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Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Theorie
24
Theory
24
Estimation
22
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22
Time series analysis
13
Zeitreihenanalyse
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Applying Kernel and nonparametric estimation to economic topics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
544
CEMMAP working papers / Centre for Microdata Methods and Practice
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Econometric theory
168
Economics letters
148
Econometric reviews
126
Journal of the American Statistical Association : JASA
108
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
98
Discussion paper series / IZA
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Discussion paper / Tinbergen Institute
82
The econometrics journal
82
SFB 649 discussion paper
81
Cowles Foundation discussion paper
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
Quantitative economics : QE ; journal of the Econometric Society
67
Discussion papers of interdisciplinary research project 373
66
Cowles Foundation Discussion Paper
61
European journal of operational research : EJOR
61
Applied economics
60
Journal of applied econometrics
59
IZA Discussion Paper
55
NBER Working Paper
53
Applied economics letters
52
Discussion paper / Center for Economic Research, Tilburg University
52
Energy economics
51
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
50
Journal of productivity analysis
48
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1
A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
Saved in:
2
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
3
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
4
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
5
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Saved in:
6
Multi-criteria classification for pricing European options
Gradojevic, Nikola
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
Saved in:
7
Stock market’s reaction to money supply : a nonparametric analysis
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 669-689
Persistent link: https://www.econbiz.de/10011431062
Saved in:
8
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
9
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
10
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
Saved in:
11
Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries
Musolesi, Antonio
;
Mazzanti, Massimiliano
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 521-541
Persistent link: https://www.econbiz.de/10010461187
Saved in:
12
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
13
A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 483-505
Persistent link: https://www.econbiz.de/10010461199
Saved in:
14
The effect of round-off error on long memory processes
La Spada, Gabriele
;
Lillo, Fabrizio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
4
,
pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
Saved in:
15
Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product
Arora, Siddharth
;
Little, Max A.
;
McSharry, Patrick E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 395-420
Persistent link: https://www.econbiz.de/10009787979
Saved in:
16
The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter
;
Zhou, Zhong-guo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
Saved in:
17
Filtering time series with penalized splines
Kauermann, Goeran
;
Krivobokova, Tatyana
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009515533
Saved in:
18
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
19
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
20
Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests
Ergun, A. Tolga
;
Jun, Jongbyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009515143
Saved in:
21
First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
Iglesias, Emma M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009515144
Saved in:
22
A non-parametric investigation of risk premia
Peroni, Chiara
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-50
Persistent link: https://www.econbiz.de/10009513568
Saved in:
23
Linear cointegration of nonlinear time series with an application to interest rate dynamics
Nesmith, Travis D.
;
Jones, Barry E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009513636
Saved in:
24
A new application of exact nonparametric methods to long-horizon predictability tests
Liu, Wei
;
Maynard, Alex S.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009512621
Saved in:
25
A dynamic semiparametric proportional hazard model
Gerhard, Frank
;
Hautsch, Nikolaus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009513031
Saved in:
26
Relationship between local and global nonparametric estimators measures of fitting and smoothing
Dagum, Estela Bee
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002652162
Saved in:
27
A nonparametric dimension test of the term structure
Gil-Bazo, Javier
(
contributor
);
Rubio, Gonzalo
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10002652246
Saved in:
28
Combining forecasts with nonparametric kernel regressions
Li, Fuchun
(
contributor
);
Tkacz, Greg
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652257
Saved in:
29
Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle
Dahl, Christian M.
;
González-Rivera, Gloria
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10002004101
Saved in:
30
An assessment of international business cyle asymmetries using Clements and Krolzig's parametric approach
Belaire-Franch, Jorge
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790052
Saved in:
31
Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan P.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
4
,
pp. 281-302
Persistent link: https://www.econbiz.de/10001769757
Saved in:
32
A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter
;
Lucas, André
;
Taylor, Nicholas
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 25-47)
.
2000
Persistent link: https://www.econbiz.de/10001548459
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33
An out-of-sample, nonparametric test of the Martingale difference hypothesis
McCracken, Michael W.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 49-75)
.
2000
Persistent link: https://www.econbiz.de/10001548462
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34
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy
;
Birgean, Ionel
;
Kilian, Lutz
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 77-107)
.
2000
Persistent link: https://www.econbiz.de/10001548525
Saved in:
35
Semiparametirc varying parameter panel data models : an application to estimation of speed of convergence
Kumar, Subodh
;
Ullah, Aman
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 109-128)
.
2000
Persistent link: https://www.econbiz.de/10001548526
Saved in:
36
Specification testing and nonparametric estimation of the human capital model
Zheng, John Xu
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 129-154)
.
2000
Persistent link: https://www.econbiz.de/10001548532
Saved in:
37
A nonparametric approach to stochastic discount factor estimation
Hu, Fan
;
Hall, Alastair R.
;
Nychka, Douglas W.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 155-176)
.
2000
Persistent link: https://www.econbiz.de/10001548534
Saved in:
38
Nonparametric estimation of the net benefits of Southern Illinois University on the State of Illinois by the human capital model
Grosskopf, Shawna
;
Sloboda, Brian W.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 179-200)
.
2000
Persistent link: https://www.econbiz.de/10001548537
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39
The reaction of housing prices to information on superfund sites : a semiparametric analysis of the Tacoma, Washington market
McMillen, Daniel P.
;
Thorsnes, Paul
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 201-228)
.
2000
Persistent link: https://www.econbiz.de/10001548540
Saved in:
40
Nonparametric assessment of the effects of neighborhood land uses on residential house values
Iwata, Shigeru
;
Murao, Hiroshi
;
Wang, Qiang
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 229-257)
.
2000
Persistent link: https://www.econbiz.de/10001548541
Saved in:
41
A nonparametric analysis of the US male earnings distribution
Ginther, Donna K.
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 275-307)
.
2000
Persistent link: https://www.econbiz.de/10001548546
Saved in:
42
Nonparametric analysis of growth in replenishable resource stocks
Racine, J. S.
;
Smith, J. Barry
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 309-327)
.
2000
Persistent link: https://www.econbiz.de/10001548552
Saved in:
43
Nonparametric efficiency testing of Asian stock markets using weekly data
Los, Cornelis Albertus
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 329-363)
.
2000
Persistent link: https://www.econbiz.de/10001548554
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44
Time-series near-neighbor regression
Jaditz, Theodore Mark
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 35-44
Persistent link: https://www.econbiz.de/10001773111
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45
Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-hwy
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 169-182
Persistent link: https://www.econbiz.de/10001773135
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46
Efficient estimation of dynamical systems
Iacus, Stefano Maria
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 213-226
Persistent link: https://www.econbiz.de/10001773144
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47
Investigating cyclical asymmetries
Verbrugge, Randal
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001769657
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48
EmmPack 1.01 : C/C++ code for use with ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
3
,
pp. 77-94
Persistent link: https://www.econbiz.de/10001769667
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49
A nonlinear analysis of forward premium and volatility
Hsu, Chiente
(
contributor
);
Kugler, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
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