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Persistent link: https://www.econbiz.de/10010226491
this Bayesian algorithm works when the maximum likelihood estimation fails. Implementing graphic processing unit computing …
Persistent link: https://www.econbiz.de/10013271063
". I describe the estimation procedure, derive the asymptotic distribution, and provide Monte Carlo results. I apply the …
Persistent link: https://www.econbiz.de/10014215885
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...
Persistent link: https://www.econbiz.de/10010254852
This paper considers estimation and inference for varying-coefficient models with nonstationary regressors. We propose … a nonparametric estimation method using penalized splines, which achieves the same optimal convergence rate as kernel …
Persistent link: https://www.econbiz.de/10009767261
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow...
Persistent link: https://www.econbiz.de/10010354164
In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current Population Survey data, to analyze returns to schooling. Similar to previous research, we find that blacks and Hispanics have higher rates of return on average. However, for married...
Persistent link: https://www.econbiz.de/10010462852
We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …
Persistent link: https://www.econbiz.de/10010467807
We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …
Persistent link: https://www.econbiz.de/10010472511
nonparametric two-stage least squares (or 2SLS) estimation method. To further improve estimation accuracy, we also construct a …
Persistent link: https://www.econbiz.de/10011504611