Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. <i>Nonparametric Econometrics</i> fills a major gap by gathering together the most...

We revisit Fair's (1978) 'theory of extramarital affairs' using robust nonparametric methods developed for the analysis of categorical data. We find evidence suggesting that the number of years married is not a relevant predictor of the propensity to engage in extramarital affairs having...

In this paper we consider the problem of estimating an unknown joint distribution which is defined over mixed discrete and continuous variables. A nonparametric kernel approach is proposed with smoothing parameters obtained from the cross-validated minimization of the estimator's integrated...

We propose a semiparametric varying-coefficient estimator that admits both qualitative and quantitative covariates along with a test for correct specification of parametric varying-coefficient models. The proposed estimator is exceedingly flexible and has a wide range of potential applications...