Search Results - subject:"Local polynomial"

Local polynomial regressions versus OLS for generating location value estimates : which is more efficient in out-of-sample forecasts?

Cohen, Jeffrey P.; Coughlin, Cletus Charles; Clapp, John M. - 2015

Persistent link: https://www.econbiz.de/10011346780

A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data

Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015

Persistent link: https://www.econbiz.de/10011378410

Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

Linton, Oliver; Xiao, Zhijie - In: Journal of econometrics 213 (2019) 2, pp. 608-631

Persistent link: https://www.econbiz.de/10012304598

Analysis of deviance for hypothesis testing in generalized partially linear models

Härdle, Wolfgang; Huang, Li-Shan - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 322-333

Persistent link: https://www.econbiz.de/10012177353

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

Bartalotti, Otávio - In: Journal of econometric methods 8 (2019) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012022999

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10010368224

Semi-Parametric Interpolations of Residential Location Values: Using Housing Price Data to Generate Balanced Panels

Coughlin, Cletus C.; Cohen, Jeffrey P.; Clapp, John M. - Federal Reserve Bank of St. Louis - 2014

We estimate location values for single family houses by local polynomial regressions (LPR), a semi-parametric procedure …

Persistent link: https://www.econbiz.de/10011097401

The Effect of Measurement Error in the Sharp Regression Discontinuity Design

Yanagi, Takahide - Institute of Economic Research, Kyoto University - 2014

approximates the average treatment effect based on local polynomial regressions and the kernel density estimation. Monte Carlo …

Persistent link: https://www.econbiz.de/10011098361

TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae - Institute of Economic Research, Kyoto University - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unied framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10011265501

Testing for a general class of functional inequalities

Sokbae 'Simon' Lee; Song, Kyungchul; Whang, Yoon-Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10011094570