This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …

This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …

This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …

In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …

estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …

We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada … them parametric and nonparametric econometric methods, for robustness and completeness. Our evaluation strategy is based on … nonparametric univariate and multivariate statistical methods to test whether the first and second moments of a variety of real …

This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …