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  • Search: subject_exact:"Nichtparametrische Schätzung"
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Year of publication
Subject
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Nichtparametrische Schätzung 679 Nonparametric estimation 639 Nichtparametrisches Verfahren 388 Nonparametric statistics 388 Schätztheorie 377 Estimation theory 376 Regressionsanalyse 168 Regression analysis 167 Schätzung 154 Estimation 153 Theorie 114 Theory 114 Instrumental variables 79 IV-Schätzung 78 Zeitreihenanalyse 62 Time series analysis 60 Causality analysis 54 Kausalanalyse 54 nonparametric estimation 49 USA 46 United States 46 Panel 33 Statistical distribution 33 Statistische Verteilung 33 Panel study 32 Statistischer Fehler 32 Statistical error 31 Induktive Statistik 29 Statistical inference 29 Monte-Carlo-Simulation 27 Bootstrap approach 25 Bootstrap-Verfahren 25 Discrete choice 24 Diskrete Entscheidung 24 Monte Carlo simulation 24 Demand 23 Core 21 Nonparametric regression 21 Volatility 21 Volatilität 21
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Online availability
All
Free 341 Undetermined 196 CC license 7
Type of publication
All
Book / Working Paper 403 Article 277
Type of publication (narrower categories)
All
Article in journal 249 Aufsatz in Zeitschrift 249 Graue Literatur 245 Non-commercial literature 245 Working Paper 237 Arbeitspapier 233 Hochschulschrift 26 Thesis 17 Aufsatz im Buch 16 Book section 16 Collection of articles written by one author 7 Sammlung 7 Dissertation u.a. Prüfungsschriften 6 Aufsatzsammlung 5 Collection of articles of several authors 5 Sammelwerk 5 Lehrbuch 2 Textbook 2 Bibliografie enthalten 1 Bibliography included 1 Conference paper 1 Conference proceedings 1 Forschungsbericht 1 Konferenzbeitrag 1 Konferenzschrift 1
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Language
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English 668 German 9 Undetermined 2 French 1
Author
All
Linton, Oliver 21 Haile, Philip A. 16 Hoderlein, Stefan 16 Racine, Jeffrey 16 Phillips, Peter C. B. 15 Horowitz, Joel 14 Li, Degui 13 Gao, Jiti 12 Parmeter, Christopher F. 12 Armstrong, Timothy 10 Berry, Steven 9 Compiani, Giovanni 9 Dunker, Fabian 9 Florens, Jean-Pierre 9 Lewbel, Arthur 9 Henderson, Daniel J. 8 Kitamura, Yuichi 8 Pei, Zhuan 8 Cai, Zongwu 7 Card, David E. 7 Cattaneo, Matias D. 7 Chernozhukov, Victor 7 Crump, Richard K. 7 Freyberger, Joachim 7 Hsu, Yu-Chin 7 Kaido, Hiroaki 7 Kolesár, Michal 7 Lee, David S. 7 Li, Qi 7 Otsu, Taisuke 7 Weber, Andrea 7 Wilhelm, Daniel 7 Andrews, Isaiah 6 Bjørndal, Endre 6 Cheng, Xiaomei 6 Evdokimov, Kirill S. 6 Fang, Hanming 6 Kumbhakar, Subal 6 Sant'Anna, Marcelo 6 Scaillet, Olivier 6
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Institution
All
National Bureau of Economic Research 20 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 9 Institut für Schweizerisches Bankwesen <Zürich> 2 Goethe-Universität Frankfurt am Main 1 Institut für Höhere Studien und Wissenschaftliche Forschung 1 International Center for Financial Asset Management and Engineering 1 International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC> 1 National Centre of Competence in Research North South <Bern> 1 School of Economics and Political Science, Universität St. Gallen 1
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Published in...
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Journal of econometrics 50 CEMMAP working papers / Centre for Microdata Methods and Practice 49 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 23 Cowles Foundation Discussion Paper 20 NBER working paper series 19 Econometric reviews 14 Cowles Foundation discussion paper 12 NBER Working Paper 11 Quantitative economics : QE ; journal of the Econometric Society 11 Working paper / National Bureau of Economic Research, Inc. 10 Discussion papers of interdisciplinary research project 373 9 Economics letters 8 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 8 Discussion paper series / IZA 7 Essays in honor of Aman Ullah 7 The econometrics journal 7 Econometric theory 6 The review of economics and statistics 6 Discussion paper / Tinbergen Institute 5 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 5 Working paper / Department of Econometrics and Business Statistics, Monash University 5 Working papers / TSE : WP 5 Boston College working papers in economics 4 Department of Economics working paper series / McMaster University, Department of Economics 4 Discussion paper / Department of Business and Management Science 4 European journal of operational research : EJOR 4 Journal of productivity analysis 4 Nonparametric econometric methods 4 Série des documents de travail / Centre de Recherche en Économie et Statistique 4 The American economic review 4 Working papers series in theoretical and applied economics 4 Annals of economics and statistics 3 Cambridge working papers in economics 3 Econometrics papers 3 Economic modelling 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Journal of human resources : JHR 3 Journal of political economy 3 Journal of the American Statistical Association : JASA 3 Oxford bulletin of economics and statistics 3
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Source
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ECONIS (ZBW) 661 USB Cologne (EcoSocSci) 10 EconStor 4 USB Cologne (business full texts) 2 BASE 2 RePEc 1
Showing 1 - 50 of 680
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Econometrics of insurance with multidimensional types
Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H.; … - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 267-294
In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damages and allows for several claims, while insurees choose from a finite number of coverages. We show that the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190336
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015178608
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Model averaging and double machine learning
Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372755
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Nonparametric local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015207055
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Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon; Durlauf, Steven N.; Hu, Bo; Park, Joon Y. - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211683
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Nonparametric time varying IV-SVARs : estimation and inference
Braun, Robin; Kapetanios, George; Marcellino, Massimiliano - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015271384
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Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon; Durlauf, Steven N.; Hu, Bo; Park, Joon Y. - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014578035
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Model averaging and double machine learning
Ahrens, Achim; Hansen, Christian Bailey; Schaffer, Mark E. - 2024
This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. We introduce two new stacking approaches for DDML: short-stacking exploits the cross-fitting step of DDML to...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014454715
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Nonparametric estimation of the density of a change-point
Carrasco, Marine; Peltier, Hugo - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014478827
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Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon; Durlauf, Steven N.; Hu, Bo; Park, Joon Y. - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014520390
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014513441
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Nonparametric Gini-Frisch bounds
Chalak, Karim - In: Journal of econometrics 238 (2024) 1, pp. 1-24
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073828
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Sieve bootstrap inference for linear time-varying coefficient models
Friedrich, Marina; Lin, Yicong - In: Journal of econometrics 239 (2024) 1, pp. 1-29
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073963
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Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
Shi, Pengfei; Zhang, Xinyu; Zhong, Wei - In: Economics letters 238 (2024), pp. 1-4
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015075165
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Nonparametric estimation of allocative efficiency using indirect production theory : application to container ports in Norway
Rødseth, Kenneth Løvold; Holmen, Rasmus Bøgh; … - In: Journal of productivity analysis : an official journal … 62 (2024) 3, pp. 365-377
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015123234
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their econometric properties in contrast to...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015123509
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Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014480391
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Optimal Inference for Spot Regressions
Bollerslev, Tim; Li, Jia; Ren, Yuexuan - 2023
Betas from return regressions are commonly used to measure systematic financial market risks. "Good" beta measurements are essential for a range of empirical inquiries in finance and macroeconomics. We introduce a novel econometric framework for the nonparametric estimation of time-varying betas...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014354368
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One-step nonparametric instrumental regression using smoothing splines
Beyhum, Jad; Lapenta, Elia; Lavergne, Pascal - 2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014364170
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Nonparametric identification and estimation of contests with uncertainty
Shakhgildyan, Ksenia - 2023 - This version: February 23, 2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014248314
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Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023 - This version: May 10, 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014312055
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Nonparametric identification of random coefficients in aggregate demand models for differentiated products
Dunker, Fabian; Hoderlein, Stefan; Kaido, Hiroaki - In: The econometrics journal 26 (2023) 2, pp. 279-306
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014319357
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Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014330367
Saved in:
Cover Image
Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Beta-sorted portfolios - portfolios comprised of assets with similar covariation to selected risk factors - are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014333333
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Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi; Stengos, Thanasēs; Sun, Yiguo - In: Econometric reviews 42 (2023) 9/10, pp. 758-779
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014420356
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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://ebvufind01.dmz1.zbw.eu/10015192248
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Fisher-Schultz Lecture : Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data
Chernozhukov, Victor; Deaner, Ben; Gao, Ying; Hausman, … - National Bureau of Economic Research - 2025
This paper develops linear estimators for structural and causal parameters in nonparametric,nonseparable models using panel data. These models incorporate unobserved, time-varying, individual heterogeneity, which may be correlated with the regressors. Estimation is based on an approximation of...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194971
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Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities
Chen, Xiaohong; Christensen, Tim; Kankanala, Sid - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359403
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Correcting Endogeneity via Instrument-Free Two-Stage Nonparametric Copula Control Functions
Hu, Xixi; Qian, Yi; Xie, Hui - National Bureau of Economic Research - 2025
Given the ubiquitous presence of endogenous regressors and the challenges in finding good instruments to overcome the endogeneity problem, a forefront of recent research is the development and application of endogeneity correction methods without requiring instruments. In this article, we...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015361483
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/02/22
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013041400
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013494327
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Informational Content of Factor Structures in Simultaneous Binary Response Models
Khan, Shakeeb; Maurel, Arnaud; Zhang, Yichong - 2022
We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel data models, and in this paper we formally quantify their identifying power in a bivariate system often employed in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014241735
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A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu; Liu, Xiyuan - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013283992
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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://ebvufind01.dmz1.zbw.eu/10013263439
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Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012806699
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When is TSLS Actually LATE?
Blandhol, Christine; Bonney, John; Mogstad, Magne; … - National Bureau of Economic Research - 2022
Linear instrumental variable estimators, such as two-stage least squares (TSLS), are commonly interpreted as estimating positively weighted averages of causal effects, referred to as local average treatment effects (LATEs). We examine whether the LATE interpretation actually applies to the types...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012814484
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When is TSLS Actually LATE?
Blandhol, Christine; Bonney, John; Mogstad, Magne; … - 2022
Linear instrumental variable estimators, such as two-stage least squares (TSLS), are commonly interpreted as estimating positively weighted averages of causal effects, referred to as local average treatment effects (LATEs). We examine whether the LATE interpretation actually applies to the types...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013306072
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On the nonparametric estimation of the conditional hazard estimator in a single functional index
Gagui, Abdelmalek; Chouaf, Abdelhak - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 89-105
This paper deals with the conditional hazard estimator of a real response where the variable is given a functional random variable (i.e it takes values in an infinite-dimensional space). Specifically, we focus on the functional index model. This approach offers a good com- promise between...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013419430
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/09/26
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013393514
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A sequence of essays on sequences of auctions
Bougt, Daniel - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013203013
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Higher-order asymptotic properties of kernel density estimator with plug-in bandwidth
Imai, Shunsuke; Nishiyama, Yoshihiko - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013184333
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Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang; Huang, Wei; Linton, Oliver; Zhang, Zheng - In: Econometric reviews 43 (2024) 2/4, pp. 215-237
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014551514
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Measuring welfare and inequality with incomplete price information
Atkin, David; Faber, Benjamin; Fally, Thibault; … - In: The quarterly journal of economics 139 (2024) 1, pp. 419-475
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014528122
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Measuring growth in consumer welfare with income-dependent preferences : nonparametric methods and estimates for the United States
Jaravel, Xavier; Lashkari, Danial - In: The quarterly journal of economics 139 (2024) 1, pp. 477-532
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014528123
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(Non-)parametric recoverability of preferences and choice prediction
Zrill, Lanny - In: The review of economics and statistics 106 (2024) 1, pp. 217-229
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014517400
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A high-dimensional additive nonparametric model
Wu, Frank C. Z. - In: Journal of economic dynamics & control 166 (2024), pp. 1-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015051264
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Distribution-free methods to estimate willingness to pay models using discrete response valuation data
Zapata, Samuel D.; Carpio, Carlos E. - In: Journal of agricultural and resource economics : JARE ; … 49 (2024) 1, pp. 39-62
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052738
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 774-785
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015053465
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Optimal nonparametric range-based volatility estimation
Bollerslev, Tim; Li, Jia; Li, Qiyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073787
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Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
Xie, Haitian - In: Journal of econometrics 242 (2024) 1, pp. 1-42
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015075201
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