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Some Recent Develop- ments on Nonparametric Econometrics

Listed author(s):
  • Zongwu Cai
  • Qi Li

In this paper we survey some recent developments of nonparametric econometrics in the following areas: (i) Nonparametric estimation of regression models with mixed discrete and continuous data; (ii) Nonparametric models with nonstationary data; (iii) Nonparametric models with instrumental variables; (iv) Nonparametric estimation of conditional quantile functions. In each of the above areas we also point out some open research problems.

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Paper provided by Wang Yanan Institute for Studies in Economics (WISE), Xiamen University in its series WISE Working Papers with number 2013-10-14.

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Date of creation: 14 Oct 2013
Publication status: published
Handle: RePEc:wyi:wpaper:002008
Contact details of provider: Web page: http://www.wise.xmu.edu.cn/english/

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