Search Results - subject:"nonparametric regression"

A nonparametric hypothesis test via the Bootstrap resampling

Temel, Tugrul - Volkswirtschaftliche Fakultät, … - 2011

This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to...

Persistent link: https://www.econbiz.de/10009148028

Nonparametric Estimation of Average Treatment Effects Under Exogeneity : A Review

Imbens, Guido - 2011

Recently there has been a surge in econometric work focusing on estimating average treatment effects under various sets of assumptions. One strand of this literature has developed methods for estimating average treatment effects for a binary treatment under assumptions variously described as...

Persistent link: https://www.econbiz.de/10013126219

Empirical Likelihood for Nonparametric Additive Models

Otsu, Taisuke - 2011

Nonparametric additive modeling is a fundamental tool for statistical data analysis which allows flexible functional forms for conditional mean or quantile functions but avoids the curse of dimensionality for fully nonparametric methods induced by high-dimensional covariates. This paper proposes...

Persistent link: https://www.econbiz.de/10013127382

Using proxy variables to control for unobservables when estimating productivity : a sensitivity analysis

Ornaghi, Carmine; Van Beveren, Ilke - 2011

Persistent link: https://www.econbiz.de/10009299562

Using proxy variables to control for unobservables when estimating productivity : a sensitivity analysis

Ornaghi, Carmine; Van Beveren, Ilke - 2011

Persistent link: https://www.econbiz.de/10009299669

Empirical likelihood for nonparametric additive models

Otsu, Taisuke - 2011

Persistent link: https://www.econbiz.de/10008939098

Asymptotic theory for nonparametric regression with spatial data

Robinson, Peter M. - 2011

Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent … of our conditions to spatial autoregressive models, and models defined on a regular lattice. -- Nonparametric regression …

Persistent link: https://www.econbiz.de/10008906533

A note on nonparametric estimation of the effective dose in quantal bioassay

Dette, Holger; Neumeyer, Natalie; Pilz, Kay Frederik - 2003

For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...

Persistent link: https://www.econbiz.de/10010514275

Research on convertible bond pricing efficiency based on nonparametric fixed effect panel data model

Yan, Honglei; Yang, Suigen; zhao, shengmin - In: China Finance Review International 6 (2016) 1, pp. 32-55

trading opportunities. Application of nonparametric regression and simultaneous confidence band in derivative pricing is … practical utility is somewhat limited, and the impractical assumptions lead to model risk. This study uses nonparametric … regression to study the pricing of convertible bonds thus circumvents the problem of model risk. Simultaneous confidence band for …

Persistent link: https://www.econbiz.de/10014694547

Identification in Differentiated Products Markets

Berry, Steven; Haile, Philip A. - 2016

Empirical models of differentiated products demand (and often supply) are widely used in industrial organization and other fields of economics. We review some recent work studying identification in a broad class of such models. This work shows that the parametric functional forms and...

Persistent link: https://www.econbiz.de/10014124299