Using a range of nonparametric methods, the paper examines the specification of a model to evaluate the willingness …

rule specifications as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting … semiparametric models in forecasting the interest rates as the forecasting horizon lengthens. …

replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility …

The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m … estimators of m(x) and its derivatives. The convergence rate is the same as for an uncensored nonparametric regression and its … heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …

nonparametric and semiparametric specifications. …

rule speci.cations as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting that … constructed from combinations of all models perform particularly well and that there are gains from semiparametric models in …

it has a negative effect on economic growth. We use a combination of nonparametric (NP) and instrumental variable … semiparametric (SNP-IV) methods to obtain inflation thresholds for the United States. The results suggest that the relationship …

Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to … turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i>Nonparametric … the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and …

policy rule specifications, as well as nonparametric and semiparametric models, to forecast the nominal interest rate setting …, that forecasts constructed from semiparametric models perform particularly well over the inflation targeting regime and … that there are gains from semiparametric models in forecasting the interest rates as the forecasting horizon lengthens. …