Similar Search Results

npbr : a package for nonparametric boundary regression in R

Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015

Persistent link: https://www.econbiz.de/10011302331

Urban house price surfaces near a World Heritage Site : modeling conditional price and spatial heterogeneity

Fritsch, Markus; Haupt, Harry; Ng, Pin T. - In: Regional science & urban economics 60 (2016), pp. 260-275

Persistent link: https://www.econbiz.de/10011639155

A tourist in the economics of tourism : reflections on nonparametric estimation of stochastic frontier models

Parmeter, Christopher F. - In: Tourism economics : the business and finance of tourism … 31 (2025) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10015192248

Nonparametric estimation of large spot volatility matrices for high-frequency financial data

Bu, Ruijun; Li, Degui; Linton, Oliver; Wang, Hanchao - 2022 - This version: March 16, 2022

Persistent link: https://www.econbiz.de/10013263439

Iterative algorithm for non parametric estimation of the instrumental variables quantiles

Fève, Frédérique; Florens, Jean-Pierre - In: Economics letters 123 (2014) 3, pp. 300-304

Persistent link: https://www.econbiz.de/10010401336

A smooth coefficient quantile regression approach to the social capital–economic growth nexus

Deng, Wen-Shuenn; Lin, Yi-Chen; Gong, Jinguo - In: Economic modelling 29 (2012) 2, pp. 185-197

Persistent link: https://www.econbiz.de/10009536039

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Persistent link: https://www.econbiz.de/10010515948

Backfitting and smooth backfitting in varying coefficient quantile regression

Lee, Young K.; Mammen, Enno; Park, Byeong U. - In: The econometrics journal 17 (2014) 2, pp. 20-38

Persistent link: https://www.econbiz.de/10010498737

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10010481119

A semiparametric model for heterogeneous panel data with fixed effects

Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345

Persistent link: https://www.econbiz.de/10011500509