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Smooth coefficient estimation of a seemingly unrelated regression

Henderson, Daniel J.; Kumbhakar, Subal; Li, Qi; … - In: Journal of econometrics 189 (2015) 1, pp. 148-162

Persistent link: https://www.econbiz.de/10011502513

Empirical implementation of nonparametric first-price auction models

Henderson, Daniel J.; List, John A.; Millimet, Daniel L.; … - 2011

Persistent link: https://www.econbiz.de/10009158066

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

Root-n consistent Kernel density estimation in practice

Henderson, Daniel J.; Parmeter, Christopher F. - In: Journal of econometric methods 6 (2017) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011944851

Gradient-based smoothing parameter selection for nonparametric regression estimation

Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of Econometrics 184 (2015) 2, pp. 233-241

Estimating gradients is of crucial importance across a broad range of applied economic domains. Here we consider data-driven bandwidth selection based on the gradient of an unknown regression function. This is a difficult problem given that direct observation of the value of the gradient is...

Persistent link: https://www.econbiz.de/10011117420