Search Results - subject:"Local polynomial"

Quantile regression methods for first-price auctions

Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247

Persistent link: https://www.econbiz.de/10013461523

Calibration of agent-based models by means of meta-modeling and nonparametric regression

Chen, Siyan; Desiderio, Saul - In: Computational economics 60 (2022) 4, pp. 1457-1478

Persistent link: https://www.econbiz.de/10013447465

Smooth contextual bandits : bridging the parametric and nondifferentiable regret regimes

Hu, Yichun; Kallus, Nathan; Mao, Xiaojie - In: Operations research 70 (2022) 6, pp. 3261-3281

Persistent link: https://www.econbiz.de/10014307797

Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation

Bartalotti, Otávio - 2018

In regression discontinuity design (RD), for a given bandwidth, researchers can estimate standard errors based on different variance formulas obtained under different asymptotic frameworks. In the traditional approach the bandwidth shrinks to zero as sample size increases; alternatively, the...

Persistent link: https://www.econbiz.de/10011873564

Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation

Bartalotti, Otávio - 2018

Persistent link: https://www.econbiz.de/10011869057

Semiparametric estimation of first-price auction models

Aryal, Gaurab; Gabrielli, Maria Florencia; Vuong, Quang H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 373-385

Persistent link: https://www.econbiz.de/10012499086

Statistical inference on uncertain nonparametric regression model

Ding, Jianhua; Zhang, Zhiqiang - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 4, pp. 451-469

Persistent link: https://www.econbiz.de/10012651790

Near-linear time local polynomial nonparametric estimation with box kernels

Wang, Yining; Wu, Yi; Du, Simon S. - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1339-1353

Persistent link: https://www.econbiz.de/10012796860

Business cycle estimation with high-pass and band-pass local polynomial regression

Álvarez, Luis J. - In: Econometrics 5 (2017) 1, pp. 1-11

Filters constructed on the basis of standard local polynomial regression (LPR) methods have been used in the literature … provides a noisy estimate of the cycle. We alternatively propose band-pass local polynomial regression methods aimed at …

Persistent link: https://www.econbiz.de/10011755360

Business Cycle Synchronization in the EMU: Core vs. Periphery

Belke, Ansgar; Domnick, Clemens; Gros, Daniel - 2017

among themselves. Correlation coefficients and nonparametric local polynomial regressions corroborate these findings. The …

Persistent link: https://www.econbiz.de/10011622223