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An introduction to nonparametric regression for labor economists
Henderson, Daniel J.; Souto, Anne-Charlotte - 2018
In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
Persistent link: https://www.econbiz.de/10011946249
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Are box office revenues equally unpredictable for all movies? : evidence from a random forest-based model
Antipov, Evengy A.; Pokryshevskaya, Elena B. - In: Journal of revenue and pricing management 16 (2017) 3, pp. 295-307
Persistent link: https://www.econbiz.de/10011912835
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Jump regressions
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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Nonparametric instrumental variable estimation
Wilhelm, Daniel; Chetverikov, Denis; Kim, Dongwoo - 2017
This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are able to impose monotonicity of the estimated function....
Persistent link: https://www.econbiz.de/10011758353
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Additive hedonic regression models with spatial scaling factors: An application for rents in Vienna
Brunauer, Wolfgang; Lang, Stefan; Wechselberger, Peter; … - 2008
We apply additive mixed regression models (AMM) to estimate hedonic price equations. Non-linear effects of continuous …
Persistent link: https://www.econbiz.de/10010293405
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Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models
Brunauer, Wolfgang A.; Keiler, Sebastian; Lang, Stefan - 2010
regression (STAR) model simultaneously, modeling potentially nonlinear effects as P(enalized)-Splines and controlling for cluster …
Persistent link: https://www.econbiz.de/10010294836
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Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
Scholz, Achim; Neumeyer, Natalie; Munk, Axel - 2004
The purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in … nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that … maximum likelihood statistic from a heteroscedastic one way ANOVA to the context of nonparametric regression. The maximum …
Persistent link: https://www.econbiz.de/10010296611
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Bootstrap tests for the error distribution in linear and nonparametric regression models
Nagel, Eva-Renate; Dette, Holger; Neumeyer, Natalie - 2004
common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that … linear and nonparametric regression models. …
Persistent link: https://www.econbiz.de/10010296621
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A comparative study of monotone nonparametric kernel estimates
Pilz, Kay F.; Dette, Holger - 2004
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates … Pilz (2003) and combines density and regression estimation techniques to obtain a monotone curve estimate of the inverse of … the isotone regression function. The three concepts are briefly reviewed and their finite sample properties are studied by …
Persistent link: https://www.econbiz.de/10010296624
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On the estimation of a monotone conditional variance in nonparametric regression
Dette, Holger; Pilz, Kay F. - 2004
A monotone estimate of the conditional variance function in a heteroscedastic, nonpara- metric regression model is …
Persistent link: https://www.econbiz.de/10010296626