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Nonparametric estimation of first price auctions via density-quantile function
Zhang, Yu Yvette - In: Economics letters 216 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448332
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On optimal spatial subsample size for variance estimation
Nordman, Daniel J.; Lahiri, Soumendra N. - 2002
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
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Adaptive non-parametric instrumental regression in the presence of dependence
Asin, Nicolas; Johannes, Jan - In: Annals of economics and statistics 128 (2017), pp. 5-66
Persistent link: https://www.econbiz.de/10011776887
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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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
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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
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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
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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
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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
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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