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  • Search: subject_exact:"Verteilungsfreie Statistik"
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Year of publication
Subjects
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Nichtparametrisches Verfahren 2,798 Nonparametric statistics 2,796 Theorie 1,370 Theory 1,370 Schätzung 514 Estimation 513 Estimation theory 498 Schätztheorie 498 Regressionsanalyse 413 Regression analysis 407 Zeitreihenanalyse 293 Time series analysis 291 USA 288 United States 288 Statistical test 193 Statistischer Test 193 Volatility 136 Volatilität 136 Statistical distribution 130 Statistische Verteilung 130 Forecasting model 113 Prognoseverfahren 113 Stochastic process 97 Stochastischer Prozess 97 Deutschland 90 Germany 90 Technical efficiency 88 Technische Effizienz 88 Welt 86 World 86 Data envelopment analysis 85 Data-Envelopment-Analyse 85 Modellierung 85 Panel 84 Panel study 84 Scientific modelling 84 Bootstrap approach 83 Bootstrap-Verfahren 83 ARCH model 74 ARCH-Modell 74
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Online availability
All
Free 938 Undetermined 38
Type of publication
All
Book / Working Paper 1,510 Article 1,316
Type of publication (narrower categories)
All
Graue Literatur 1,341 Non-commercial literature 1,341 Arbeitspapier 1,269 Working Paper 1,269 Article in journal 1,178 Aufsatz in Zeitschriften 1,178 Hochschulschrift 134 Dissertation 128 Thesis 128 Article in book 120 Aufsatz im Buch 120 Collection of articles written by one author 33 Sammlung 33 Lehrbuch 19 Collection of articles of several authors 18 Sammelwerk 18 Forschungsbericht 14 Bibliographie enthalten 8 Bibliography included 8 Case study 7 Fallstudie 7 Survey 7 Übersichtsarbeit 7 Kongress 5 Amtsdruckschrift 4 Congress report 4 Government document 4 Konferenzschrift 4 Kongressschrift 4 Mikroform 4 Handbook 3 Handbuch 3 Nachschlagewerk 3 reference book 3 Aufsatzsammlung 2 Bibliographie 2 Diskette 2 Dissertation u.a. Prüfungsschriften 2 Glossar enthalten 2 Glossary included 2
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Language
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English 2,755 German 53 French 8 Undetermined 6 Italian 1 Polish 1 Portuguese 1 Spanish 1
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Persons
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Linton, Oliver Bruce 71 Härdle, Wolfgang 58 Chen, Xiaohong 39 Cherchye, Laurens 39 Scaillet, Olivier 39 Lewbel, Arthur 32 De Rock, Bram 31 Li, Qi 31 Gao, Jiti 30 Horowitz, Joel 29 Feng, Yuanhua 28 Beran, Jan 27 Simar, Léopold 27 Robinson, Peter M. 26 Frölich, Markus 25 Hu, Yingyao 23 Racine, Jeffrey Scott 22 Vermeulen, Frederic 22 Heckman, James J. 20 Dette, Holger 19 Crawford, Ian A. 18 Mammen, Enno 18 Phillips, Peter C. B. 18 Newey, Whitney K. 17 Florens, Jean-Pierre 16 Sperlich, Stefan 16 Lang, Stefan 15 Lee, Sokbae 15 Matzkin, Rosa Liliana 15 Henderson, Daniel J. 14 Li, Degui 14 Stengos, Thanasēs 14 Haile, Philip A. 13 White, Halbert 13 Blundell, Richard W. 12 Kneib, Thomas 12 Lechner, Michael 12 Shimotsu, Katsumi 12 Ullah, Aman 12 Azomahou, Théophile 11
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Institutions
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Centre for Microdata Methods and Practice <London> 17 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 15 Center for Economic Research <Tilburg> 9 Forschungsinstitut zur Zukunft der Arbeit 7 Boston College / Department of Economics 4 California Agricultural Experiment Station <Berkeley, Calif.> / Department of Agricultural and Resource Economics 3 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 3 University of Cambridge / Department of Applied Economics 3 University of Cambridge / Faculty of Economics 3 Aarhus Universitet / Afdeling for Nationaløkonomi 2 Centre for Analytical Finance <Århus> 2 Columbia University / Department of Economics 2 Federal Reserve Bank of St. Louis 2 International Center for Financial Asset Management and Engineering 2 Laboratory of Economics and Management <Pisa> 2 London School of Economics and Political Science 2 Queen Mary College / Department of Economics 2 School of Economics, Mathematics and Statistics <London> 2 University of Essex / Department of Economics 2 University of Western Ontario / Department of Economics 2 Zentrum für Europäische Wirtschaftsforschung 2 Banca Nazionale del Lavoro <Rom> / Ufficio Scenari Economici 1 Banca Nazionale del Lavoro <Rom> / Ufficio Studi 1 Brown University / Department of Economics 1 Business Information Centre <Toronto> 1 Econometrisch Instituut <Rotterdam> 1 Ekonomiska forskningsinstitutet <Stockholm> 1 European University Institute / Department of Economics 1 Federal Reserve Bank of Dallas / Center for Latin American Economics 1 Federal Reserve Bank of Dallas / Research Department 1 Federal Reserve Bank of New York 1 Federal Reserve Bank of San Francisco 1 Institut for Nationaløkonomi <Kopenhagen> 1 Institute for Fiscal Studies 1 Instituto Valenciano de Investigaciones Económicas 1 International Symposium in Economic Theory and Econometrics <13, 1997, Sydney> 1 Iowa State University / Center for Agricultural and Rural Development 1 Johns Hopkins University / Department of Economics 1 Loughborough University / Department of Economics 1 McMaster University / Department of Economics 1
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Published in...
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Journal of econometrics 156 Discussion paper series 92 CEMMAP working papers / Centre for Microdata Methods and Practice 88 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 75 Discussion paper 74 Econometric theory 51 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 49 Economics letters 45 SFB 649 discussion paper 45 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 41 Working paper 40 Journal of business & economic statistics : JBES : a publication of the American Statistical Association 39 Journal of productivity analysis 34 Série des documents de travail / Centre de Recherche en Économie et Statistique 34 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 33 Econometric reviews 32 Cowles Foundation discussion paper 30 Journal of applied econometrics 30 Working paper / Department of Econometrics and Business Statistics, Monash University 27 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung : School of Economics and Political Science, Department of Economics 25 Discussion paper / Tinbergen Institute 23 Applied economics 22 CoFE discussion papers 20 The review of economics and statistics 19 Working papers 19 CREATES research paper 17 Econometrics papers 17 Allgemeines statistisches Archiv : AStA : journal of the German Statistical Society 15 American journal of agricultural economics 15 Discussion papers of interdisciplinary research project 373 15 Economic modelling 14 International economic review 14 Research paper series 14 Studies in nonlinear dynamics and econometrics : SNDE : quarterly publ. electronically on the internet 13 The econometrics journal 13 Working papers in economics 13 Applying Kernel and nonparametric estimation to economic topics 12 CORE discussion papers : DP 12 Discussion paper series / LSE Financial Markets Group 12 Journal of financial econometrics : official journal of the Society for Financial Econometrics 12
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Sources
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ECONIS (ZBW) 2,802 USB Cologne (EcoSocSci) 24
Showing 1 - 50 of 2,826
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Dissecting characteristics nonparametrically
Freyberger, Joachim; Neuhierl, Andreas; Weber, Michael - 2017 - This version: February 2017
We propose a nonparametric method to test which characteristics provide independent information for the cross section of expected returns. We use the adaptive group LASSO to select characteristics and to estimate how they affect expected returns nonparametrically. Our method can handle a large...
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Dissecting characteristics nonparametrically
Freyberger, Joachim; Neuhierl, Andreas; Weber, Michael - 2017
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The quest for parsimony in behavioral economics : new methods and evidence on three fronts
Stango, Victor; Yoong, Joanne; Zinman, Jonathan - 2017
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Re-examining the middle income trap hypothesis : what to reject and what to revive
Han, Xuehui; Wei, Shang-jin - 2017
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Revealed price preference : theory and stochastic testing
Deb, Rahul; Kitamura, Yuichi; Quah, John K.-H.; Stoye, Jörg - 2017
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A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar; Barunik, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE : … 21 (2017) 1, pp. 81-97
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To allocate slots or not: that is the question : prepared for the Roundtable on Capacity building through efficient use of existing airport infrastructure, 9-10 March 2017, Queréta...
Adler, Nicole; Yazhemsky, Ekaterina - Roundtable on Capacity Building through Efficient Use … - 2017
Based on a non-parametric, structural equation modelling framework, this paper compares a set of highly congested US and European airports in order to assess the impact of approaches on overall social welfare, considering airline and airport surplus and passenger welfare. This paper discusses...
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Global trade and the dollar
Boz, Emine; Gopinath, Gita; Plagborg-Møller, Mikkel - 2017
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The bunching estimator cannot identify the taxable income elasticity
Blomquist, Nils Sören; Newey, Whitney K. - 2017
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Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin; Sun, Yixiao - 2017 - This version: July 2017
This paper proposes new, simple, and more accurate statistical tests in a cointegrated system that allows for endogenous regressors and serially dependent errors. The approach involves first transforming the time series using orthonormal basis functions in L²[0,1], which has energy concentrated...
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Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin; Sun, Yixiao - 2016 - This version: December 31, 2015
This paper proposes new, simple, and more accurate statistical tests in a cointegrated system that allows for endogenous regressors and serially dependent errors. The approach involves first transforming the time series using some orthonormal basis functions in L2[0,1], which has energy...
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The value of knowing the propensity score for estimating average treatment effects
Rothe, Christoph - 2016
In a treatment effect model with unconfoundedness, treatment assignments are not only independent of potential outcomes given the covariates, but also given the propensity score alone. Despite this powerful dimension reduction property, adjusting for the propensity score is known to lead to an...
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Nonparametric analysis of random utility models
Kitamura, Yuichi; Stoye, Jörg - 2016 - This version: June 14, 2016
This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is to test the null hypothesis that a sample of cross-sectional demand distributions was generated by a population of rational consumers. We test a necessary and sufficient condition for...
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Interpretation and semiparametric efficiency in quantile regression under misspecification
Lee, Ying-ying - In: Econometrics : open access journal 4 (2016) 1, pp. 1-14
Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and the semiparametric efficiency bound for the quantile regression parameter β ( τ ) in Koenker and Bassett (1978). The first result on interpretation shows that under a...
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Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza; Griffiths, William E. - 2016
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Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function
Kanaya, Shin - 2016
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Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes
Kanaya, Shin - 2016
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Essays in empirical microeconomics
Peter, Noemi - 2016
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You, me and the mean : a semiparametric approach to the redistributive effects of transfer programs
Garcia-Medina, B. Cecilia - 2016
I examine how changes in the receipt of social transfers benefits associated to program reforms have affected the Canadian income distribution over the 1996-2006 period. Using the Survey of Labour and Income Dynamics, I apply nonparametric decomposition methods to construct density...
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Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
Sophon Tunyavetchakit - 2016
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Optimal inference in a class of regression models
Armstrong, Timothy B.; Kolesár, Michal - 2016
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Simple and honest confidence intervals in nonparametric regression
Armstrong, Timothy B.; Kolesár, Michal - 2016
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Simple and honest confidence intervals in nonparametric regression
Armstrong, Timothy B.; Kolesár, Michal - 2016 - June 2016, revised October 2016
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Topic in nonparametric identification and estimation
Hubner, Stefan - 2016
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The rank effect for commodities
Fernholz, Ricardo T.; Koch, Christoffer - 2016
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Estimating alternative technology sets in nonparametric efficiency analysis : restriction tests for panel and clustered data
Neumann, Anne; Nieswand, Maria; Schubert, Torben - 2016
Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive-based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....
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Bounding average treatment effects : a linear programming approach
Demuynck, Thomas - 2015
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Classification of nonparametric regression functions in heterogeneous panels
Vogt, Michael; Linton, Oliver Bruce - 2015
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members...
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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015
This paper investigates the finite sample performance of a comprehensive set of semi- and nonparametric estimators for treatment and policy evaluation. In contrast to previous simulation studies which mostly considered semiparametric approaches relying on parametric propensity score estimation,...
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - 2015
A two-step estimation method of stochastic volatility models is proposed. In the first step, we nonparametrically estimate the (unobserved) instantaneous volatility process. In the second step, standard estimation methods for fully observed diffusion processes are employed, but with the...
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Cost-effectiveness and heterogeneity : using finite mixtures of disease activity models to identify and analyze phenotypes
Borg, Sixten (contributor) - 2015
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Nonparametric stochastic discount factor decomposition
Christensen, Timothy - 2015
We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the stochastic discount factor (SDF) in dynamic Markov environments. The approach is nonparametric in that it does not impose parametric restrictions on the law of motion of the...
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Die Prüfung der globalen Güte eines Kausalmodells auf Stabilität mit Hilfe eines nichtparametrischen Bootstrap‐Algorithmus
Ohlwein, Martin - 2015
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Nonparametric regression estimation for multivariate null recurrent processes
Cai, Biqing; Tjostheim, Dag - In: Econometrics : open access journal 3 (2015) 2, pp. 265-288
This paper discusses nonparametric kernel regression with the regressor being a d-dimensional ß-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate p n(T)hd, where n(T) is the number of regenerations...
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Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar - 2015
This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...
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Big and tall : is there a height premium or obesity penalty in the labor market?
Lee, Wang-Sheng - 2015
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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015
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Re-examining the middle-income trap hypothesis : what to reject and what to revive?
Han, Xuehui; Wei, Shang-jin - 2015
Why do some economies grow faster than others? Do economies in the middle-income range face especially difficult challenges producing consistent growth? Using a transition matrix analysis on decade-level growth rates, we find that the data clearly reject the idea that middle-income economies...
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Unpacking the MPI : a decomposition approach of changes in multidimensional poverty headcounts
Pérez Pérez, Jorge Eduardo (contributor);  … - 2015
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Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia (contributor); Li, Degui (contributor);  … - 2015
In this paper, we consider semiparametric model averaging of the nonlinear dynamic time series system where the number of exogenous regressors is ultra large and the number of autoregressors is moderately large. In order to accurately forecast the response variable, we propose two semiparametric...
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Estimation of dynastic life-cycle discrete choice models
Gayle, George-Levi; Golan, Limor; Soytas, Mehmet A. - 2015
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Nonparametric estimation in case of endogenous selection
Breunig, Christoph; Mammen, Enno; Simoni, Anna - 2015
This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach relies on independence between covariates and selection conditionally on potential outcomes. Endogeneity of regressors is also allowed...
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“Identification of counterfactuals and payoffs in dynamic discrete choice with an application to land use”
Kalouptsidi, Myrto; Scott, Paul T.; Rodrigues, Eduardo … - 2015
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New approaches to estimating the child health-parental income relationship
Gannon, Brenda; Harris, David; Harris, Mark N.; … - 2015
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Sources of volatility during four oil price crashes
Baffes, John; Kshirsagar, Varun - 2015
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Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos (contributor);  … - 2015
We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up to scale, in consumption based asset pricing Euler equations. Ours is the first paper to prove nonparametric identification of Euler equations under low level conditions...
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Testing the "separability" condition in two-stage nonparametric models of production
Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. - 2015
Simar and Wilson (J. Econometrics, 2007) provided a statistical model that can rationalize two-stage estimation of technical efficiency in nonparametric settings. Two-stage estimation has been widely used, but requires a strong assumption: the second-stage environmental variables cannot affect...
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The export-productivity link in Brazilian manufacturing firms
Cirera, Xavier (contributor); Lederman, Daniel (contributor) - 2015
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The homogeneous marginal utility of income assumption
Demuynck, Thomas - 2015
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Nonparametric identification of endogenous and heterogeneous aggregate demand models : complements, bundles and the market level
Dunker, Fabian; Hoderlein, Stefan; Kaido, Hiroaki - 2015
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