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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

A simple estimator for partial linear regression with endogenous nonparametric variables

Delgado, Michael S.; Parmeter, Christopher F. - In: Economics letters 124 (2014) 1, pp. 100-103

Persistent link: https://www.econbiz.de/10010490581

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

Identification of additive and polynomial models of mismeasured regressors without instruments

Ben-Moshe, Dan; D'Haultfœuille, Xavier; Lewbel, Arthur - In: Journal of econometrics 200 (2017) 2, pp. 207-222

Persistent link: https://www.econbiz.de/10011917184

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

Semiparametric stochastic frontier models : a generalized additive model approach

Ferrara, Giancarlo; Vidoli, Francesco - In: European journal of operational research : EJOR 258 (2017) 2, pp. 761-777

Persistent link: https://www.econbiz.de/10011644467

Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects

Malikov, Emir; Kumbhakar, Subal; Sun, Yiguo - In: Journal of econometrics 190 (2016) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10011592260

Instrumental variable quantile regression under random right censoring

Beyhum, Jad; Tedesco, Lorenzo; Van Keilegom, Ingrid - In: The econometrics journal 27 (2024) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10014528086

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