Similar Search Results - EconBiz

Nonparametric estimation for regulation models

Enache, Andreea; Florens, Jean-Pierre - In: Annals of economics and statistics 131 (2018), pp. 45-58

Persistent link: https://www.econbiz.de/10012249485

Jump-robust volatility estimation using nearest neighbor truncation

Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009

Persistent link: https://www.econbiz.de/10003909988

Revisiting instrumental variables and the classic control function approach, with implications for parametric and non-parametric regressions

Kim, Kyoo Il; Petrin, Amil - 2011

"We show that the well-known numerical equivalence between two-stage least squares (2SLS) and the classic control function (CF) estimator raises an interesting and unrecognized puzzle. The classic CF approach maintains that the regression error is mean independent of the instruments conditional...

Persistent link: https://www.econbiz.de/10008822526

Adaptive Realized Kernels

Carrasco, Marine; Kotchoni, Rachidi - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 757-797

Persistent link: https://www.econbiz.de/10011417704

Spot volatility estimation using delta sequences

Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto - In: Finance and stochastics 19 (2015) 2, pp. 261-293

Persistent link: https://www.econbiz.de/10011417938

A consistent bootstrap procedure for nonparametric symmetry tests

Henderson, Daniel J.; Parmeter, Christopher F. - In: Economics letters 131 (2015), pp. 78-82

Persistent link: https://www.econbiz.de/10011422658

Inference on causal effects in a generalized regression kink design

Card, David E.; Lee, David S.; Pei, Zhuan; Weber, Andrea - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2453-2483

Persistent link: https://www.econbiz.de/10011431547

Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables

Yıldız, Neşe - In: Economics letters 132 (2015), pp. 133-135

Persistent link: https://www.econbiz.de/10011431557

A nonparametric kernel regression approach for pricing options on stock market index

Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913

Persistent link: https://www.econbiz.de/10011432797

Non-parametric estimation of copula parameters : testing for time-varying correlation

Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106

Persistent link: https://www.econbiz.de/10011311193

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