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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. 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.
  2. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Erik Bergkvist, 2001. "The value of time and forecasting of flowsin freight transportation," ERSA conference papers ersa01p271, European Regional Science Association.
  4. Wanrong Liu & Xuewen Lu, 2011. "Empirical likelihood for density-weighted average derivatives," Statistical Papers, Springer, vol. 52(2), pages 391-412, May.
  5. Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156.
  6. Kristensen, Dennis, 2008. "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, vol. 144(2), pages 392-408, June.
  7. 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.
  8. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  9. 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.
  10. Dennis Kristensen, 2009. "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers 2009-41, School of Economics and Management, University of Aarhus.
  11. 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.
  12. 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.
  13. Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO.
  14. Dennis Kristensen, 2004. "Estimation in Two Classes of Semiparametric Diffusion Models," FMG Discussion Papers dp500, Financial Markets Group.
  15. Yoshihiko Nishiyama & Peter M. Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 73(3), pages 903-948, 05.
  16. Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series /2003/451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  17. 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.
  18. Guido Imbens & Karthik Kalyanaraman, 2010. "Optimal bandwidth choice for the regression discontinuity estimator," CeMMAP working papers CWP05/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, School of Economics and Management, University of Aarhus.
  20. Diks, C.G.H. & Panchenko, V., 2004. "A new statistic and practical guidelines for nonparametric Granger causality testing," CeNDEF Working Papers 04-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  21. Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  22. repec:wyi:journl:002082 is not listed on IDEAS
  23. 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.
  24. 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.
  25. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74 Elsevier.
  26. 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.
  27. 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.
  28. Bas Donkers & Marcia M. A. Schafgans, 2005. "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics 6815, London School of Economics and Political Science, LSE Library.
  29. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355, March.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.