Search Results - subject:"Nonparametric Kernel"

Bandwidth Selection in Nonparametric Kernel Testing

GAO, Jiti; Gijbels, Irene - School of Economics, University of Adelaide - 2009

We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an …

Persistent link: https://www.econbiz.de/10008462876

A finite sample improvement of the fixed effects estimator applied to technical inefficiency

Wikström, Daniel - In: Journal of Productivity Analysis 43 (2015) 1, pp. 29-46

<Para ID="Par1">The fixed effects (‘FE’) estimator of technical inefficiency performs poorly when N (the ’number of firms’) is large and T (the ‘number of time observations’) is small. We propose kernel estimators, which includes the FE estimator as a special case. In terms of criteria based on...</para>

Persistent link: https://www.econbiz.de/10011154962

A finite sample improvement of the fixed effects estimator applied to technical inefficiency

Wikström, Daniel - In: Journal of productivity analysis 43 (2015) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10011317144

Bank characteristics and the interbank money market : a distributional approach

Iori, Giulia; Kapar, Burcu; Olmo, Jose - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 249-283

Persistent link: https://www.econbiz.de/10011317162

A nonparametric examination of capital-skill complementarity

Henderson, Daniel J. - 2008

This paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a …

Persistent link: https://www.econbiz.de/10010269310

A Nonparametric Examination of Capital-Skill Complementarity

Henderson, Daniel J. - Institute for the Study of Labor (IZA) - 2008

This paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a … paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a balanced panel … is to use nonparametric kernel methods. In addition, these methods have the luxury of not having to assume a specific …

Persistent link: https://www.econbiz.de/10005703173

A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions

Henderson, Daniel J. - Volkswirtschaftliche Fakultät, … - 2008

This paper presents a method to test for multimodality of an estimated kernel density of parameter estimates from a local-linear least-squares regression derivative. The procedure is laid out in seven simple steps and a suggestion for implementation is proposed. A Monte Carlo exercise is used to...

Persistent link: https://www.econbiz.de/10005260194

Exploring spatial nonlinearity using additive approximation

Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei - London School of Economics (LSE) - 2007

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of catching nonlinear features in spatial data and...

Persistent link: https://www.econbiz.de/10011126267

Pricing and Inference with Mixtures of Conditionally Normal Processes.

Bertholon, H.; Monfort, A.; Pegoraro, F. - Banque de France - 2007

We consider the problems of derivative pricing and inference when the stochastic discount factor has an exponential-affine form and the geometric return of the underlying asset has a dynamics characterized by a mixture of conditionally Normal processes. We consider both the static case in which...

Persistent link: https://www.econbiz.de/10004998849

Bandwidth selection for nonparametric kernel testing

Gao, Jiti; Gijbels, Irene - Volkswirtschaftliche Fakultät, … - 2005

We propose a sound approach to bandwidth selection in nonparametric kernel testing. The main idea is to find an …

Persistent link: https://www.econbiz.de/10005260155