Nonparametric Econometrics: Theory and Applications 1
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- Type
- article
- Published
- 2007-01-01
- Cited by
- 1
- References
- 140
- OpenAlex
- https://openalex.org/W37413323
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:115980891
Keywords
Econometrics, Nonparametric statistics, Economics, Mathematics, Statistics
References
- Nonparametric Estimation of Conditional Expected Shortfall
- On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83
- Adaptive varying‐coefficient linear models
- Independent and stationary sequences of random variables
- Using the Spatial Configuration of the Data to Improve Estimation
- Inference on the Quantile Regression Process
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Optimization of conditional value-at risk
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Semiparametric estimation of Value at Risk
- Quantile smoothing splines
- On Estimating Regression
- Trending time-varying coefficient time series models with serially correlated errors
- Martingale Limit Theory and Its Application
- Nonparametric Identification of Nonlinear Time Series: Projections
- Quantile regression: a nonparametric approach
- Functional coefficient instrumental variables models
- Asymptotic Properties of Kernel Estimators Based on Local Medians
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