estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …

In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive …

This paper proposes an approach to proving nonparametric identification for distributions of bidders’ values in …

This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …

We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada … them parametric and nonparametric econometric methods, for robustness and completeness. Our evaluation strategy is based on … nonparametric univariate and multivariate statistical methods to test whether the first and second moments of a variety of real …

This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …

from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …

In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …