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An entropy-based metric for product remanufacturability
Ramoni, Monsuru O.; Zhang, Hong-chao - In: Journal of remanufacturing 2 (2012), pp. 1-8
metric is based on entropy, a phenomenon well known in engineering. … paper develops a metric to quantify the remanufacturability incorporated into the new product at the design stage. The …
Persistent link: https://www.econbiz.de/10009764689
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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
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Square density weighted average derivatives estimation of single index models
Sung, Myung Jae - In: The Korean economic review 30 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10011285531
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Plug-in bandwidth selection for kernel density estimation with discrete data
Chu, Chi-yang; Henderson, Daniel J.; Parmeter, … - In: Econometrics : open access journal 3 (2015) 2, pp. 199-214
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …
Persistent link: https://www.econbiz.de/10011296735
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Combining the virtues of stochastic frontier and data envelopment analysis
Parmeter, Christopher F.; Zelenyuk, Valentin - In: Operations research 67 (2019) 6, pp. 1628-1658
Persistent link: https://www.econbiz.de/10012146920
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An introduction to nonparametric regression for labor economists
Henderson, Daniel J.; Souto, Anne-Charlotte - In: Journal of labor research 39 (2018) 4, pp. 355-382
Persistent link: https://www.econbiz.de/10012053486
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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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One-step semiparametric estimation of the GARCH model
Di, Jianing; Gangopadhyay, Ashis - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
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Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics : open access journal 5 (2017) 1, pp. 1-26
on nonparametric covariance matrix estimators are explored. Fixed-b theory is developed for the HAC estimators which … statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …
Persistent link: https://www.econbiz.de/10011653607
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029