Search Results - subject:"Kernel Density Estimator"

Nonparametric instrumental variable estimation under monotonicity

Chetverikov, Denis; Wilhelm, Daniel - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1303-1320

Persistent link: https://www.econbiz.de/10011791264

Nonparametric stochastic discount factor decomposition

Christensen, Timothy M. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1501-1536

Persistent link: https://www.econbiz.de/10011791592

On completeness and consistency in nonparametric instrumental variable models

Freyberger, Joachim - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1629-1644

Persistent link: https://www.econbiz.de/10011791598

Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method

Green, Carl; Li, Qi; Zhang, Yu Yvette - In: Econometric reviews 36 (2017) 1/3, pp. 205-224

Persistent link: https://www.econbiz.de/10011795187

A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data

Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322

Persistent link: https://www.econbiz.de/10011818361

Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach

Cordero, Jose M.; Pedraja Chaparro, Francisco; … - In: Journal of productivity analysis 48 (2017) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011820600

Moment estimation of the probit model with an endogenous continuous regressor

Kawaguchi, Daiji; Matsushita, Yukitoshi; Naitō, Hisahiro - In: The Japanese economic review : the journal of the … 68 (2017) 1, pp. 48-62

Persistent link: https://www.econbiz.de/10011959027

A test of singularity for distribution functions

Zinde-Walsh, Victoria; Galbraith, John - Centre Interuniversitaire de Recherche en Analyse des … - 2011

with varying degrees of smoothness, via functionals that reveal the behavior of the bias of the kernel density estimator …

Persistent link: https://www.econbiz.de/10008833340

Nonparametric Estimation of Average Treatment Effects Under Exogeneity : A Review

Imbens, Guido - 2011

Recently there has been a surge in econometric work focusing on estimating average treatment effects under various sets of assumptions. One strand of this literature has developed methods for estimating average treatment effects for a binary treatment under assumptions variously described as...

Persistent link: https://www.econbiz.de/10013126219

Empirical Likelihood for Nonparametric Additive Models

Otsu, Taisuke - 2011

Nonparametric additive modeling is a fundamental tool for statistical data analysis which allows flexible functional forms for conditional mean or quantile functions but avoids the curse of dimensionality for fully nonparametric methods induced by high-dimensional covariates. This paper proposes...

Persistent link: https://www.econbiz.de/10013127382

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