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  • Search: subject:"non-parametric kernel"
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Year of publication
Subject
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Estimation theory 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Schätztheorie 4 Crime Kuznets Curve 2 Estimation 2 Income inequality 2 Non-parametric Kernel analysis 2 Portfolio selection 2 Portfolio-Management 2 Regression analysis 2 Regressionsanalyse 2 Risikomaß 2 Risk measure 2 Schätzung 2 Statistical test 2 Statistischer Test 2 instrumental variable regression 2 non-parametric kernel 2 non-parametric kernel method 2 optimal minimax rate 2 specification test 2 Aktienindex 1 Allgemeinbildende Schule 1 Anleihe 1 Bandwidth selection 1 Bank 1 Bank risk 1 Banking activities 1 Bankrisiko 1 Bildungsniveau 1 Bildungsökonomik 1 Bond 1 Capital income 1 Commercial bank risks 1 Conditional value-at-risk 1 Convergence 1 Crime kuznets curve Income inequality 1 Distribution Dynamics 1 Economics of education 1
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Online availability
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Free 5 Undetermined 5
Type of publication
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Book / Working Paper 6 Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 6 Undetermined 4 French 1
Author
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Buonanno, Paolo 3 Fergusson, Leopoldo 3 Hitomi, Kohtaro 2 Iwasawa, Masamune 2 Nishiyama, Yoshihiko 2 Vargas, Juan Fernando 2 Alpay, Savas 1 Baldeaux, Jan 1 Chen, Rongda 1 Cheng, Diandian 1 Curi, Claudia 1 Fung, Man Chung 1 Guarda, Paolo 1 Henderson, Daniel J. 1 Huang, Jinbo 1 Ignatieva, Ekaterina 1 Jin, Chenglu 1 Li, Yong 1 Mahmud, Syed 1 Mo, Sitian 1 Platen, Eckhard 1 Simar, Léopold 1 Vargas, Juan F. 1 Wang, Le 1 Yang, Ke 1 Yao, Haixiang 1 Zelenyuk, Valentin 1
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Institution
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UNIVERSIDAD DEL ROSARIO 2 Central Bank of Luxembourg 1 Econometric Society 1 UNIVERSIDAD DE LOS ANDES-CEDE 1
Published in...
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Applied economics 1 Applied mathematical finance 1 BCL working papers 1 BORRADORES DE INVESTIGACIÓN 1 DOCUMENTOS CEDE 1 DOCUMENTOS DE TRABAJO / UNIVERSIDAD DEL ROSARIO 1 Econometric Society 2004 Far Eastern Meetings 1 Econometric reviews 1 Finance research letters 1 Journal of economic dynamics & control 1 KIER discussion paper series : discussion paper ... 1
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Source
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ECONIS (ZBW) 6 RePEc 5
Showing 1 - 10 of 11
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021
Persistent link: https://www.econbiz.de/10012582304
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: Econometric reviews 42 (2023) 6, pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
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The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Jin, Chenglu; Chen, Rongda; Cheng, Diandian; Mo, Sitian; … - In: Finance research letters 37 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
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The crime kuznets curve
Buonanno, Paolo; Fergusson, Leopoldo; Vargas, Juan Fernando - UNIVERSIDAD DEL ROSARIO - 2014
Abstract: We document the existence of a Crime Kuznets Curve in US states since the 1970s. As income levels have risen, crime has followed an inverted U-shaped pattern, rst increasing and then dropping. The Crime Kuznets Curve is not explained by income inequality. In fact, we show that during...
Persistent link: https://www.econbiz.de/10010763119
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The crime kuznets curve
Buonanno, Paolo; Fergusson, Leopoldo; Vargas, Juan Fernando - UNIVERSIDAD DEL ROSARIO - 2014
Abstract: We document the existence of a Crime Kuznets Curve in US states since the 1970s. As income levels have risen, crime has followed an inverted U-shaped pattern, rst increasing and then dropping. The Crime Kuznets Curve is not explained by income inequality. In fact, we show that during...
Persistent link: https://www.econbiz.de/10010763228
Saved in:
Cover Image
The Crime Kuznets Curve
Buonanno, Paolo; Fergusson, Leopoldo; Vargas, Juan F. - UNIVERSIDAD DE LOS ANDES-CEDE - 2014
Abstract We document the existence of a Crime Kuznets Curve in US states since the 1970s. As in come level shave risen, crime has followed an inverted U-shaped pattern, first increasing and then dropping. The Crime Kuznets Curve is not explained by income inequality. In fact, we show that during...
Persistent link: https://www.econbiz.de/10010763863
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Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Journal of economic dynamics & control 92 (2018), pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
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The three Is of public schools : irrelevant inputs, insufficient resources and inefficiency
Henderson, Daniel J.; Simar, Léopold; Wang, Le - In: Applied economics 49 (2017) 12, pp. 1164-1184
Persistent link: https://www.econbiz.de/10011811259
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Changes in bank specialisation: comparing foreign subsidiaries and branches in Luxembourg
Curi, Claudia; Guarda, Paolo; Zelenyuk, Valentin - Central Bank of Luxembourg - 2011
Presumably, foreign banks open subsidiaries and branches in Luxembourg to perform different tasks. This paper studies the balance sheet structure of banks in Luxembourg, testing for differences across groups and across periods. Non-parametric methods yield several findings. First, specialisation...
Persistent link: https://www.econbiz.de/10009324233
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - In: Applied mathematical finance 22 (2015) 3/4, pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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