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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 …
Persistent link: https://www.econbiz.de/10011523636
This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological …
Persistent link: https://www.econbiz.de/10011317976
This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …
Persistent link: https://www.econbiz.de/10011526923
estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
Persistent link: https://www.econbiz.de/10010487528
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10011382707
In this paper, we employ a partially linear nonparametric additive regression estimator, with recent U.S. Current …
Persistent link: https://www.econbiz.de/10010462852
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in non-uniform designs. We further find that...
Persistent link: https://www.econbiz.de/10011296735
nonparametric estimator that is unbiased over the randomization distribution and derive its finite population limiting distribution …
Persistent link: https://www.econbiz.de/10012795665
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