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Examples of L2-complete and boundedly-complete distributions

Andrews, Donald W. K. - In: Journal of econometrics 199 (2017) 2, pp. 213-220

Persistent link: https://www.econbiz.de/10011897680

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Dunker, Fabian - 2015

In econometrics some nonparametric instrumental regression models and nonparametric demand models with endogeneity lead …

Persistent link: https://www.econbiz.de/10011392754

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression

Li, Degui - 2013

We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression framework that allows for both fixed design and random design coefficient variation. In the fixed design case these nonparametric sample covariances have different uniform...

Persistent link: https://www.econbiz.de/10013072455

Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

Wang, Hanchao - 2020

This paper studies estimation of covariance matrices with conditional sparse structure. We overcome the challenge of estimating dense matrices using a factor structure, the challenge of estimating large-dimensional matrices by postulating sparsity on the covariance of the random noises, and the...

Persistent link: https://www.econbiz.de/10012844599

A New Semiparametric Estimation Approach of Large Dynamic Covariance Matrices with Multiple Conditioning Variables

Chen, Jia - 2018

This paper studies the estimation of dynamic covariance matrices with multiple conditioning variables, where the matrix size can be ultra large (divergent at an exponential rate of the sample size). We introduce an easy-to-implement semiparametric method to estimate each entry of the covariance...

Persistent link: https://www.econbiz.de/10012915138

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia

Gong, Xiaodong; Gao, Jiti - 2015

This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...

Persistent link: https://www.econbiz.de/10011309141

Measuring the price responsiveness of gasoline demand : economic shape restrictions and nonparametric demand estimation

Blundell, Richard W.; Horowitz, Joel; Parey, Matthias - In: Quantitative economics : QE ; journal of the … 3 (2012) 1, pp. 29-51

This paper develops a new method for estimating a demand function and the welfare consequences of price changes. The … method is applied to gasoline demand in the United States and is applicable to other goods. The method uses shape … restrictions derived from economic theory to improve the precision of a nonparametric estimate of the demand function. Using data …

Persistent link: https://www.econbiz.de/10011756415

Estimating firms' demand for agglomeration

Koster, Hans; Ommeren, Jos van; Rietveld, Piet - 2010

The market for commercial properties is characterised by extreme heterogeneity in demand. In this paper, we aim to gain … more insight in the heterogeneity in demand for employment agglomeration and size of the rental property using a two …

Persistent link: https://www.econbiz.de/10011381817

Partial identification of amenity demand functions

Zhang, Congwen; Boyle, Kevin J.; Kuminoff, Nicolai V. - In: Journal of environmental economics and management : … 71 (2015), pp. 180-197

Persistent link: https://www.econbiz.de/10011576734

Nonparametric estimation of customer segments from censored sales panel data

Jörg, Johannes Ferdinand; Cleophas, Catherine - In: Journal of revenue and pricing management 21 (2022) 4, pp. 393-417

Persistent link: https://www.econbiz.de/10013390537

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