Search Results - subject:"Kernel Density Estimator"

Efficient nonparametric estimation of generalized autocovariances

Luati, Alessandra; Papagni, Francesca; Proietti, Tommaso - 2021

Persistent link: https://www.econbiz.de/10013256336

Generalized quantile and expectile properties for shape constrained nonparametric estimation

Dai, Sheng; Kuosmanen, Timo; Zhou, Xun - In: European journal of operational research : EJOR 310 (2023) 2, pp. 914-927

Persistent link: https://www.econbiz.de/10014340805

Model selection for varying coefficient nonparametric transformation model

Zhang, Xiao; Liu, Xu; Shi, Xingjie - In: The econometrics journal 26 (2023) 3, pp. 492-512

Persistent link: https://www.econbiz.de/10014391717

Nonparametric difference-in-differences in repeated cross-sections with continuous treatments

D'Haultfœuille, Xavier; Hoderlein, Stefan; Sasaki, Yuya - In: Journal of econometrics 234 (2023) 2, pp. 664-690

Persistent link: https://www.econbiz.de/10014434361

High-dimensional portfolio optimization based on tree-structured factor model

Ni, Xuanming; Zheng, Tiantian; Zhao, Huimin; Zhu, Shushang - In: Pacific-Basin finance journal 81 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014500738

Stress Testing Structural Models of Unobserved Heterogeneity : Robust Inference on Optimal Nonlinear Pricing

Bodoh-Creed, Aaron L.; Hickman, Brent R.; List, John A.; … - National Bureau of Economic Research - 2023

In this paper, we provide a suite of tools for empirical market design, including optimal nonlinear pricing in intensive-margin consumer demand, as well as a broad class of related adverse-selection models. Despite significant data limitations, we are able to derive informative bounds on demand...

Persistent link: https://www.econbiz.de/10014337879