Search Results - subject:"Nonparametric"

An introduction to double/debiased machine learning

Ahrens, Achim; Chernozhukov, Victor; Hansen, Christian; … - 2026

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target parameter but are not of primary interest. Nuisance...

Persistent link: https://www.econbiz.de/10015616936

Nonparametric estimation of smooth coefficients in fixed-effect panel data models

Wang, Taining; Yao, Feng; Cai, Jun - 2026

Persistent link: https://www.econbiz.de/10015604250

Inference in a stationary/nonstationary autoregressive time-varying-parameter model

Andrews, Donald W. K.; Li, Ming - In: Quantitative economics : QE ; journal of the … 16 (2025) 3, pp. 823-858

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with …

Persistent link: https://www.econbiz.de/10015460575

Model averaging and double machine learning

Ahrens, Achim; Hansen, Christian; Schaffer, Mark E.; … - In: Journal of applied econometrics 40 (2025) 3, pp. 249-269

Persistent link: https://www.econbiz.de/10015372755

One-step smoothing splines instrumental regression

Beyhum, Jad; Lapenta, Elia; Lavergne, Pascal - In: The econometrics journal 28 (2025) 2, pp. 176-197

Persistent link: https://www.econbiz.de/10015459747

Nonparametric identification and estimation of the generalized second-price auction

Shakhgildyan, Ksenia - In: Games and economic behavior 150 (2025), pp. 480-500

Persistent link: https://www.econbiz.de/10015426435

Econometrics of insurance with multidimensional types

Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H.; … - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 267-294

apply to any form of competition. We propose a novel estimation procedure combining nonparametric estimators and GMM …

Persistent link: https://www.econbiz.de/10015190336

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024

. Our approach involves no nonparametric estimation, which is especially important for applications with many covariates …

Persistent link: https://www.econbiz.de/10015178608

When prices spike : identifying excessive volatility in fertilizer markets

Yao, Feng; Hernandez, Manuel A. - 2026

Persistent link: https://www.econbiz.de/10015604245

Estimation and inference for the persistence of extremely high temperatures

Cai, Juan Juan; Lin, Yicong; Schaumburg, Julia; Wang, … - 2026

We propose a nonparametric framework for estimating the extremal index that captures the persistence of extreme …

Persistent link: https://www.econbiz.de/10015567815

A service of the

zbw