We introduce a new method for the estimation of discount functions, yield curves and forward curves from government … although we do show how to impose various restrictions in the estimation. Our method is based on Kernel smoothing and is … our estimation procedure is iterative, rather like the backfitting method of estimating non-parametric models. We …

explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation …

The paper is concerned with the estimation of the long memory parameter in a conditionally heteroskedastic model … models ; semiparametric estimation ; modified R/S ; KPSS and V/S statistics ; periodogram …

paper extends this approach to the simultaneous estimation of both the function and its derivatives by combining the … integration procedure with a local polynomial approach. Finally the merits of this procedure with respect to the estimation of a … ; Additive Models ; Derivative Estimation ; Production Function …

macromodel. -- Factor Analysis ; Time Series ; Kernel estimation ; Nonparametric …

We develop a nonparametric estimation theory in a non-stationary environment, more precisely in the framework of null …