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~person:"Gupta, Rangan"
~person:"Mammen, Enno"
~person:"Shimotsu, Katsumi"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Nonparametric statistics"
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Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Estimation
22
Schätzung
22
Volatility
19
Volatilität
19
Capital income
17
Kapitaleinkommen
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Gupta, Rangan
Mammen, Enno
Shimotsu, Katsumi
Linton, Oliver
64
Li, Qi
47
Simar, Léopold
41
Gao, Jiti
33
Chen, Xiaohong
30
Racine, Jeffrey
30
Su, Liangjun
30
Kumbhakar, Subal
27
Phillips, Peter C. B.
27
Tsionas, Efthymios G.
25
Parmeter, Christopher F.
24
Florens, Jean-Pierre
23
Horowitz, Joel
23
Lewbel, Arthur
23
Cai, Zongwu
22
Henderson, Daniel J.
22
Sun, Yiguo
22
Ullah, Aman
22
Stengos, Thanasēs
21
Balcilar, Mehmet
20
Chen, Songnian
19
Newey, Whitney K.
19
Wilson, Paul W.
19
Hoderlein, Stefan
17
Härdle, Wolfgang
17
Li, Degui
17
Robinson, Peter M.
17
Fan, Yanqin
16
Hu, Yingyao
16
Xiao, Zhijie
16
Hahn, Jinyong
15
Ridder, Geert
15
Kuosmanen, Timo
14
Otsu, Taisuke
14
White, Halbert
14
Cherchye, Laurens
13
Escanciano, Juan Carlos
13
Lee, Sokbae
13
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Journal of econometrics
10
Econometric theory
5
The North American journal of economics and finance : a journal of financial economics studies
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Insurance / Mathematics & economics
2
International review of economics & finance : IREF
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
52
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1
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
2
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
7
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
8
Nonparametric instrumental variable methods for dynamic treatment evaluation
Berg, Gerard J. van den
;
Bonev, Petyo
;
Mammen, Enno
- In:
The review of economics and statistics
102
(
2020
)
2
,
pp. 355-367
Persistent link: https://www.econbiz.de/10012499237
Saved in:
9
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
10
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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