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Applied nonparametric methods

Citations

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Cited by:

  1. Burak Saltoglu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 169-176.
  2. repec:hum:wpaper:sfb649dp2005-022 is not listed on IDEAS
  3. Matthew Pritsker, 1997. "Nonparametric density estimation and tests of continuous time interest rate models," Finance and Economics Discussion Series 1997-26, Board of Governors of the Federal Reserve System (U.S.).
  4. Enno Mammen, "undated". "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.
  5. B.U.PARK & Wolfgang HAERDLE, "undated". "Testing increasing dispersion," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin.
  6. Susumu Imai & Neelam Jain & Andrew Ching, 2009. "Bayesian Estimation of Dynamic Discrete Choice Models," Econometrica, Econometric Society, vol. 77(6), pages 1865-1899, November.
  7. Eric Ghysels & Serena Ng, 1998. "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
  8. Michael B. Gordy, "undated". "Multiple Bids in a Multiple-Unit Common Value Auction," Computing in Economics and Finance 1996 _021, Society for Computational Economics.
  9. Salvador Barrios & Holger Görg & Eric Strobl, 2016. "Foreign direct investment, competition and industrial development in the host country," World Scientific Book Chapters, in: MULTINATIONAL ENTERPRISES AND HOST COUNTRY DEVELOPMENT, chapter 18, pages 323-346, World Scientific Publishing Co. Pte. Ltd..
  10. König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Hannover Economic Papers (HEP) dp-208, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  11. Dora L. Costa, 1999. "American Living Standards: Evidence from Recreational Expenditures," NBER Working Papers 7148, National Bureau of Economic Research, Inc.
  12. Chris Downing & Steven A. Sharpe, 2003. "Getting bad news out early: does it really help stock prices?," Finance and Economics Discussion Series 2003-58, Board of Governors of the Federal Reserve System (U.S.).
  13. repec:hum:wpaper:sfb649dp2005-019 is not listed on IDEAS
  14. Rand Wilcox, 2006. "Confidence intervals for prediction intervals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 317-326.
  15. Schady, Norbert R., 1999. "Seeking votes - the political economy of expenditures by the Peruvian Social Fund (FONCODES), 1991-95," Policy Research Working Paper Series 2166, The World Bank.
  16. Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series 435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  17. Yannis M. Ioannides & Henry G. Overman, 2000. "Zipf's Law for Cities: An Explanation," Discussion Papers Series, Department of Economics, Tufts University 0006, Department of Economics, Tufts University.
  18. Austan Goolsbee & David B. Gross, 1997. "Estimating Adjustment Costs with Data on Heterogeneous Capital Goods," NBER Working Papers 6342, National Bureau of Economic Research, Inc.
  19. GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997. "Nonparametric methods and option pricing," LIDAM Discussion Papers CORE 1997075, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. D. K. Ginther, "undated". "A nonparametric analysis of the U.S. earnings distribution," Institute for Research on Poverty Discussion Papers 1067-95, University of Wisconsin Institute for Research on Poverty.
  21. Christopher T. Downing, 1999. "Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models," Computing in Economics and Finance 1999 111, Society for Computational Economics.
  22. Gorton, Gary & Schmid, Frank A., 2000. "Universal banking and the performance of German firms," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 29-80.
  23. Miles Corak & Andrew Heisz, 1999. "The Intergenerational Earnings and Income Mobility of Canadian Men: Evidence from Longitudinal Income Tax Data," Journal of Human Resources, University of Wisconsin Press, vol. 34(3), pages 504-533.
  24. Jan Eeckhout, 2004. "Gibrat's Law for (All) Cities," American Economic Review, American Economic Association, vol. 94(5), pages 1429-1451, December.
  25. Elena Krasnokutskaya, 2004. "Identification and Estimation in Highway Procurement Auctions under Unobserved Auction Heterogeneity," PIER Working Paper Archive 05-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  26. Philip Burns & Ian Crawford & Andrew Dilnot, 1995. "Regulation and redistribution in utilities," Fiscal Studies, Institute for Fiscal Studies, vol. 16(4), pages 1-22, January.
  27. Rama CONT, 1998. "Beyond implied volatility: extracting information from option prices," Finance 9804002, University Library of Munich, Germany.
  28. Janet Currie & Duncan Thomas, 1995. "Race, Children's Cognitive Achievement and The Bell Curve," NBER Working Papers 5240, National Bureau of Economic Research, Inc.
  29. Pedro Delicado & Ana Justel, 1997. "Forecasting with missing data: Application to a real case," Economics Working Papers 213, Department of Economics and Business, Universitat Pompeu Fabra.
  30. Easterly, William, 1999. "Life during growth : international evidence on quality of life and per capita income," Policy Research Working Paper Series 2110, The World Bank.
  31. Hardle, W. & Marron, J. S., 1995. "Fast and simple scatterplot smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.
  32. Nicholas Z. Muller & Peter C. B. Phillips, 2006. "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," Cowles Foundation Discussion Papers 1548, Cowles Foundation for Research in Economics, Yale University.
  33. David E. A. Giles & Betty J. Johnson, 1999. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 9910, Department of Economics, University of Victoria.
  34. Emmanuel Saez, 2010. "Do Taxpayers Bunch at Kink Points?," American Economic Journal: Economic Policy, American Economic Association, vol. 2(3), pages 180-212, August.
  35. Gong, X. & van Soest, A.H.O. & Zhang, P., 2000. "Sexual Bias and Household Consumption : A Semiparametic Analysis of Engel curves in Rural China," Other publications TiSEM 896cf4d1-37e5-490b-9e05-4, Tilburg University, School of Economics and Management.
  36. John W. Galbraith, 1999. "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers 1999-01, McGill University, Department of Economics.
  37. Alexandra L. Minicozzi, 2003. "Estimation of sons' intergenerational earnings mobility in the presence of censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 291-314.
  38. Robert Breunig, 2001. "Density Estimation For Clustered Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 353-367.
  39. Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University.
  40. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Insper Working Papers wpe_100, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  41. J. S. Marron & Frederic Udina, 1995. "Interactive local bandwidth choice," Economics Working Papers 109, Department of Economics and Business, Universitat Pompeu Fabra.
  42. repec:diw:diwwpp:dp426 is not listed on IDEAS
  43. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
  44. Cristian Aedo, "undated". "The Impact of Training Policies in Latin America and the Caribbean: The Case of "Programa Joven"," ILADES-UAH Working Papers inv131, Universidad Alberto Hurtado/School of Economics and Business.
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