Some Recent Develop- ments on Nonparametric Econometrics

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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Year of publication:	2013-10-14
Authors:	Cai, Zongwu ; Li, Qi

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Series:	Working Paper.
Type of publication:	Book / Working Paper
Notes:	published Number 2013-10-14
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010892139