Search Results - subject:"nonparametric estimation"

Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems

Monteiro, Ana M.; Santos, António A. F. - In: The journal of futures markets 42 (2022) 1, pp. 152-171

Persistent link: https://www.econbiz.de/10012796300

Non-parametric estimation and evaluation of capability sets

Verbunt, Pim; Rogge, Nicky; Van Puyenbroeck, Tom - In: Oxford economic papers 74 (2022) 1, pp. 265-296

Persistent link: https://www.econbiz.de/10012799225

A nonparametric nonclassical measurement error approach to estimating intergenerational mobility elasticities

An, Yonghong; Wang, Le; Xiao, Ruli - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10012804096

Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354

Persistent link: https://www.econbiz.de/10012804117

Simplifying bias correction for selective sampling : a unified distribution-free approach to handling endogenously selected samples

Qian, Yi; Xie, Hui - In: Marketing science 41 (2022) 2, pp. 336-360

Persistent link: https://www.econbiz.de/10013363739

Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors

Guo, Jing; Wang, Lei; Zhang, ZhengYu - In: Economic modelling 110 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013348383

Partial identification and estimation of semiparametric ordered response models with interval regressor data

Wang, Xi; Chen, Songnian - In: Oxford bulletin of economics and statistics 84 (2022) 4, pp. 830-849

Persistent link: https://www.econbiz.de/10013348496

Long Story Short : Omitted Variable Bias in Causal Machine Learning

Chernozhukov, Victor; Cinelli, Carlos; Newey, Whitney K.; … - National Bureau of Economic Research - 2022

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for a broad class of causal parameters that can be identified as linear functionals of the conditional expectation function of the outcome. Such functionals encompass many of the traditional targets of...

Persistent link: https://www.econbiz.de/10013334519

Hawkes model specification for limit order books

Kirchner, Matthias; Vetter, Silvan - In: The European journal of finance 28 (2022) 7, pp. 642-662

Persistent link: https://www.econbiz.de/10013373306

Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - In: Journal of econometrics 226 (2022) 1, pp. 115-138

Persistent link: https://www.econbiz.de/10013440523