivity Analysis, Springer, vol. 57(2), pages 193-211, April.
    31. De la Cruz, Marco & Mergoni, Anna, 2024. "Assessing the performance of Peruvian education system from a governance perspective," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
    32. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," Resource and Energy Economics, Elsevier, vol. 38(C), pages 19-37.
    33. Xiaoqing Chen & Kristiaan Kerstens, 2022. "Evaluating horizontal mergers in Swedish district courts using plant capacity concepts: with a focus on nonconvexity," Post-Print halshs-03924994, HAL.
    34. Ang, Frederic & Kerstens, Pieter Jan, 2020. "A superlative indicator for the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application," European Journal of Operational Research, Elsevier, vol. 285(3), pages 1161-1173.
    35. Kerstens, Kristiaan & O’Donnell, Christopher & Van de Woestyne, Ignace, 2019. "Metatechnology frontier and convexity: A restatement," European Journal of Operational Research, Elsevier, vol. 275(2), pages 780-792.
    36. Pieralli, Simone, 2012. "Sources of measured agricultural yield difference," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124771, Agricultural and Applied Economics Association.
    37. Sreejith Aravindakshan & Frederick Rossi & T. S. Amjath-Babu & Prakashan Chellattan Veettil & Timothy J. Krupnik, 2018. "Application of a bias-corrected meta-frontier approach and an endogenous switching regression to analyze the technical efficiency of conservation tillage for wheat in South Asia," Journal of Productivity Analysis, Springer, vol. 49(2), pages 153-171, June.
    38. Rong Zhu, 2014. "The impact of major-job mismatch on college graduates' early career earnings: evidence from China," Education Economics, Taylor & Francis Journals, vol. 22(5), pages 511-528, October.
    39. Marie-Hélène Felt, 2018. "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers 18-29, Bank of Canada.
    40. Cherchye, Laurens & Rock, Bram De & Saelens, Dieter & Verschelde, Marijn & Roets, Bart, 2024. "Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management," European Journal of Operational Research, Elsevier, vol. 313(2), pages 678-690.
    41. Bontemps, Christophe & Nauges, Celine & Requillart, Vincent & Simioni, Michel, 2011. "Technical Change vs Efficiency Change: How do Food Industries Evolve Over Time?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114262, European Association of Agricultural Economists.
    42. Yunfei Xia & Michael Grabchak, 2024. "Pricing multi-asset options with tempered stable distributions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-24, December.
    43. Chen, Xiaoqing & Kerstens, Kristiaan & Tsionas, Mike, 2024. "Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
    44. Emil Exenberger & Michaela Kav?áková, 2020. "Evaluation of financial health of companies through data envelopment analysis: Selection of variables for the DEA model in R," Proceedings of Economics and Finance Conferences 10913067, International Institute of Social and Economic Sciences.
    45. Wanke, Peter & Pestana Barros, Carlos & Chen, Zhongfei, 2015. "An analysis of Asian airlines efficiency with two-stage TOPSIS and MCMC generalized linear mixed models," International Journal of Production Economics, Elsevier, vol. 169(C), pages 110-126.
    46. Shivam Kushwaha & Anand Venkatesh & Shankar Prawesh, 2024. "A decentralized production approach to measure fuel performance of bus transportation systems," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 45(6), pages 4157-4172, September.
    47. Ilias Vlachos & Panagiotis D. Zervopoulos & Gang Cheng, 2024. "Supply chain performance evaluation using a network data envelopment analysis model with bias-corrected estimates," Annals of Operations Research, Springer, vol. 337(1), pages 343-395, June.
    48. Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
    49. López-Herrera, Carmen & Cordero, José M. & Pedraja-Chaparro, Francisco & Polo, Cristina, 2023. "Fiscal rules and their influence on public sector efficiency," MPRA Paper 119018, University Library of Munich, Germany.
    50. Chellattan Veettil, Prakashan & Krishna, Vijesh V. & Qaim, Matin, 2014. "Bt Cotton and Ecosystem Impacts of Pesticide Reductions," GlobalFood Discussion Papers 180977, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    51. Nguyen, Trang Thi Thuy & Pham, Binh Thai & Prior, Diego & van Hemmen, Stefan, 2022. "Performance of tax simplification around the world: A panel frontier analysis," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    52. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    53. Abhiman Das & Subal C. Kumbhakar, 2016. "Markup and efficiency of Indian banks: an input distance function approach," Empirical Economics, Springer, vol. 51(4), pages 1689-1719, December.
    54. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
    55. Fukuyama, Hirofumi & Matousek, Roman & Tzeremes, Nickolaos G., 2023. "Estimating the degree of firms’ input market power via data envelopment analysis: Evidence from the global biotechnology and pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 305(2), pages 946-960.
    56. Haleh Delnava & Kristiaan Kerstens & Timo Kuosmanen & Zhiyang Shen, 2024. "Semi-parametric Estimation of Convex and Nonconvex By-Production Technologies," Working Papers 2024-EQM-02, IESEG School of Management.
    57. Marcos Sanso-Navarro & Maria Vera-Cabello, 2015. "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers ersa15p949, European Regional Science Association.
    58. Kerstens, Kristiaan & Sadeghi, Jafar & Van de Woestyne, Ignace, 2019. "Convex and nonconvex input-oriented technical and economic capacity measures: An empirical comparison," European Journal of Operational Research, Elsevier, vol. 276(2), pages 699-709.
    59. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    60. Panagiotis Ravanos & Giannis Karagiannis, 2021. "A VEA Benefit-of-the-Doubt Model for the HDI," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(1), pages 27-46, May.
    61. Robert G. Chambers & Simone Pieralli, 2020. "The Sources of Measured US Agricultural Productivity Growth: Weather, Technological Change, and Adaptation," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1198-1226, August.
    62. Ananda, Jayanath & Gitto, Simone & Mancuso, Paolo, 2013. "Ownership, Productivity Change in the Australian Urban Water Sector: a Bootstrap Malmquist indices approach," MPRA Paper 50384, University Library of Munich, Germany.
    63. Nicky Rogge, 2019. "Regional productivity growth in the EU since 2000: something is better than nothing," Empirical Economics, Springer, vol. 56(2), pages 423-444, February.
    64. Frederic Ang & Pieter Jan Kerstens, 2018. "Superlative approximation of the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application," IFRO Working Paper 2018/10, University of Copenhagen, Department of Food and Resource Economics.
    65. Xiaoqing Chen & Kristiaan Kerstens & Qingyuan Zhu, 2021. "Exploring Horizontal Mergers in Swedish District Courts Using Convex and Nonconvex Technologies: Usefulness of a Conservative Approach," Working Papers 2021-EQM-05, IESEG School of Management.
    66. Kristiaan Kerstens & Majid Azadi & Reza Kazemi Matin & Reza Farzipoor Saen, 2024. "Double hedonic price-characteristics frontier estimation for IoT service providers in the industry 5.0 era: A nonconvex perspective accommodating ratios," Post-Print hal-04750670, HAL.
    67. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    68. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    69. Nadine McCloud & Michael S. Delgado & Man Jin, 2024. "Foreign capital inflows, exchange rates, and government stability," Empirical Economics, Springer, vol. 66(3), pages 945-977, March.
    70. Sloboba, Brian W. & Yao, Vincent W., 2005. "An Analysis of Gender Differences in Vehicles Miles Traveled (VMT) Using Nonparametric Methods," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208165, Transportation Research Forum.
    71. Jorge Bonilla & Jessica Coria & Thomas Sterner, 2018. "Technical Synergies and Trade-Offs Between Abatement of Global and Local Air Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(1), pages 191-221, May.
    72. Carlos Barros & Hidemichi Fujii & Shunsuke Managi, 2015. "How scale and ownership are related to financial performance? A productivity analysis of the Chinese banking sector," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 4(1), pages 1-14, December.
    73. Juan Piedra-Peña & Diego Prior, 2023. "Analyzing the effect of health reforms on the efficiency of Ecuadorian public hospitals," International Journal of Health Economics and Management, Springer, vol. 23(3), pages 361-392, September.
    74. Nadine McCloud & Michael S. Delgado, 2022. "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 467-491, May.
    75. Simone Gitto & Paolo Mancuso, 2015. "The contribution of physical and human capital accumulation to Italian regional growth: a nonparametric perspective," Journal of Productivity Analysis, Springer, vol. 43(1), pages 1-12, February.
    76. Oyenubi, Adeola & Mosomi, Jacqueline, 2024. "Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 576-590.
    77. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    78. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    79. George E. Halkos & Christina Bampatsou, 2019. "Economic growth and environmental degradation: a conditional nonparametric frontier analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(2), pages 325-347, April.
    80. Hanjun Lu & Alan P. Ker, 2025. "On Tail Structural Change in U.S. Climate Data," Environmetrics, John Wiley & Sons, Ltd., vol. 36(4), May.

  30. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.

    Cited by:

    1. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers 13-018/III, Tinbergen Institute.
    2. Rafael Salas & Juan Rodríguez, 2013. "Popular support for social evaluation functions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(4), pages 985-1014, April.
    3. Fang, Ying & Li, Qi & Wu, Ximing & Zhang, Daiqiang, 2015. "A data-driven smooth test of symmetry," Journal of Econometrics, Elsevier, vol. 188(2), pages 490-501.
    4. Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.
    5. Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
    6. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Zacharias Psaradakis & Marian Vavra, 2020. "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers WP 7/2020, Research Department, National Bank of Slovakia.
    8. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.

  31. 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, vol. 21(6), pages 697-711.

    Cited by:

    1. Battisti, Michele & Gatto, Massimo Del & Parmeter, Christopher F., 2022. "Skill-biased technical change and labor market inefficiency," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    2. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    3. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    4. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.
    5. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
    6. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    7. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    8. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

  32. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.

    Cited by:

    1. Tomasz Kopczewski, 2015. "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers 2015-38, Faculty of Economic Sciences, University of Warsaw.
    2. Kabeel, A.E. & El-Said, Emad M.S. & Dafea, S.A., 2015. "A review of magnetic field effects on flow and heat transfer in liquids: Present status and future potential for studies and applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 830-837.
    3. Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
    4. George E. Halkos & Kyriaki D. Tsilika, 2018. "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 299-311, June.

  33. 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, vol. 98(2), pages 357-362, May.

    Cited by:

    1. Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017. "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, vol. 154(C), pages 96-100.
    2. Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute of Labor Economics (IZA).
    3. 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 2013-14, McMaster University.
    4. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRANO Working Papers 2012s-06, CIRANO.
    5. Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid, 2015. "Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference," LIDAM Discussion Papers ISBA 2015016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward, 2012. "Treatment effect bounds: An application to Swan–Ganz catheterization," Journal of Econometrics, Elsevier, vol. 168(2), pages 223-243.
    7. Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2008. "Using Selection on Observed Variables to Assess Bias from Unobservables When Evaluating Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 345-350, May.
    8. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
    9. Arteaga, Irma & Humpage, Sarah & Reynolds, Arthur J. & Temple, Judy A., 2014. "One year of preschool or two: Is it important for adult outcomes?," Economics of Education Review, Elsevier, vol. 40(C), pages 221-237.

  34. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).

    Cited by:

    1. Roger H. Gordon & Wojciech Kopczuk, 2014. "The Choice of the Personal Income Tax Base," NBER Working Papers 20227, National Bureau of Economic Research, Inc.
    2. Kobus, Martyna & Kapera, Marek & Maasoumi, Esfandiar, 2024. "Gap in many dimensions: Application to gender," Labour Economics, Elsevier, vol. 89(C).
    3. Rafaella L. S. Nascimento & Roberta A. de A. Fagundes & Renata M. C. R. Souza, 2022. "Statistical Learning for Predicting School Dropout in Elementary Education: A Comparative Study," Annals of Data Science, Springer, vol. 9(4), pages 801-828, August.
    4. Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid, 2013. "Semiparametric Estimation of Risk-return Relationships," LIDAM Discussion Papers ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. David H. Bernstein & Christopher F. Parmeter, 2017. "Returns to Scale in Electricity Generation: Revisited and Replicated," Working Papers 2017-08, University of Miami, Department of Economics.
    6. El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik, 2012. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," LIDAM Discussion Papers ISBA 2012001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Ye, Yuxiang & Koch, Steven F., 2021. "Measuring energy poverty in South Africa based on household required energy consumption," Energy Economics, Elsevier, vol. 103(C).
    8. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    9. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    10. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    11. Georgios Digkas & Konstantinos Petridis & Alexander Chatzigeorgiou & Emmanouil Stiakakis & Ali Emrouznejad, 2020. "Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 843-864, December.
    12. Hengfang Wang & Jae Kwang Kim, 2023. "Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(6), pages 911-929, December.
    13. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    14. Bontemps, Christophe & Nauges, Céline & Réquillart, Vincent & Simioni, Michel, 2012. "Food Safety Regulation and Firm Productivity:Evidence from the French Food Industry," TSE Working Papers 12-275, Toulouse School of Economics (TSE).
    15. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
    16. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    17. Chu-Ping C. Vijverberg & Wim P. M. Vijverberg, 2016. "Pregibit: a family of binary choice models," Empirical Economics, Springer, vol. 50(3), pages 901-932, May.
    18. Henderson, Daniel J. & Sperlich, Stefan, 2022. "A Complete Framework for Model-Free Difference-in-Differences Estimation," IZA Discussion Papers 15799, Institute of Labor Economics (IZA).
    19. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    20. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
    21. Kuk, Anthony Y.C., 2017. "Function compositional adjustments of conditional quantile curves," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 281-293.
    22. Myśliwski, Mateusz & Rostom, May, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
    23. Laurens Cherchye & Bram De Rock & Dieter Saelens & Marijn Verschelde & Bart Roets, 2022. "Performance Analysis with Unobserved Inputs: An Application to Endogenous Automation in Railway Traffic Management," Working Papers ECARES 2022-06, ULB -- Universite Libre de Bruxelles.
    24. Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
    25. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    26. Halkos, George & Tzeremes, Nickolaos, 2012. "Measuring seaports’ productivity: A Malmquist productivity index decomposition approach," MPRA Paper 40174, University Library of Munich, Germany.
    27. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    28. Bodory, Hugo & Huber, Martin, 2018. "The causalweight package for causal inference in R," FSES Working Papers 493, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    29. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    30. Fadoua Balabdaoui & Cécile Durot & Hanna Jankowski, 2023. "Behaviour of the Monotone Single Index Model Under Repeated Measurements," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 324-350, February.
    31. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    32. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    33. Henderson Daniel J. & Parmeter Christopher F., 2016. "Teaching Nonparametric Econometrics to Undergraduates," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 179-193, January.
    34. Frölich, Markus & Huber, Martin, 2017. "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers 11138, Institute of Labor Economics (IZA).
    35. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    36. M. Verschelde & M. D’Haese & G. Rayp & E. Vandamme, 2011. "Challenging small-scale farming, a non-parametric analysis of the (inverse) relationship between farm productivity and farm size in Burundi," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/745, Ghent University, Faculty of Economics and Business Administration.
    37. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    38. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers 13-018/III, Tinbergen Institute.
    39. Tad Dallas & Andrew W Park & John M Drake, 2017. "Predicting cryptic links in host-parasite networks," PLOS Computational Biology, Public Library of Science, vol. 13(5), pages 1-15, May.
    40. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    41. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Rajveer Jat & Bharat Ramaswami, 2024. "The Agricultural Productivity Gap: Informality Matters," Working Papers 130, Ashoka University, Department of Economics.
    43. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    44. Steven F. Koch, 2021. "Equivalence Scales with Endogeneity and Base Independence," Working Papers 202185, University of Pretoria, Department of Economics.
    45. Fabian Gouret, 2019. "Empirical foundation of valence using Aldrich-McKelvey scaling," THEMA Working Papers 2019-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    46. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.
    47. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
    48. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    49. Abdelaati Daouia & Irene Gijbels & Gilles Stupfler, 2021. "Extremile regression," Post-Print hal-03181017, HAL.
    50. 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 2013-14, McMaster University.
    51. Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, where and how to perform efficiency estimation," MPRA Paper 33467, University Library of Munich, Germany.
    52. Raphaël Chiappini, 2013. "Persistence vs. mobility in industrial and technological specialisations: Evidence from 11 Euro area countries," Working Papers hal-00854101, HAL.
    53. Michael Zschille, 2014. "Nonparametric measures of returns to scale: an application to German water supply," Empirical Economics, Springer, vol. 47(3), pages 1029-1053, November.
    54. Marijn Verschelde & Michel Dumont & Glenn Rayp & Bruno Merlevede, 2015. "Semiparametric stochastic metafrontier efficiency of European manufacturing firms," Post-Print hal-01563023, HAL.
    55. Price, Sarah & Zhang, Xiaohui & Spencer, Anne, 2020. "Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?," Social Science & Medicine, Elsevier, vol. 258(C).
    56. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    57. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
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    2. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    3. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Charles Bellemare & Alexander Sebald & Martin Strobel, 2011. "Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 437-453, April.
    5. Adenbaum, Jacob & Copeland, Adam & Stevens, John, 2019. "Do long-haul truckers undervalue future fuel savings?," Energy Economics, Elsevier, vol. 81(C), pages 1148-1166.
    6. Rik Chakraborti & Gavin Roberts, 2023. "How price-gouging regulation undermined COVID-19 mitigation: county-level evidence of unintended consequences," Public Choice, Springer, vol. 196(1), pages 51-83, July.
    7. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    8. Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
    9. Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
    10. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    11. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    12. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
    13. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers 2012-06, Christian-Albrechts-University of Kiel, Department of Economics.
    14. Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Leopold, 2015. "Efficiency and economies of scale and specialization in European universities: a directional distance approach," LIDAM Reprints ISBA 2015017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Dustin Chambers & Alan Krause, 2010. "Is the relationship between inequality and growth affected by physical and human capital accumulation?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(2), pages 153-172, June.
    16. Nadolnyak, Denis A. & Novak, James L. & Vedenov, Dmitry V. & Paz, Joel O. & Fraisse, Clyde W. & Hoogenboom, Gerrit, 2007. "Non-Parametric Analysis of ENSO Impacts on Yield Distributions: Implications for GRP Contract Design," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34858, Southern Agricultural Economics Association.
    17. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    18. Saniter, Nils, 2012. "Estimating Heterogeneous Returns to Education in Germany via Conditional Second Moments," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62050, Verein für Socialpolitik / German Economic Association.
    19. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    20. Halkos, George & Tzeremes, Nickolaos, 2011. "Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs," MPRA Paper 31278, University Library of Munich, Germany.
    21. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    22. George Halkos & Nickolaos Tzeremes, 2012. "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(1), pages 7-16, March.
    23. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil, 2020. "Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value," European Journal of Operational Research, Elsevier, vol. 283(2), pages 748-766.
    24. Jie He & Patrick Richard, 2009. "Environmental Kuznets Curve for CO2 in Canada," Cahiers de recherche 09-13, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    25. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    26. Michael Lechner & Gabriel Okasa, 2025. "Random Forest estimation of the ordered choice model," Empirical Economics, Springer, vol. 68(1), pages 1-106, January.
    27. Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    28. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    29. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," Resource and Energy Economics, Elsevier, vol. 38(C), pages 19-37.
    30. Helmi Jedidi & Georges Dionne, 2024. "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, vol. 12(12), pages 1-40, November.
    31. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    32. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    33. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    34. Witold Orzeszko, 2018. "Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji," Bank i Kredyt, Narodowy Bank Polski, vol. 49(3), pages 253-288.
    35. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from UK regions," European Journal of Operational Research, Elsevier, vol. 227(1), pages 182-189.
    36. Mengistu Assefa Wendimu & Arne Henningsen & Tomasz Gerard Czekaj, 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," IFRO Working Paper 2015/02, University of Copenhagen, Department of Food and Resource Economics.
    37. McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
    38. Malugin, Vladimir & Vasilkov, Mikhail, 2011. "Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 78-92.
    39. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    40. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    41. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
    42. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    43. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    44. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    45. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    46. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
    47. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
    48. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    49. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    50. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    51. Halkos, George E. & Tzeremes, Nickolaos G., 2012. "Analyzing the Greek renewable energy sector: A Data Envelopment Analysis approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 2884-2893.
    52. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    53. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    54. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    55. Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City St George's, University of London.
    56. Olsen, Jakob Vesterlund & Czekaj, Tomasz Gerard & Henningsen, Arne & Schou, Jesper Sølver, 2017. "The Effect Of Land Fragmentation On Farm Performance: A Comprehensive Farm-Level Study From Denmark," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260900, European Association of Agricultural Economists.
    57. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    58. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    59. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.

  36. Racine, Jeffrey S., 2008. "Nonparametric Econometrics: A Primer," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(1), pages 1-88, March.

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    90. Nieswand, Maria & Seifert, Stefan, 2018. "Environmental factors in frontier estimation – A Monte Carlo analysis," European Journal of Operational Research, Elsevier, vol. 265(1), pages 133-148.
    91. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    92. Norets, Andriy & Pelenis, Justinas, 2022. "Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity," Journal of Econometrics, Elsevier, vol. 230(1), pages 62-82.
    93. Fritz Schiltz & Kristof Witte & Deni Mazrekaj, 2020. "Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis," Annals of Operations Research, Springer, vol. 288(2), pages 529-546, May.
    94. Hu, Yanan & Yang, Yaqi & Wang, Chunyu & Tian, Maozai, 2017. "Imputation in nonparametric quantile regression with complex data," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 120-130.
    95. Agasisti, Tommaso & Egorov, Aleksei & Serebrennikov, Pavel, 2023. "Universities’ efficiency and the socioeconomic characteristics of their environment — Evidence from an empirical analysis," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
    96. George E. Halkos & Shunsuke Managi, 2017. "Measuring the Effect of Economic Growth on Countries’ Environmental Efficiency: A Conditional Directional Distance Function Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 753-775, November.
    97. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.

  38. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
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  39. Racine, Jeffrey S. & Maasoumi, Esfandiar, 2007. "A versatile and robust metric entropy test of time-reversibility, and other hypotheses," Journal of Econometrics, Elsevier, vol. 138(2), pages 547-567, June.

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    1. Wang, Jianqiu & Wu, Ke & Yang, Sijie & Zhou, Dexin, 2024. "Asymmetry and the Cross-section of Option Returns," Journal of Financial Markets, Elsevier, vol. 71(C).
    2. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    3. Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025. "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, vol. 97(C).
    4. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Can the electricity market be characterised by asymmetric behaviour?," Energy Policy, Elsevier, vol. 37(11), pages 4364-4372, November.
    5. Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
    6. 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, vol. 148(2), pages 186-200, February.
    7. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    8. Tommaso Proietti, 2020. "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper 492, Tor Vergata University, CEIS, revised 17 Jun 2020.
    9. Shibin Zhang, 2023. "A copula spectral test for pairwise time reversibility," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(5), pages 705-729, October.
    10. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
    11. Liu, 2014. "Do futures prices exhibit maturity effect? A nonparametric revisit," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 813-825, March.
    12. Beare, Brendan K. & Seo, Juwon, 2014. "Time Irreversible Copula-Based Markov Models," Econometric Theory, Cambridge University Press, vol. 30(5), pages 923-960, October.
    13. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    14. Zacharias Psaradakis, 2008. "Assessing Time‐Reversibility Under Minimal Assumptions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 881-905, September.
    15. Jorge Belaire-Franch & Amado Peiró, 2015. "Asymmetry in the relationship between unemployment and the business cycle," Empirical Economics, Springer, vol. 48(2), pages 683-697, March.
    16. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    17. Bacci, Silvia & Bartolucci, Francesco, 2014. "Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 262-272.
    18. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    19. Harimaya, Kozo & Ozaki, Yasufumi, 2021. "Effects of diversification on bank efficiency: Evidence from Shinkin banks in Japan," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 700-717.

  40. 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, vol. 89(4), pages 784-789, November.

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    1. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    2. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    3. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    4. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    5. Antonio Musolesi & Jean Pierre Huiban & Camilla Mastromarco & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers 2016025, University of Ferrara, Department of Economics.
    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. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    8. Henderson, Daniel & Simar, Leopold & Wang, Le, 2013. "Schooling inputs, property tax caps and effciency scores in public schools," LIDAM Discussion Papers ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Henderson, Daniel J., 2008. "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper 8768, University Library of Munich, Germany.
    10. M. Verschelde & M. D’Haese & G. Rayp & E. Vandamme, 2011. "Challenging small-scale farming, a non-parametric analysis of the (inverse) relationship between farm productivity and farm size in Burundi," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/745, Ghent University, Faculty of Economics and Business Administration.
    11. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    12. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    13. Miller, Steve, 2020. "Causal forest estimation of heterogeneous and time-varying environmental policy effects," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    14. Zhang, Jingfang & Malikov, Emir & Miao, Ruiqing & Ghosh, Prasenjit N., 2024. "Geography of Climate Change Adaptation in U.S. Agriculture: Evidence from Spatially Varying Long-Differences Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343758, Agricultural and Applied Economics Association.
    15. Ruben Dewitte & Michel Dumont & Bruno Merlevede & Glenn Rayp & Marijn Verschelde, 2020. "Firm-Heterogeneous Biased Technological Change: A nonparametric approach under endogeneity," Post-Print hal-03001787, HAL.
    16. Paul Koster & Hans Koster, 2013. "Analysing Heterogeneity in the Value of Travel Time and Reliability: A Semiparametric Estimation Approach," ERSA conference papers ersa13p1032, European Regional Science Association.
    17. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    18. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    19. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    20. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    21. Víctor Giménez & Diego Prior & Claudio Thieme & Emili Tortosa-Ausina, 2021. "International comparisons of the COVID-19 pandemic management: What can be learned from activity analysis techniques?," Working Papers 2021/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    22. Li, Zheng & Rejesus, Roderick M. & Zheng, Xiaoyong, 2018. "Nonparametric Estimation and Inference of Production Risk with Categorical Variables," 2018 Annual Meeting, August 5-7, Washington, D.C. 274400, Agricultural and Applied Economics Association.
    23. Zonglin He & Jean D. Opsomer, 2015. "Local polynomial regression with an ordinal covariate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 516-531, December.
    24. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    25. Daniel J. Henderson & Andrew Houtenville & Le Wang, 2017. "The Distribution of Returns to Education for People with Disabilities," Journal of Labor Research, Springer, vol. 38(3), pages 261-282, September.
    26. Paul Johnson & Chris Papageorgiou, 2020. "What Remains of Cross-Country Convergence?," Journal of Economic Literature, American Economic Association, vol. 58(1), pages 129-175, March.
    27. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2020. "Kernel smoothed probability mass functions for ordered datatypes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(3), pages 563-586, July.
    28. Pian Chen & Aaron Smith, 2013. "The nonlinear multidimensional relationship between stock returns and the macroeconomy," Applied Economics, Taylor & Francis Journals, vol. 45(35), pages 4985-4999, December.
    29. A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023. "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1759-1790.
    30. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    31. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
    32. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    33. 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, vol. 148(2), pages 186-200, February.
    34. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    35. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    36. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    37. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    38. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    39. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    40. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    41. Leonie Selk & Jan Gertheiss, 2023. "Nonparametric regression and classification with functional, categorical, and mixed covariates," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 519-543, June.
    42. Han Lin Shang, 2014. "Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 599-615, September.
    43. Das, Monica & Basu, Sudip R., 2023. "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 740-753.
    44. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    45. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    46. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
    47. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    48. Nicolas Gavoille & Marijn Verschelde, 2017. "Electoral competition and political selection: An analysis of the activity of French deputies, 1958–2012," Post-Print hal-01745350, HAL.
    49. Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    50. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    51. Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
    52. Wang, Shaoping & Li, Ang & Wen, Kuangyu & Wu, Ximing, 2020. "Robust kernels for kernel density estimation," Economics Letters, Elsevier, vol. 191(C).
    53. 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, vol. 18(5), pages 533-549.
    54. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    55. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    56. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
    57. Marlon R. Tracey & Solomon W. Polachek, 2020. "Heterogeneous Layoff Effects of the US Short‐Time Compensation Program," LABOUR, CEIS, vol. 34(4), pages 399-426, December.
    58. Bing Xu & Lili Li & Yan Liang & Mohib Ur Rahman, 2019. "Measuring Risk Allocation of Tax Burden for Small and Micro Enterprises," Sustainability, MDPI, vol. 11(3), pages 1-20, January.
    59. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
    60. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
    61. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    62. Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
    63. Emir Malikov & Jingfang Zhang & Shunan Zhao & Subal C. Kumbhakar, 2023. "Accounting for Cross-Location Technological Heterogeneity in the Measurement of Operations Efficiency and Productivity," Papers 2302.13430, arXiv.org.
    64. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    65. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    66. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    67. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    68. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    69. Paul Koster & Hans Koster, 2013. "Commuters' Preferences for Fast and Reliable Travel," Tinbergen Institute Discussion Papers 13-075/VIII, Tinbergen Institute, revised 30 Apr 2015.
    70. Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang, 2015. "Gradient-based smoothing parameter selection for nonparametric regression estimation," Journal of Econometrics, Elsevier, vol. 184(2), pages 233-241.
    71. Marcos Sanso-Navarro & Maria Vera-Cabello, 2015. "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers ersa15p949, European Regional Science Association.
    72. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
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    74. Huang, Ming-Yueh & Chan, Kwun Chuen Gary, 2018. "Joint sufficient dimension reduction for estimating continuous treatment effect functions," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 48-62.
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    76. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    77. Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018. "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, vol. 170(C), pages 24-26.
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  41. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
    See citations under working paper version above.
  42. Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
    See citations under working paper version above.
  43. 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, vol. 31(01), pages 1-13, April.

    Cited by:

    1. Yong Liu & A. Ford Ramsey, 2023. "Incorporating historical weather information in crop insurance rating," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(2), pages 546-575, March.
    2. Zongyuan Shang & Alan Ker, 2021. "Two generalized nonparametric methods for estimating like densities," Computational Statistics, Springer, vol. 36(1), pages 113-126, March.
    3. Yong Liu & Alan P. Ker, 2021. "Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to rating crop insurance policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 231-257, March.
    4. Liu, Y. & Ker, A., 2018. "Is There Too Much History in Historical Yield Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277293, International Association of Agricultural Economists.
    5. Ker, Alan. P & Tolhurst, Tor & Liu, Yong, 2015. "Rating Area-yield Crop Insurance Contracts Using Bayesian Model Averaging and Mixture Models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205211, Agricultural and Applied Economics Association.
    6. Park, Eunchun & Harri, Ardian & Coble, Keith H., 2022. "Estimating Crop Yield Densities for Counties with Missing Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(3), September.
    7. Wilson, William W. & Gustafson, Cole R. & Dahl, Bruce L., 2006. "Production Risk And Crop Insurance In Malting Barley: A Stochastic Dominance Analysis," Agribusiness & Applied Economics Report 23561, North Dakota State University, Department of Agribusiness and Applied Economics.
    8. Kuangyu Wen, 2023. "A semiparametric spatio‐temporal model of crop yield trend and its implication to insurance rating," Agricultural Economics, International Association of Agricultural Economists, vol. 54(5), pages 662-673, September.

  44. Jeff Racine, 2006. "gnuplot 4.0: a portable interactive plotting utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 133-141.

    Cited by:

    1. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
    2. A. Talha Yalta & Riccardo Lucchetti, 2010. "The GNU/Linux Platform and Freedom Respecting Software for Economists," Working Papers 1005, TOBB University of Economics and Technology, Department of Economics.
    3. A. Talha Yalta & A. Yasemin Yalta, 2007. "GRETL 1.6.0 and its numerical accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 849-854.
    4. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
    5. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.

  45. Jeffery Racine & Jeffrey Hart & Qi Li, 2006. "Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 523-544.

    Cited by:

    1. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    2. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    3. Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 51, Peruvian Economic Association.
    4. Hans R. A. Koster & Piet Rietveld & Jos Van Ommeren, 2013. "Historic Amenities, Income and Sorting of Households," SERC Discussion Papers 0124, Centre for Economic Performance, LSE.
    5. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    6. José Manuel Cordero & Daniel Santín & Rosa Simancas, 2017. "Assessing European primary school performance through a conditional nonparametric model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 364-376, April.
    7. Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    9. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    10. Gaigné, Carl & Koster, Hans R.A. & Moizeau, Fabien & Thisse, Jacques-François, 2022. "Who lives where in the city? Amenities, commuting and income sorting," Journal of Urban Economics, Elsevier, vol. 128(C).
    11. Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," GLO Discussion Paper Series 38, Global Labor Organization (GLO).
    12. Thijs Dekker & Paul Koster & Roy Brouwer, 2013. "Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics," Tinbergen Institute Discussion Papers 13-074/VIII, Tinbergen Institute.
    13. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    14. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    15. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
    16. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    17. Lenka Štastná & Jana Votapkova, 2014. "Efficiency of Hospitals in the Czech Republic: Conditional Efficiency Approach," Working Papers IES 2014/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2014.
    18. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    19. Cui, Xia & Lu, Ying & Peng, Heng, 2017. "Estimation of partially linear regression models under the partial consistency property," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 103-121.
    20. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    21. Leonie Selk & Jan Gertheiss, 2023. "Nonparametric regression and classification with functional, categorical, and mixed covariates," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 519-543, June.
    22. Carl Gaigne & Hans R.A. Koster & Fabien Moizeau & Jacques-Francois Thisse, 2017. "Amenities and the Social Structure of Cities," HSE Working papers WP BRP 162/EC/2017, National Research University Higher School of Economics.
    23. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    24. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    25. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    26. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    27. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    28. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    29. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    30. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    31. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    32. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    33. Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
    34. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    35. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    36. 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, vol. 18(5), pages 533-549.
    37. Rong Zhu, 2014. "The impact of major-job mismatch on college graduates' early career earnings: evidence from China," Education Economics, Taylor & Francis Journals, vol. 22(5), pages 511-528, October.
    38. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    39. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from UK regions," European Journal of Operational Research, Elsevier, vol. 227(1), pages 182-189.
    40. Mengistu Assefa Wendimu & Arne Henningsen & Tomasz Gerard Czekaj, 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," IFRO Working Paper 2015/02, University of Copenhagen, Department of Food and Resource Economics.
    41. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    42. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    43. Zouhair Ait Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers 2016-3, University of Paris Nanterre, EconomiX.
    44. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    45. Julián Ramajo & Miguel A. Márquez & Geoffrey J. D. Hewings, 2024. "Addressing spatial dependence when estimating technical efficiency: A spatialized data envelopment analysis of regional productive performance in the European Union," Growth and Change, Wiley Blackwell, vol. 55(1), March.
    46. Myrto Kasioumi & Thanasis Stengos, 2020. "The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach," JRFM, MDPI, vol. 13(11), pages 1-26, November.
    47. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    48. Heidenreich, Anja & Grovermann, Christian & Kadzere, Irene & Egyir, Irene S. & Muriuki, Anne & Bandanaa, Joseph & Clottey, Joseph & Ndungu, John & Blockeel, Johan & Muller, Adrian & Stolze, Matthias &, 2022. "Sustainable intensification pathways in Sub-Saharan Africa: Assessing eco-efficiency of smallholder perennial cash crop production," Agricultural Systems, Elsevier, vol. 195(C).
    49. Koster, Hans R.A. & Pasidis, Ilias & van Ommeren, Jos, 2019. "Shopping externalities and retail concentration: Evidence from dutch shopping streets," Journal of Urban Economics, Elsevier, vol. 114(C).
    50. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    51. De Witte, K. & Rogge, N., 2010. "To publish or not to publish? On the aggregation and drivers of research performance," Working Papers 33, Top Institute for Evidence Based Education Research.
    52. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    53. Zouhair Aït Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," Working Papers hal-04141608, HAL.
    54. Evelyn Wamboye & Esubalew Alehegn Tiruneh (ed.), 2017. "Foreign Capital Flows and Economic Development in Africa," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-53496-5, August.
    55. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    56. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    57. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    58. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    59. Meng-Shiuh Chang & Chih-Chun Kung, 2018. "The greenhouse gas impact of bioenergy in developing economies: Evidence from Taiwan," Energy & Environment, , vol. 29(3), pages 315-332, May.
    60. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    61. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    62. Georgios Georgiadis & Ioannis Politis & Panagiotis Papaioannou, 2020. "How Does Operational Environment Influence Public Transport Effectiveness? Evidence from European Urban Bus Operators," Sustainability, MDPI, vol. 12(12), pages 1-19, June.
    63. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    64. Issa J. Dahabreh & Sarah E. Robertson & Lucia C. Petito & Miguel A. Hernán & Jon A. Steingrimsson, 2023. "Efficient and robust methods for causally interpretable meta‐analysis: Transporting inferences from multiple randomized trials to a target population," Biometrics, The International Biometric Society, vol. 79(2), pages 1057-1072, June.
    65. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    66. Marta Degl'Innocenti & Roman Matousek & Nickolaos G Tzeremes, 2018. "Financial centres' competitiveness and economic convergence: Evidence from the European Union regions," Environment and Planning A, , vol. 50(1), pages 133-156, February.
    67. Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
    68. Meng-Shiuh CHANG & Wen WANG & Chih-Chun KUNG, 2015. "Economic effects of the biochar application on rice supply in Taiwan," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(6), pages 284-295.
    69. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1601, Policy Center for the New South.
    70. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    71. Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, vol. 43(2), pages 199-214, April.
    72. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    73. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    74. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    75. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    76. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    77. Martin Huber & Kevin Kloiber & Lukas Laffers, 2024. "Testing identification in mediation and dynamic treatment models," Papers 2406.13826, arXiv.org.
    78. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    79. Hans R. A. Koster & Jos Ommeren & Piet Rietveld, 2014. "Agglomeration Economies and Productivity: A Structural Estimation Approach Using Commercial Rents," Economica, London School of Economics and Political Science, vol. 81(321), pages 63-85, January.
    80. Bontemps, Christophe & Couture, Stéphane, 2015. "The effects of extreme climatic events on dairy farmers' risk preferences : A nonparametric approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205701, Agricultural and Applied Economics Association.
    81. Henningsen, Geraldine & Henningsen, Arne & Henning, Christian H.C.A., 2011. "Measuring the Influence of Information Networks on Transaction Costs Using a Non-parametric Regression Technique," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114547, European Association of Agricultural Economists.
    82. Liu, Kai & Zhu, Wenjue & Luo, Mingzhong, 2022. "Land integration and titling policy in China: Institutional barriers and countermeasures," Land Use Policy, Elsevier, vol. 112(C).
    83. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    84. Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar, 2014. "Assessing the level of happiness across countries: A robust frontier approach," MPRA Paper 57784, University Library of Munich, Germany.
    85. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    86. Kristof Witte & Lenka Hudrlikova, 2013. "What about excellence in teaching? A benevolent ranking of universities," Scientometrics, Springer;Akadémiai Kiadó, vol. 96(1), pages 337-364, July.

  46. 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, vol. 39(4), pages 1221-1243, November.
    See citations under working paper version above.
  47. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.

    Cited by:

    1. Deniz Baglan & Hakan Yilmazkuday, 2016. "Financial Health and the Intensive Margin of Trade," Working Papers 1607, Florida International University, Department of Economics.
    2. Murphy, David M.A., 2023. "Sobriety, social capital, and village network structures," World Development, Elsevier, vol. 166(C).
    3. Kwabena Gyimah-Brempong, 2006. "Neighborhood income, alcohol availability, and crime rates," The Review of Black Political Economy, Springer;National Economic Association, vol. 33(3), pages 21-44, March.

  48. 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, vol. 99, pages 1015-1026, December.

    Cited by:

    1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    2. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    3. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    4. Fosgerau, Mogens & Fukuda, Daisuke, 2010. "Valuing travel time variability: Characteristics of the travel time distribution on an urban road," MPRA Paper 24330, University Library of Munich, Germany.
    5. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2018. "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," LIDAM Discussion Papers ISBA 2018007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    7. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    8. Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
    9. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2014. "Explaining inefficiency in nonparametric production models: the state of the art," LIDAM Reprints ISBA 2014005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    10. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    11. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    12. Seok-Oh Jeong & Byeong Park & Léopold Simar, 2010. "Nonparametric conditional efficiency measures: asymptotic properties," Annals of Operations Research, Springer, vol. 173(1), pages 105-122, January.
    13. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    14. Aït-Sahalia, Yacine & Fan, Jianqing & Peng, Heng, 2009. "Nonparametric Transition-Based Tests for Jump Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1102-1116.
    15. Antonio Musolesi & Jean Pierre Huiban & Camilla Mastromarco & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers 2016025, University of Ferrara, Department of Economics.
    16. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    17. Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Journal of International Money and Finance, Elsevier, vol. 137(C).
    18. Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
    19. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    20. Stephen C. Smith & Sungil Kwak, 2011. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Working Papers 2011-01, The George Washington University, Institute for International Economic Policy.
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    22. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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    154. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    155. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    156. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    157. Ellen B. Goldring & Melissa A. Clark & Mollie Rubin & Laura K. Rogers & Jason A. Grissom & Brian Gill & Tim Kautz & Moira McCullough & Michael Neel & Alyson Burnett, "undated". "Changing the Principal Supervisor Role to Better Support Principals: Evidence from the Principal Supervisor Initiative," Mathematica Policy Research Reports 29303291d5a945e1a772aa529, Mathematica Policy Research.
    158. Torossian, Léonard & Picheny, Victor & Faivre, Robert & Garivier, Aurélien, 2020. "A review on quantile regression for stochastic computer experiments," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    159. Matousek, Roman & Tzeremes, Nickolaos G., 2016. "CEO compensation and bank efficiency: An application of conditional nonparametric frontiers," European Journal of Operational Research, Elsevier, vol. 251(1), pages 264-273.
    160. Dudel, Christian, 2014. "A Nonparametric Partially Identified Estimator for Equivalence Scales," Ruhr Economic Papers 526, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    161. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    162. Min, Insik & Fang, Cheng & Li, Qi, 2004. "Investigation of patterns in food-away-from-home expenditure for China," China Economic Review, Elsevier, vol. 15(4), pages 457-476.
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    165. Simar, Leopold & Wilson, Paul, 2015. "Statistical Approaches for Nonparametric Frontier Models: A Guided Tour," LIDAM Reprints ISBA 2015022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    166. Jose M. Cordero & Francisco Pedraja-Chaparro & Elsa C. Pisaflores & Cristina Polo, 2017. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," Journal of Productivity Analysis, Springer, vol. 48(1), pages 1-24, August.
    167. George Halkos & Aksel Sundström & Nickolaos Tzeremes, 2015. "Regional environmental performance and governance quality: a nonparametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 17(4), pages 621-644, October.
    168. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    169. Halkos, George & Tzeremes, Nickolaos, 2013. "Renewable energy consumption and economic efficiency: Evidence from European countries," MPRA Paper 44136, University Library of Munich, Germany.
    170. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    171. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    172. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
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    37. Markus Frolich & Blaise Melly, 2010. "Estimation of quantile treatment effects with Stata," Stata Journal, StataCorp LLC, vol. 10(3), pages 423-457, September.
    38. M. Verschelde & M. D’Haese & G. Rayp & E. Vandamme, 2011. "Challenging small-scale farming, a non-parametric analysis of the (inverse) relationship between farm productivity and farm size in Burundi," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/745, Ghent University, Faculty of Economics and Business Administration.
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    229. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023. "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 25-47, February.
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    237. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
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    303. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    304. Valentina Hartarska & Christopher F. Parmeter & Denis Nadolnyak & Beibei Zhu, 2010. "Economies Of Scope For Microfinance: Differences Across Output Measures," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 464-481, October.
    305. Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024. "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, vol. 61(C).
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  50. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.

    Cited by:

    1. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    2. Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
    3. Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
    4. Qi Gao & Jingping Gu & Paula Hernandez-Verme, 2012. "A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 189-210, May.
    5. Song, Wenfei & Han, Xianfeng & Liu, Qiange, 2024. "Patterns of environmental regulation and green innovation in China," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 176-192.
    6. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    7. Alonzo, Bastien & Tankov, Peter & Drobinski, Philippe & Plougonven, Riwal, 2020. "Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height," International Journal of Forecasting, Elsevier, vol. 36(2), pages 515-530.

  51. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.

    Cited by:

    1. Ian Smith, 2012. "Reinterpreting the economics of extramarital affairs," Review of Economics of the Household, Springer, vol. 10(3), pages 319-343, September.
    2. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    3. Adamopoulou, Effrosyni, 2013. "New facts on infidelity," Economics Letters, Elsevier, vol. 121(3), pages 458-462.
    4. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.
    5. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  52. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.

    Cited by:

    1. Maasoumi, Esfandiar & Eren, Ozkan, 2006. "The Information Basis of Matching with Propensity Score," Departmental Working Papers 0606, Southern Methodist University, Department of Economics.
    2. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    3. Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
    4. Esfandiar Maasoumi & M. Melinda Pitts & Ke Wu, 2014. "The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering," FRB Atlanta Working Paper 2014-22, Federal Reserve Bank of Atlanta.
    5. Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
    6. Pera, Jacek, 2017. "Linear and Non-linear Relationships Between Shares of the Agrifood Industries of the Warsaw Stock Exchange. Risk Aspect," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 17(32, Part ), December.
    7. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    8. Adeola Oyenubi & Martin Wittenberg, 2021. "Does the choice of balance-measure matter under genetic matching?," Empirical Economics, Springer, vol. 61(1), pages 489-502, July.
    9. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers 13-018/III, Tinbergen Institute.
    10. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    11. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
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    42. Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
    43. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    44. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.
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    3. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
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    9. Harounan Kazianga, 2004. "Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys," Working Papers 892, Economic Growth Center, Yale University.
    10. 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 2013-14, McMaster University.
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    12. Li, Zheng & Rejesus, Roderick M. & Zheng, Xiaoyong, 2018. "Nonparametric Estimation and Inference of Production Risk with Categorical Variables," 2018 Annual Meeting, August 5-7, Washington, D.C. 274400, Agricultural and Applied Economics Association.
    13. Sun, Y., 2003. "A Consistent Nonparametric Equality Test of Conditional Quantile Functions," Working Papers 2003-10, University of Guelph, Department of Economics and Finance.
    14. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    15. Byunghoon Kim & Young-Seon Jeong & Myong K. Jeong, 2021. "New multivariate kernel density estimator for uncertain data classification," Annals of Operations Research, Springer, vol. 303(1), pages 413-431, August.
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    23. Valentin Zelenyuk & Leopold Simar, 2011. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions," CEPA Working Papers Series WP102011, School of Economics, University of Queensland, Australia.
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    35. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
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    38. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
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    42. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    43. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
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    50. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
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    68. Emmanuel Hagenimana & Song Lixin & Patrick Kandege, 2018. "Study of nonparametric estimation details of instant system availability average," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(2), pages 467-481, April.
    69. Kirschstein, T. & Liebscher, S. & Porzio, G.C. & Ragozini, G., 2016. "Minimum volume peeling: A robust nonparametric estimator of the multivariate mode," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 456-468.
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    72. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    73. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
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    76. Anil Kumar, 2006. "Nonparametric conditional density estimation of labour force participation," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 835-841.
    77. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    78. Vilarinho, Hermilio & D’Inverno, Giovanna & Nóvoa, Henriqueta & Camanho, Ana S., 2023. "Performance analytics for regulation in retail water utilities: Guiding asset management by identifying peers and targets," Utilities Policy, Elsevier, vol. 82(C).
    79. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
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    81. Laura Borrajo & Ricardo Cao, 2021. "Nonparametric estimation for big-but-biased data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 861-883, December.
    82. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.

  54. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.

    Cited by:

    1. Witold Orzeszko, 2010. "Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 97-106.
    2. Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020. "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
    3. Gruber, Lutz F. & West, Mike, 2017. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models," Econometrics and Statistics, Elsevier, vol. 3(C), pages 3-22.
    4. Esfandiar Maasoumi & M. Melinda Pitts & Ke Wu, 2014. "The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering," FRB Atlanta Working Paper 2014-22, Federal Reserve Bank of Atlanta.
    5. Dong Hee Suh, 2018. "An Entropy Approach to Regional Differences in Carbon Dioxide Emissions: Implications for Ethanol Usage," Sustainability, MDPI, vol. 10(1), pages 1-11, January.
    6. D’Amico, Guglielmo & Gismondi, Fulvio & Petroni, Filippo & Prattico, Flavio, 2019. "Stock market daily volatility and information measures of predictability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 22-29.
    7. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    8. Salois, Matthew & Moss, Charles, 2010. "An Information Approach to the Dynamics in Farm Income: Implications for Farmland Markets," MPRA Paper 26850, University Library of Munich, Germany.
    9. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
    10. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
    11. Daniel Chiew & Judy Qiu & Sirimon Treepongkaruna & Jiping Yang & Chenxiao Shi, 2019. "The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-22, April.
    12. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers 13-018/III, Tinbergen Institute.
    13. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
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    18. Muhammad Hafeez & Chunhui Yuan & Issam Khelfaoui & Almalki Sultan Musaad O & Muhammad Waqas Akbar & Liu Jie, 2019. "Evaluating the Energy Consumption Inequalities in the One Belt and One Road Region: Implications for the Environment," Energies, MDPI, vol. 12(7), pages 1-15, April.
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    31. Darrol J. Stanley & Levan Efremidze & Jannie Rossouw, 2017. "Entropy Risk Factor Model of Exchange Rate Prediction," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(3), pages 51-56, July.
    32. Mastroeni, Loretta & Mazzoccoli, Alessandro & Vellucci, Pierluigi, 2024. "Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
    33. Claudiu Vințe & Marcel Ausloos, 2023. "Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy," JRFM, MDPI, vol. 16(2), pages 1-24, February.
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    35. Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
    36. Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015. "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 95-115.
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    38. Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    39. Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
    40. Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar, 2020. "A perspective on correlation-based financial networks and entropy measures," Papers 2004.09448, arXiv.org.
    41. Claudiu Vinte & Marcel Ausloos & Titus Felix Furtuna, 2022. "A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model," Papers 2205.01370, arXiv.org.
    42. Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
    43. Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    44. David G. McMillan, 2005. "Non‐linear dynamics in international stock market returns," Review of Financial Economics, John Wiley & Sons, vol. 14(1), pages 81-91.
    45. Alexis Rodriguez Carranza & Jos'e Luis Ponte Bejarano & Juan Carlos Ponte Bejarano & Segundo Eloy Soto Abanto, 2023. "Shannon entropy to quantify complexity in the financial market," Papers 2307.08666, arXiv.org.
    46. Marie-Hélène Felt, 2018. "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers 18-29, Bank of Canada.
    47. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
    48. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
    49. Polemis, Michael L. & Tzeremes, Nickolaos G., 2019. "Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1104-1118.
    50. Sheng Wang & Sher Ali Khan & Mubbasher Munir & Reda Alhajj & Yousaf Ali Khan, 2022. "Entropy-based financial asset pricing: Evidence from Pakistan," PLOS ONE, Public Library of Science, vol. 17(12), pages 1-14, December.
    51. Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, vol. 4(2), pages 1-21, March.
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    53. Gu, Rongbao, 2017. "Multiscale Shannon entropy and its application in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 215-224.
    54. Ku, Seungmo & Lee, Changju & Chang, Woojin & Wook Song, Jae, 2020. "Fractal structure in the S&P500: A correlation-based threshold network approach," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    55. Omid M. Ardakani, 2022. "Option pricing with maximum entropy densities: The inclusion of higher‐order moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1821-1836, October.
    56. David McMillan & Alan Speight, 2006. "Non-linear long horizon returns predictability: evidence from six south-east Asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(2), pages 95-111, June.
    57. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010. "Is wine a financial parachute?," Departmental Working Papers 2010-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    58. Casarin, Roberto & Costola, Michele, 2019. "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, vol. 176(C), pages 55-59.
    59. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
    60. Syed Jawad Hussain Shahzad & Dene Hurley & Román Ferrer, 2021. "U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3569-3587, July.
    61. Busu, Cristian & Busu, Mihail, 2019. "Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    62. David E. Allen & Michael McAleer, 2019. "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE 2019-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    63. Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva, 2004. "Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors," Econometrics 0411018, University Library of Munich, Germany.
    64. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    65. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021. "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, vol. 122(C).
    66. Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155, arXiv.org.
    67. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Espinosa-Paredes, Gilberto, 2012. "Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5643-5647.
    68. Galina Deeva, 2017. "Comparing Entropy and Beta as Measures of Risk in Asset Pricing," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(6), pages 1889-1894.
    69. Nikolay Gospodinov & Esfandiar Maasoumi, 2017. "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper 2017-10, Federal Reserve Bank of Atlanta.
    70. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    71. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
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    73. Ardakani, Omid M., 2023. "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, vol. 57(C).
    74. Fujin Yi & Mengfei Zhou & Yu Yvette Zhang, 2020. "Value of Incorporating ENSO Forecast in Crop Insurance Programs," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 439-457, March.
    75. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2021. "Nonlinearities and Chaos: A New Analysis of CEE Stock Markets," Mathematics, MDPI, vol. 9(7), pages 1-13, March.
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    77. Claudiu Vinte & Ion Smeureanu & Titus-Felix Furtuna & Marcel Ausloos, 2022. "An Intrinsic Entropy Model for Exchange-Traded Securities," Papers 2205.01386, arXiv.org.
    78. Miller, Douglas J. & Liu, Wei-han, 2002. "On the recovery of joint distributions from limited information," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 259-274, March.
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  55. Racine, Jeff, 2002. "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 293-302, August.

    Cited by:

    1. Michael Creel, 2008. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
    2. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    3. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 107-128, October.
    4. Song, Wenfei & Han, Xianfeng & Liu, Qiange, 2024. "Patterns of environmental regulation and green innovation in China," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 176-192.
    5. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    6. McNicholas, P.D. & Murphy, T.B. & McDaid, A.F. & Frost, D., 2010. "Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 711-723, March.
    7. Michael Creel, 2016. "A Note on Julia and MPI, with Code Examples," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 535-546, October.
    8. Nakano, Junji, 2004. "Parallel computing techniques," Papers 2004,27, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

  56. Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189.
    See citations under working paper version above.
  57. Racine, Jeffrey, 2001. "On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 380-382, July.

    Cited by:

    1. Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
    2. B.D. McCullough & Kerry Anne McGeary & Teresa D. Harrison, 2008. "Do economics journal archives promote replicable research?," Canadian Journal of Economics, Canadian Economics Association, vol. 41(4), pages 1406-1420, November.
    3. Zhang, Li & Wang, Lu & Nguyen, Thong Trung & Ren, Ruiyi, 2024. "Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model," Finance Research Letters, Elsevier, vol. 70(C).
    4. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    5. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.
    6. Dahmene, Meriam & Boughrara, Adel & Slim, Skander, 2021. "Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 676-699.
    7. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    8. Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
    9. Leandro Maciel, 2012. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 337-367.
    10. Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers 2009.03394, arXiv.org, revised Jul 2021.
    11. Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002. "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão 461, Department of Economics PUC-Rio (Brazil).
    12. Seyed Mehrzad Asaad Sajadi & Pouya Khodaee & Ehsan Hajizadeh & Sabri Farhadi & Sohaib Dastgoshade & Bo Du, 2022. "Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect," Energies, MDPI, vol. 15(21), pages 1-23, October.
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    18. Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
    19. Liu, Li & Pan, Zhiyuan, 2020. "Forecasting stock market volatility: The role of technical variables," Economic Modelling, Elsevier, vol. 84(C), pages 55-65.

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    1. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Giovanni Baiocchi, 2003. "Managing econometric projects using Perl," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 371-378.
    3. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.

  59. Racine, Jeff, 2000. "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, vol. 99(1), pages 39-61, November.

    Cited by:

    1. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    2. Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019. "Cross-validation based forecasting method: a machine learning approach," Textos para discussão 498, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    3. Mariana Oliveira & Luís Torgo & Vítor Santos Costa, 2021. "Evaluation Procedures for Forecasting with Spatiotemporal Data," Mathematics, MDPI, vol. 9(6), pages 1-27, March.
    4. Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
    5. Benjamin Poignard & Manabu Asaiz, 2020. "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business 20-02, Osaka University, Graduate School of Economics.
    6. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
    7. Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
    8. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    9. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    10. Rama K. Malladi, 2024. "Benchmark Analysis of Machine Learning Methods to Forecast the U.S. Annual Inflation Rate During a High-Decile Inflation Period," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 335-375, July.
    11. Xiaolu Wei & Hongbing Ouyang, 2023. "Forecasting Carbon Price Using Double Shrinkage Methods," IJERPH, MDPI, vol. 20(2), pages 1-20, January.
    12. Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
    13. Benjamin Poignard & Manabu Asai, 2021. "Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix," Discussion Papers in Economics and Business 21-03, Osaka University, Graduate School of Economics.
    14. Johann Pfitzinger, 2021. "An Interpretable Neural Network for Parameter Inference," Papers 2106.05536, arXiv.org.
    15. Pierre Masselot & Fateh Chebana & Taha B. M. J. Ouarda & Diane Bélanger & Pierre Gosselin, 2022. "Data-Enhancement Strategies in Weather-Related Health Studies," IJERPH, MDPI, vol. 19(2), pages 1-13, January.
    16. Roland Langrock & Théo Michelot & Alexander Sohn & Thomas Kneib, 2015. "Semiparametric stochastic volatility modelling using penalized splines," Computational Statistics, Springer, vol. 30(2), pages 517-537, June.
    17. Benjamin Poignard & Manabu Asai, 2022. "High-Dimensional Sparse Multivariate Stochastic Volatility Models," Papers 2201.08584, arXiv.org, revised May 2022.
    18. Kulaksizoglu, Tamer, 2015. "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper 62653, University Library of Munich, Germany.
    19. Cui, Can & Wu, Teresa & Hu, Mengqi & Weir, Jeffery D. & Li, Xiwang, 2016. "Short-term building energy model recommendation system: A meta-learning approach," Applied Energy, Elsevier, vol. 172(C), pages 251-263.
    20. Momin M. Malik, 2020. "A Hierarchy of Limitations in Machine Learning," Papers 2002.05193, arXiv.org, revised Feb 2020.
    21. Kutateladze, Varlam, 2022. "The kernel trick for nonlinear factor modeling," International Journal of Forecasting, Elsevier, vol. 38(1), pages 165-177.
    22. Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015. "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 135-159.
    23. Brownlees, Christian T. & Gallo, Giampiero M., 2011. "Shrinkage estimation of semiparametric multiplicative error models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 365-378.
    24. Wang, Hui & Bi, Dongmei & He, Zhisen & Yi, Weiming & Liu, Shanjian & Yao, Jingang & Zhang, Guanshuai, 2025. "Machine learning-based stacked ensemble model for predicting and regulating oxygen-containing compounds in nitrogen-rich pyrolysis bio-oil," Renewable Energy, Elsevier, vol. 241(C).
    25. Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015. "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers 10/15, Monash University, Department of Econometrics and Business Statistics.
    26. Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
    27. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 3230, Banco de la Republica.
    28. Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2019. "Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination," Papers 1901.01751, arXiv.org, revised Mar 2019.
    29. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    30. Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.
    31. Benjamin Poignard, 2020. "Asymptotic theory of the adaptive Sparse Group Lasso," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 297-328, February.
    32. Filip Stanek, 2021. "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers wp712, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    33. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2023. "On the Disagreement of Forecasting Model Selection Criteria," Forecasting, MDPI, vol. 5(2), pages 1-12, June.
    34. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    35. Patrick Carmack & Jeffrey Spence & William Schucany, 2012. "Generalised correlated cross-validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 269-282.
    36. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.
    37. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
    38. Caporin, Massimiliano & Poli, Francesco, 2022. "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    39. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
    40. Muniain, Peru & Ziel, Florian, 2020. "Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1193-1210.
    41. Varlam Kutateladze, 2021. "The Kernel Trick for Nonlinear Factor Modeling," Papers 2103.01266, arXiv.org.
    42. Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo, 2018. "A note on the validity of cross-validation for evaluating autoregressive time series prediction," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 70-83.
    43. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "Fused LASSO as Non-Crossing Quantile Regression," Papers 2403.14036, arXiv.org, revised Apr 2025.
    44. Liu, Yang & Swanson, Norman R., 2024. "An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1391-1409.
    45. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers 08011, Concordia University, Department of Economics, revised Dec 2008.
    46. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006. "Time series forecasting by principal covariate regression," Econometric Institute Research Papers EI 2006-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    47. Deng, Ai, 2023. "Time series cross validation: A theoretical result and finite sample performance," Economics Letters, Elsevier, vol. 233(C).
    48. Nadja Bodner & Laura Bringmann & Francis Tuerlinckx & Peter Jonge & Eva Ceulemans, 2022. "ConNEcT: A Novel Network Approach for Investigating the Co-occurrence of Binary Psychopathological Symptoms Over Time," Psychometrika, Springer;The Psychometric Society, vol. 87(1), pages 107-132, March.
    49. Buckmann, Marcus & Joseph, Andreas, 2022. "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers 984, Bank of England.
    50. Audrino, Francesco & Sigrist, Fabio & Ballinari, Daniele, 2020. "The impact of sentiment and attention measures on stock market volatility," International Journal of Forecasting, Elsevier, vol. 36(2), pages 334-357.
    51. Schratz, Patrick & Muenchow, Jannes & Iturritxa, Eugenia & Richter, Jakob & Brenning, Alexander, 2019. "Hyperparameter tuning and performance assessment of statistical and machine-learning algorithms using spatial data," Ecological Modelling, Elsevier, vol. 406(C), pages 109-120.

  60. Racine, Jeff, 1997. "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 169-179, March-Apr.

    Cited by:

    1. Chen, Jiazi & Niu, Linlin, 2023. "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends," Finance Research Letters, Elsevier, vol. 53(C).
    2. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    3. Cheolbeom Park & Sookyung Park, 2022. "Tracking a central banker's preference: A nonparametric regression approach," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 291-307, January.
    4. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 3230, Banco de la Republica.
    5. Jihee Ann & Cheolbeom Park, 2020. "Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data," Discussion Paper Series 2005, Institute of Economic Research, Korea University.
    6. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
    7. Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022. "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers 2022-06-25, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    8. Kevin Boyle & Christopher Parmeter & Brent Boehlert & Robert Paterson, 2013. "Due Diligence in Meta-analyses to Support Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 55(3), pages 357-386, July.
    9. Cheolbeom Park & Suyeon Park, 2018. "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers 2018-8, Economic Research Institute, Bank of Korea.
    10. Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.
    11. Zongwu Cai & Jiazi Chen & Linlin Niu, 2021. "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers 2021-01-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    12. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
    13. Zongwu Cai & Jiazi Chen & Linlin Liu, 2021. "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202102, University of Kansas, Department of Economics, revised Jan 2021.
    14. Xiao, Qiang & Cao, Honghong & He, Yongda & Oxley, Les, 2025. "State-dependent pricing of monetary policy nonlinearities and inflation at risk for China," Research in International Business and Finance, Elsevier, vol. 75(C).
    15. Park, Cheolbeom & Park, Suyeon, 2020. "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, vol. 36(C).
    16. Racine, Jeff, 2000. "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, vol. 99(1), pages 39-61, November.
    17. Cheolbeom Park & Sookyung Park, 2020. "Reading a central banker's preference: A non parametric regression approach," Discussion Paper Series 2007, Institute of Economic Research, Korea University.
    18. Chen, Jiazi & Hong, Zhiwu & Niu, Linlin, 2025. "Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution," International Journal of Forecasting, Elsevier, vol. 41(1), pages 153-174.
    19. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.

  61. Racine, Jeff, 1997. "Consistent Significance Testing for Nonparametric Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 369-378, July.

    Cited by:

    1. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
    2. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    3. Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold, 2022. "Investigating the unobserved heterogeneity effect on microfinance social efficiency," LIDAM Discussion Papers ISBA 2022010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    5. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    6. José Manuel Cordero & Daniel Santín & Rosa Simancas, 2017. "Assessing European primary school performance through a conditional nonparametric model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 364-376, April.
    7. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
    8. François-Seck Fall & Hubert Tchakoute Tchuigoua & Anne Vanhems & Léopold Simar, 2021. "Gender effect on microfinance social efficiency: A robust nonparametric approach," Post-Print hal-03200582, HAL.
    9. Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    11. Michael Zschille, 2014. "Nonparametric measures of returns to scale: an application to German water supply," Empirical Economics, Springer, vol. 47(3), pages 1029-1053, November.
    12. Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
    13. Nickolaos G. Tzeremes, 2019. "Technological change, technological catch-up and export orientation: evidence from Latin American Countries," Journal of Productivity Analysis, Springer, vol. 52(1), pages 85-100, December.
    14. Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Leopold, 2015. "Efficiency and economies of scale and specialization in European universities: a directional distance approach," LIDAM Reprints ISBA 2015017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Belke, Ansgar & Domnick, Clemens & Gros, Daniel, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," GLO Discussion Paper Series 38, Global Labor Organization (GLO).
    16. Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu, 2018. "A test of general asymmetric dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1026-1043, November.
    17. A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023. "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1759-1790.
    18. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    19. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    20. Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2021. "Average Derivative Estimation Under Measurement Error," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1004-1033, October.
    21. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    22. Lenka Štastná & Jana Votapkova, 2014. "Efficiency of Hospitals in the Czech Republic: Conditional Efficiency Approach," Working Papers IES 2014/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2014.
    23. Hu, Zihan & Li, Teng, 2016. "Too hot to hold: the effects of high temperatures during pregnancy on endowment and adult welfare outcomes," MPRA Paper 69644, University Library of Munich, Germany.
    24. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    25. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    26. Martin Huber & Eva-Maria Oe{ss}, 2024. "A joint test of unconfoundedness and common trends," Papers 2404.16961, arXiv.org, revised Jun 2024.
    27. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    28. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    29. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    30. Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold, 2024. "A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability," LIDAM Discussion Papers ISBA 2024020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    31. De la Cruz, Marco & Mergoni, Anna, 2024. "Assessing the performance of Peruvian education system from a governance perspective," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
    32. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    33. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    34. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    35. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    36. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    37. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    38. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    39. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," Resource and Energy Economics, Elsevier, vol. 38(C), pages 19-37.
    40. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
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    72. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
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    75. Cordero, José Manuel & Gil, María & Pedraja Chaparro, Francisco, 2016. "Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data," MPRA Paper 75474, University Library of Munich, Germany.
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    78. Arthur S. Kuchenbecker & Hudson S. Torrent & Flavio A. Ziegelmann, 2025. "Measuring and explaining efficiency of pre-vaccine country responses to COVID-19 pandemic: a conditional robust nonparametric approach," Empirical Economics, Springer, vol. 68(1), pages 107-137, January.
    79. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    80. Georgios Georgiadis & Ioannis Politis & Panagiotis Papaioannou, 2020. "How Does Operational Environment Influence Public Transport Effectiveness? Evidence from European Urban Bus Operators," Sustainability, MDPI, vol. 12(12), pages 1-19, June.
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    83. Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
    84. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1601, Policy Center for the New South.
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    See citations under working paper version above.

Chapters

  1. Bruce E. Hansen & Jeffrey S. Racine, 2024. "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 81-98, Emerald Group Publishing Limited.
    See citations under working paper version above.
  2. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.

    Cited by:

    1. Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha, 2022. "Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 737-771, August.
    2. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).

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

    Cited by:

    1. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2014. "Capital Cities, Conflict, and Misgovernance: Theory and Evidence," Working Papers hal-03460226, HAL.
    3. Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    4. Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2020. "On the Time Trend of COVID-19: A Panel Data Study," Papers 2006.11060, arXiv.org, revised Jun 2020.
    5. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    6. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
    7. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
    8. Filipe R. Campante & Quoc-Anh Do & Bernardo V. Guimaraes, 2013. "Isolated Capital Cities and Misgovernance: Theory and Evidence," NBER Working Papers 19028, National Bureau of Economic Research, Inc.
    9. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
    10. Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
    11. Walter Sosa-Escudero & Sergio Petralia, 2011. "Anatomy of Distributive Changes in Argentina," Chapters, in: Werner Baer & David Fleischer (ed.), The Economies of Argentina and Brazil, chapter 10, Edward Elgar Publishing.
    12. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    13. Luis Alvarez & Cristine Pinto & Vladimir Ponczek, 2022. "Homophily in preferences or meetings? Identifying and estimating an iterative network formation model," Papers 2201.06694, arXiv.org, revised Mar 2025.
    14. W. D. Walls, 2009. "Robust Analysis of Movie Earnings," Journal of Media Economics, Taylor & Francis Journals, vol. 22(1), pages 20-35.
    15. Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers 2007-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
    16. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    17. Eduardo Fé & Bruce Hollingsworth, 2016. "Short- and long-run estimates of the local effects of retirement on health," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1051-1067, October.
    18. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    19. Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Oct 2024.
    20. Matthias Krapf & Heinrich W. Ursprung & Christian Zimmermann, 2014. "Parenthood and Productivity of Highly Skilled Labor: Evidence from the Groves of Academe," Working Paper Series of the Department of Economics, University of Konstanz 2014-04, Department of Economics, University of Konstanz.
    21. Jianqing Fan & Weining Wang & Yue Zhao, 2024. "Conditional nonparametric variable screening by neural factor regression," CeMMAP working papers 17/24, Institute for Fiscal Studies.
    22. Do, Quoc-Anh & Nguyen, Kieu-Trang & Tran, Anh N., 2016. "One mandarin benefits the whole clan: hometown favoritism in an authoritarian regime," LSE Research Online Documents on Economics 66422, London School of Economics and Political Science, LSE Library.
    23. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    24. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2015. "Capital Cities, Conflict, and Misgovernance," Working Papers hal-03393227, HAL.
    25. Camelia Minoiu & Sanjay Reddy, 2014. "Kernel density estimation on grouped data: the case of poverty assessment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 12(2), pages 163-189, June.
    26. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers 46/14, Institute for Fiscal Studies.
    27. Elia Lapenta & Pascal Lavergne, 2024. "Encompassing Tests for Nonparametric Regressions," Post-Print hal-04942518, HAL.
    28. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    29. Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson, 2021. "Performance of Empirical Risk Minimization for Linear Regression with Dependent Data," Papers 2104.12127, arXiv.org, revised May 2023.
    30. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    31. Hideo Akabayashi & Ryuichi Tanaka, 2024. "The Rate of Return to Early Childhood Education in Japan: Estimates from the Nationwide Expansion," Keio-IES Discussion Paper Series 2024-011, Institute for Economics Studies, Keio University.
    32. Cornelius Christian & Lukas Hensel & Christopher Roth, 2019. "Income Shocks and Suicides: Causal Evidence From Indonesia," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 905-920, December.
    33. Hugo Bodory & Martin Huber & Michael Lechner, 2022. "The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates," Papers 2212.07379, arXiv.org.
    34. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    35. Karim M. Abadir & Michel Lubrano, 2010. "Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation," Working Paper series 16_10, Rimini Centre for Economic Analysis.
    36. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    37. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    38. Monika Merz, 2014. "Aggregation and Labor Supply Elasticities," 2014 Meeting Papers 51, Society for Economic Dynamics.
    39. Moriah Bostian & Rolf Färe & Shawna Grosskopf & Tommy Lundgren & William L. Weber, 2018. "Time substitution for environmental performance: The case of Swedish manufacturing," Empirical Economics, Springer, vol. 54(1), pages 129-152, February.
    40. Darolles, Serge & Florens, Jean-Pierre & Simon, Guillaume, 2010. "Nonparametric Analysis of Hedge Funds Lifetimes," TSE Working Papers 10-174, Toulouse School of Economics (TSE).
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    42. Egger, Peter & , & Nigai, Sergey, 2020. "Empirical Productivity Distributions and International Trade," CEPR Discussion Papers 15160, C.E.P.R. Discussion Papers.
    43. Philippe Van Kerm, 2012. "Kernel-smoothed cumulative distribution function estimation with akdensity," Stata Journal, StataCorp LLC, vol. 12(3), pages 543-548, September.
    44. Senay SOKULLU & Sami STOULI, 2017. "Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models," Annals of Economics and Statistics, GENES, issue 128, pages 67-108.
    45. Christine Amsler & Yi Yi Chen & Peter Schmidt & Hung Jen Wang, 2021. "A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers," Empirical Economics, Springer, vol. 60(1), pages 353-363, January.
    46. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    47. Boldron, François & Fève, Frédérique & Florens, Jean-Pierre & Panet-Amaro, C. & Valognes, C., 2010. "Econometric Models and the Evolution of Post-Offices Network," IDEI Working Papers 626, Institut d'Économie Industrielle (IDEI), Toulouse.
    48. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
    49. Shawna Grosskopf & Kathy Hayes & Lori Taylor & William L Weber, 2017. "Would weighted-student funding enhance intra-district equity in Texas? A simulation using DEA," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 377-389, April.
    50. Michael L. Polemis, 2020. "A note on the estimation of competition-productivity nexus: a panel quantile approach," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
    51. Peter H. Egger & Katharina Erhardt, 2024. "Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium," Quantitative Economics, Econometric Society, vol. 15(2), pages 453-487, May.
    52. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    53. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    54. Gude, Alberto & Álvarez, Inmaculada C. & Orea, Luis, 2017. "Heterogeneous spillovers among Spanish provinces: A generalized spatial stochastic frontier model," Efficiency Series Papers 2017/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    55. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
    56. Tanninen Hannu & Tuomala Matti & Tuominen Elina, 2019. "Income inequality, redistributive preferences and the extent of redistribution : An empirical application of optimal tax approach," Working Papers 1824, Tampere University, Faculty of Management and Business, Economics.
    57. Egger, Peter Hannes & Egger, Peter, 2016. "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change 145675, Verein für Socialpolitik / German Economic Association.
    58. Merz, Monika & Kneip, Alois & Storjohann, Lidia, 2013. "Aggregation and Labor Supply Elasticities," CEPR Discussion Papers 9718, C.E.P.R. Discussion Papers.
    59. Blank, Sven & Egger, Peter H., 2021. "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, vol. 201(C).
    60. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    61. Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2024. "Nonparametric Local Projections," Working Papers 2414, Federal Reserve Bank of Dallas.
    62. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    63. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    64. Wei, Jie & Zhang, Yonghui, 2020. "A time-varying diffusion index forecasting model," Economics Letters, Elsevier, vol. 193(C).
    65. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
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