nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence rate …

We investigate a class of semiparametric ARCH(∞) models that includes as a special case the partially nonparametric … likelihood. We establish the distribution theory of the parametric components and the pointwise distribution of the nonparametric … component of the model. We also discuss efficiency of both the parametric and nonparametric part. We investigate the performance …

issued coupon bonds. Our approach is nonparametric and does not assume a particular functional form for the discount function … our estimation procedure is iterative, rather like the backfitting method of estimating additive nonparametric models. We … with declining coefficients. The rate of convergence is standard for one dimensional nonparametric regression. We …

to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel …

We analyze the properties of non- and semiparametric estimation procedures involving nonparametric regression with … generated covariates. Such estimators appear in numerous econometric applications, including nonparametric estimation of … establish asymptotic properties like rates of consistency or asymptotic normality for a wide range of semi- and nonparametric …