Search Results - subject:"Local polynomial"

Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Čížek, Pavel; Lei, Jinghua - In: Journal of econometrics 203 (2018) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10011974624

Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation : a nonparametric approach

Huiban, Jean-Pierre; Mastromarco, Camilla; Musolesi, Antonio - In: Journal of productivity analysis 50 (2018) 3, pp. 85-100

Persistent link: https://www.econbiz.de/10012005124

More efficient local polynomial regression with random-effects panel data models

Yang, Ke - In: Econometric reviews 37 (2018) 6/10, pp. 760-776

Persistent link: https://www.econbiz.de/10012040410

Is Collusion Proof Auction Expensive? Estimates from Highway Procurements

Aryal, Gaurab; Gabrielli, Maria F. - Volkswirtschaftliche Fakultät, … - 2012

Collusion in auctions affects both revenue and efficiency and are prevalent. Yet, sellers do not use collusion-proof auctions as often as they should. Why is that? We find that one reason for this could be the cost of implementing efficient collusion-proof auctions. We use California highway...

Persistent link: https://www.econbiz.de/10011110602

Multivariate Local Polynomial Regression With Autocorrelated Errors

Yang, Ke - In: Economics Bulletin 32 (2012) 4, pp. 3298-3305

We propose a three-step local polynomial procedure for a multivariate nonparametric regression in which the errors are …

Persistent link: https://www.econbiz.de/10011278528

Nonparametric least squares methods for stochastic frontier models

Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin - In: Journal of productivity analysis 47 (2017) 3, pp. 189-204

Persistent link: https://www.econbiz.de/10011878343

Nonstationary autoregressive conditional duration models

Mishra, Anuj; Ramanathan, Thekke Variyam - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011743716

Implied volantility and state price density estimation : arbitrage analysis

Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; … - In: Computational Management Science : CMS 14 (2017) 4, pp. 559-583

Persistent link: https://www.econbiz.de/10011758973

Time-varying quantile association regression model with applications to financial contagion and VaR

Ye, Wuyi; Luo, Kebing; Liu, Xiaoquan - In: European journal of operational research : EJOR 256 (2017) 3, pp. 1015-1028

Persistent link: https://www.econbiz.de/10011639292

Spatial-difference-in-differences models for impact of new mass rapid transit line on private housing values

Mi, Diao; Leonard, Delon; Sing, Tien Foo - In: Regional science & urban economics 67 (2017), pp. 64-77

Persistent link: https://www.econbiz.de/10011792792