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  • Search: subject:"Kernel estimation"
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Year of publication
Subject
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kernel estimation 114 Kernel estimation 98 Schätztheorie 66 Estimation theory 65 Nichtparametrisches Verfahren 59 Nonparametric statistics 57 Schätzung 46 Estimation 45 Zeitreihenanalyse 25 Time series analysis 24 Nonparametric regression 22 Regression analysis 21 Regressionsanalyse 21 Kernel Estimation 19 Bootstrap 12 Poissonization 12 nonparametric 12 Nonparametric estimation 11 Theorie 11 nonparametric regression 11 Panel 9 Panel study 9 Theory 9 nonparametric kernel estimation 9 Nichtparametrische Schätzung 8 Semiparametric 8 bandwidth selection 8 ARCH 7 Nonparametric kernel estimation 7 Panel data 7 Stochastic process 7 Stochastischer Prozess 7 long-range dependence 7 semiparametric estimation 7 Bandwidth selection 6 CAPM 6 Forecasting model 6 Inequality 6 Lp norm 6 Nadaraya-Watson kernel estimation 6
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Online availability
All
Free 184 Undetermined 73 CC license 5
Type of publication
All
Book / Working Paper 189 Article 99
Type of publication (narrower categories)
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Working Paper 61 Article in journal 44 Aufsatz in Zeitschrift 44 Arbeitspapier 37 Graue Literatur 37 Non-commercial literature 37 Article 5 Aufsatz im Buch 1 Book section 1
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Language
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English 161 Undetermined 122 French 2 Hungarian 2 Spanish 1
Author
All
Linton, Oliver 48 Gao, Jiti 15 Kristensen, Dennis 12 Mammen, Enno 12 Beran, Jan 10 Whang, Yoon-Jae 10 Feng, Yuanhua 9 Kapetanios, George 9 Li, Degui 8 Giraitis, Liudas 7 Xiao, Zhijie 7 Anderson, Gordon 6 Ocker, Dirk 6 Peng, Bin 6 Song, Kyungchul 6 Bolancé, Catalina 5 Connor, Gregory 5 Dette, Holger 5 Imbs, Jean 5 Kanaya, Shin 5 Lee, Sokbae 5 Atak, Alev 4 Cron, Axel 4 Fan, Yanqin 4 Guillén, Montserrat 4 Hagmann, Matthias 4 Jin, Sainan 4 Kim, Woocheol 4 Lu, Zudi 4 Marmer, Vadim 4 Nielsen, Jens Perch 4 Perch Nielsen, Jens 4 Phillips, Peter C.B. 4 Rietveld, Piet 4 Rouwendal, Jan 4 Sanabria-Buenaventura, Elioth Mirsha 4 Shneyerov, Artyom 4 Sun, Yixiao 4 Theodoridis, Konstantinos 4 Yates, Anthony 4
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Institution
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London School of Economics (LSE) 16 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 12 School of Economics and Management, University of Aarhus 8 University of Bonn, Germany 6 Cowles Foundation for Research in Economics, Yale University 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Econometrics and Business Statistics, Monash Business School 4 HAL 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Ehrvervøkonomisk Institut, Institut for Økonomi 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Banco de la Republica de Colombia 2 Centre for Microdata Methods and Practice (CEMMAP) 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 2 Departamento de Economía, Universidad Carlos III de Madrid 2 Department of Economics, Boston College 2 Econometric Society 2 Southern Methodist University, Department of Economics 2 Vancouver School of Economics 2 Xarxa de Referència en Economia Aplicada (XREAP) 2 BANCO DE LA REPÚBLICA 1 Bank of England 1 Banque de France 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 C.E.P.R. Discussion Papers 1 Centre for Applied Microeconometrics (CAM), Økonomisk Institut 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, City University 1 Department of Economics, McMaster University 1 Department of Economics, Simon Fraser University 1 Department of Economics, Tippie College of Business 1 Department of Economics, Tufts University 1 Department of Economics, University of Victoria 1 EconWPA 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Finance Discipline Group, Business School 1
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Published in...
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LSE Research Online Documents on Economics 16 Journal of econometrics 14 STICERD - Econometrics Paper Series 12 CREATES Research Papers 8 Working paper / Department of Econometrics and Business Statistics, Monash University 8 cemmap working paper 8 Journal of Econometrics 7 CEMMAP working papers / Centre for Microdata Methods and Practice 6 Statistics & Probability Letters 6 Cowles Foundation Discussion Papers 5 MPRA Paper 5 Annals of the Institute of Statistical Mathematics 4 CoFE discussion papers 4 Discussion Paper Serie B 4 Econometric reviews 4 Monash Econometrics and Business Statistics Working Papers 4 Post-Print / HAL 4 Technical Report 4 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Working Paper 4 CIRANO Working Papers 3 Computational Statistics 3 Finance Working Papers 3 Journal of banking & finance 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Risks : open access journal 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Statistical Inference for Stochastic Processes 3 BILTOKI 2 Borradores de Economia 2 Boston College Working Papers in Economics 2 CeMMAP working papers 2 CoFE Discussion Paper 2 Departmental Working Papers / Southern Methodist University, Department of Economics 2 Discussion Paper Serie A 2 Discussion paper / Tinbergen Institute 2 Discussion papers / CEPR 2 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 2 Econometrics 2
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Source
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RePEc 175 ECONIS (ZBW) 82 EconStor 29 BASE 1 Other ZBW resources 1
Showing 91 - 100 of 288
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
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Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff; Juneja, Sandeep; Liu, Guangwu - In: Operations research 65 (2017) 3, pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
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Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 72 (2017), pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
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Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
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The smooth colonel and the reverend find common ground
Kiefer, Nicholas M.; Racine, Jeffrey - In: Econometric reviews 36 (2017) 1/3, pp. 241-256
Persistent link: https://www.econbiz.de/10011795197
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Testing functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - 2011
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of Lp-type functionals of kernel estimators. Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically...
Persistent link: https://www.econbiz.de/10010288366
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev; Linton, Oliver; Xiao, Zhijie - HAL - 2011
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is...
Persistent link: https://www.econbiz.de/10010820546
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev; Linton, Oliver; Xiao, Zhijie - HAL - 2011
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is...
Persistent link: https://www.econbiz.de/10010774282
Saved in:
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Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis - In: Journal of econometrics 193 (2016) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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Semiparametric stochastic metafrontier efficiency of European manufacturing firms
Verschelde, Marijn; Dumont, Michel; Rayp, Glenn; … - In: Journal of productivity analysis 45 (2016) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011631396
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