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estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
Persistent link: https://www.econbiz.de/10010487528
Persistent link: https://www.econbiz.de/10010191407
With the aim to mitigate the possibleproblem of negativity in the estimation of the conditionaldensity function, we introduce a so-called re-weightedNadaraya-Watson (RNW) estimator. The proposed RNWestimator is constructed by a slight modificationof the well-known Nadaraya-Watson...
Persistent link: https://www.econbiz.de/10011326400
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive …
Persistent link: https://www.econbiz.de/10011379443
This paper proposes an approach to proving nonparametric identification for distributions of bidders’ values in …
Persistent link: https://www.econbiz.de/10011757066
In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …
Persistent link: https://www.econbiz.de/10010462852
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
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
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …
Persistent link: https://www.econbiz.de/10010188249
This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …
Persistent link: https://www.econbiz.de/10010189045