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npbr : a package for nonparametric boundary regression in R

Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015

Persistent link: https://www.econbiz.de/10011302331

Urban house price surfaces near a World Heritage Site : modeling conditional price and spatial heterogeneity

Fritsch, Markus; Haupt, Harry; Ng, Pin T. - In: Regional science & urban economics 60 (2016), pp. 260-275

Persistent link: https://www.econbiz.de/10011639155

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Persistent link: https://www.econbiz.de/10010515948

Uniform confidence bands for pricing kernels

Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 376-413

Persistent link: https://www.econbiz.de/10011339301

Gradient-based smoothing parameter selection for nonparametric regression estimation

Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of econometrics 184 (2015) 2, pp. 233-241

Persistent link: https://www.econbiz.de/10011339349

A semiparametric model for heterogeneous panel data with fixed effects

Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345

Persistent link: https://www.econbiz.de/10011500509

Nonparametric analysis of complex nonlinear systems

Das, Sonali; Racine, Jeffrey - 2016

Persistent link: https://www.econbiz.de/10011512857

Iterative algorithm for non parametric estimation of the instrumental variables quantiles

Fève, Frédérique; Florens, Jean-Pierre - In: Economics letters 123 (2014) 3, pp. 300-304

Persistent link: https://www.econbiz.de/10010401336

Backfitting and smooth backfitting in varying coefficient quantile regression

Lee, Young K.; Mammen, Enno; Park, Byeong U. - In: The econometrics journal 17 (2014) 2, pp. 20-38

Persistent link: https://www.econbiz.de/10010498737

Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10010481119