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 …

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 …

This paper discusses a methodology which uses time series cross sectional datafor the estimation of a time dependent … estimation of additive individual effects and which may essentially improve a traditional panel data analysis. …

dealing with more than one lag. When the mean has an additive structure, however, better estimation methods are available … estimation of the conditional mean, it is equally if not more important to measure the future risk of the series along with the … interpretation of each lagged value's influence on such a function. In this paper we consider the joint estimation of both the …