Showing 1 - 10 of 2,096
Persistent link: https://www.econbiz.de/10010230642
Persistent link: https://www.econbiz.de/10012146920
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due to the systematic use of this extra information. The...
Persistent link: https://www.econbiz.de/10011878199
estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
Persistent link: https://www.econbiz.de/10010487528
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10011382707
In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …
Persistent link: https://www.econbiz.de/10010462852
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …
Persistent link: https://www.econbiz.de/10011296735
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …
Persistent link: https://www.econbiz.de/10010188249
A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income status is related between parents and adult child. The method overcomes the shortcomings of the elasticity of children’s income with respect to parents’ income (i.e. its...
Persistent link: https://www.econbiz.de/10011958888
A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income status is related between parents and adult child. The method overcomes the shortcomings of the elasticity of children's income with respect to parents' income (i.e. its...
Persistent link: https://www.econbiz.de/10011896785