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Determinants of household consumption expenditure : comparing semiparametric versus parametric regression fits

C̨ağlayan, Ebru; Dayıoğlu, Tuğba - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 767-774

Persistent link: https://www.econbiz.de/10010363132

Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model

Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381

Persistent link: https://www.econbiz.de/10010495168

Semiparametric varying coefficient models with endogenous covariates

Centorrino, Samuele; Racine, Jeffrey - 2016

Persistent link: https://www.econbiz.de/10011447092

Semiparametric varying coefficient models with endogenous covariates

Centorrino, Samuele; Racine, Jeffrey - In: Annals of economics and statistics 128 (2017), pp. 261-295

Persistent link: https://www.econbiz.de/10011776896

Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Arai, Yoichi; Ichimura, Hidehiko - 2013

We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimisation problem is not well-defined when the sign of the...

Persistent link: https://www.econbiz.de/10009753169