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Citations for "Optimal bandwidth choice for density-weighted averages"

by Powell, James L. & Stoker, Thomas M.

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  1. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, vol. 30(01), pages 176-200, February.
  2. Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series 557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Imbens, Guido W. & Kalyanaraman, Karthik, 2009. "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," IZA Discussion Papers 3995, Institute for the Study of Labor (IZA).
  4. Debopam Bhattacharya & Bhashkar Mazumder, 2007. "Nonparametric analysis of intergenerational income mobility with application to the United States," Working Paper Series WP-07-12, Federal Reserve Bank of Chicago.
  5. Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
  6. Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
  7. Wanrong Liu & Xuewen Lu, 2011. "Empirical likelihood for density-weighted average derivatives," Statistical Papers, Springer, vol. 52(2), pages 391-412, May.
  8. Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  9. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, vol. 167(2), pages 305-316.
  10. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO.
  11. Oliver Linton, 2000. "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series 399, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  12. Dennis Kristensen, 2004. "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics 24738, London School of Economics and Political Science, LSE Library.
  13. repec:wyi:journl:002082 is not listed on IDEAS
  14. 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.
  15. Daniel Wilhelm, 2014. "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers CWP15/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
  17. Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
  18. Zhou, Jian, 2016. "A high-frequency analysis of the interactions between REIT return and volatility," Economic Modelling, Elsevier, vol. 56(C), pages 102-108.
  19. Li, Shuo & Tu, Yundong, 2016. "n-consistent density estimation in semiparametric regression models," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 91-109.
  20. Golan, Amos & Moretti, Enrico & Perloff, Jeffrey M., 2001. "A Small-Sample Estimator for the Sample-Selection Model," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4c82d2nv, Department of Agricultural & Resource Economics, UC Berkeley.
  21. Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
  22. Diks, Cees & Panchenko, Valentyn, 2006. "A new statistic and practical guidelines for nonparametric Granger causality testing," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1647-1669.
  23. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  24. Erik Bergkvist, 2001. "The value of time and forecasting of flowsin freight transportation," ERSA conference papers ersa01p271, European Regional Science Association.
  25. Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi, 2009. "Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment," Journal of Econometrics, Elsevier, vol. 152(1), pages 61-69, September.
  26. Nishiyama, Y., 2005. "Kernel order selection by minimum bootstrapped MSE for density weighted averages," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 113-122.
  27. Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series 451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  28. Bas Donkers & Marcia M Schafgans, 2005. "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series 493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  29. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
  30. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
  31. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
  32. Dennis Kristensen, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics 24739, London School of Economics and Political Science, LSE Library.
  33. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355, 06-2016.
  34. A. Ahmad, Ibrahim & Fan, Yanqin, 2001. "Optimal bandwidths for kernel density estimators of functions of observations," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 245-251, February.
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