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  • Search: subject:"Local polynomial estimation"
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Year of publication
Subject
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Local polynomial estimation 12 Schätztheorie 12 Estimation theory 11 Nichtparametrisches Verfahren 10 Nonparametric statistics 10 Regression analysis 10 Regressionsanalyse 10 local polynomial estimation 7 Time series analysis 6 Zeitreihenanalyse 6 Estimation 5 Schätzung 5 ARCH model 3 ARCH-Modell 3 quantile regression 3 Bahadur representation 2 Bootstrap 2 Causality analysis 2 Efficiency 2 Heteroscedasticity 2 Heteroskedasticity 2 Heteroskedastizität 2 Kausalanalyse 2 Local Polynomial Estimation 2 Lp norm 2 Nonparametric regression 2 Poissonization 2 asymptotic normality 2 conditional moment inequalities 2 kernel estimation 2 nonparametric testing 2 partial identification 2 uniform asymptotics 2 Additive models 1 Additive nonparametric regression 1 Agent-based modeling 1 Agent-based models 1 Agentenbasierte Modellierung 1 Ansteckungseffekt 1 Auction theory 1
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Online availability
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Undetermined 10 Free 9
Type of publication
All
Article 11 Book / Working Paper 10
Type of publication (narrower categories)
All
Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
All
English 17 Undetermined 4
Author
All
Guerre, Emmanuel 3 Lee, Sokbae 3 Card, David E. 2 Lee, David S. 2 Linton, Oliver 2 Pei, Zhuan 2 Sabbah, Camille 2 Song, Kyungchul 2 Weber, Andrea 2 Xiao, Zhijie 2 Bae, Whasoo 1 Beran, Jan 1 Bin, Okmyung 1 Chen, Siyan 1 Chen, Xirong 1 Chen, Yen-Hung 1 Desiderio, Saul 1 Feng, Yuanhua 1 Horowitz, Joel L. 1 Hsu, Nan-Jung 1 Huang, Ta-Cheng 1 Hwang, Soonyoung 1 Kim, Choongrak 1 Lee, Na Kyeong 1 Li, Mingge 1 Li, Qi 1 Martins-Filho, Carlos 1 Mishra, Anuj 1 Phillips, Peter C.B. 1 Ramanathan, Thekke Variyam 1 Rohan, Neelabh 1 Sanches, Nathalie Gimenes 1 Su, Liangjun 1 Whang, Yoon-Jae 1 Whang, Yoon-jae 1 Wu, Yuehua 1 Ye, Wuyi 1 Zhang, Yonghui 1
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Institution
All
Cowles Foundation for Research in Economics, Yale University 1 Econometric Society 1 School of Economics and Finance, Queen Mary 1
Published in...
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Journal of econometrics 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Cambridge working papers in economics 1 CoFE discussion papers 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Computational economics 1 Cowles Foundation Discussion Papers 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 Econometric Society 2004 Far Eastern Meetings 1 Economics letters 1 Empirical Economics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Statistics & Probability Letters 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Paper 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working papers / Brandeis University, Department of Economics and International Business School 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 12 RePEc 7 EconStor 2
Showing 1 - 10 of 21
Cover Image
Local polynomial order in regression discontinuity designs
Pei, Zhuan; Lee, David S.; Card, David E.; Weber, Andrea - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi; Li, Mingge; Wu, Yuehua - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
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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
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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
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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
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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
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Cover Image
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/10010254852
Saved in:
Cover Image
A class of local constant kernel estimators for a regression in a Besov space
Lee, Na Kyeong - 2014
Persistent link: https://www.econbiz.de/10010470123
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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
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