Search Results - subject:"Kernel smoothing"

Kernel estimation for panel data with heterogeneous dynamics

Okui, Ryo; Yanagi, Takahide - In: The econometrics journal 23 (2020) 1, pp. 156-175

Persistent link: https://www.econbiz.de/10012167264

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10011445715

Fractional order statistic approximation for nonparametric conditional quantile inference

Kaplan, David M.; Goldman, Matt - Economics Department, University of Missouri - 2015

(n)) coverage error. Asymptotic power is shown to be optimal. Using kernel smoothing, we propose a related method for nonparametric …

Persistent link: https://www.econbiz.de/10011165844

Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi - Department of Economics and Related Studies, University … - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice with multiple conditioning variables, where the number of the conditioning variables can be either fixed or diverging...

Persistent link: https://www.econbiz.de/10011166134

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Persistent link: https://www.econbiz.de/10010515948

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Persistent link: https://www.econbiz.de/10010481119

npbr : a package for nonparametric boundary regression in R

Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015

Persistent link: https://www.econbiz.de/10011302331

Single-index copulae

Fermanian, Jean-David; Lopez, Olivier - 2015

Persistent link: https://www.econbiz.de/10011854699

Growth accounting for some selected developing, newly industrialized and developed nations from 1966-2000 : a data envelopment analysis

Mathur, Somesh K. - In: Journal of world economic review 14 (2019) 1, pp. 77-109

Persistent link: https://www.econbiz.de/10012232859

A Significance Test for Covariates in Nonparametric Regression

Lavergne, Pascal; Maistre, Samuel; Patilea, Valentin - Toulouse School of Economics (TSE) - 2014

We consider testing the significance of a subset of covariates in a nonparamet- ric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test that smoothes only over the covariates appearing under the null hypothesis, so that the curse of dimensionality...

Persistent link: https://www.econbiz.de/10011262943