We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression …, we establish uniform consistency of nonparametric kernel estimators of the coefficient functions in nonlinear …

Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric … models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we found the …

We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression …, we establish uniform consistency of nonparametric kernel estimators of the coefficient functions in nonlinear …

Supported by several recent investigations, the empirical pricing kernel (EPK) puzzle might be considered a stylized …

Supported by several recent investigations, the empirical pricing kernel (EPK) puzzle might be considered a stylized …

Standard fixed symmetric kernel type density estimators are known to encounter problems for positive random variables … with a large probability mass close to zero. We show that in such settings, alternatives of asymmetric gamma kernel … zero and the exact form of the chosen kernel. We therefore suggest a refined version of the gamma kernel with an additional …