"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non …-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least … remarkable increase in computing power since then has made other methods, in particular matching, very easy to implement. …

both the observed Put and Call option prices. -- isotonic regression ; Sobolev spaces ; monotonicity ; multiple …

This paper aims to establish asymptotic normality of the local linear kernel estimator for quantile regression under … Bahadur representation of the quantile regression estimators is established in weak convergence sense. The method provides … much richer information than mean regression and covers much more processes, which do not satisfy general mixing conditions …

setting. We introduce a weighted local polynomial regression smoother that takes account of the dynamic heteroskedasticity … weighting is investigated. We show that in many popular nonparametric regression models our method has lower asymptotic variance … conventional nonparametric regression estimators in finite samples. We use our method in several common applications concerning …

We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is … natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can … be grouped into a number of classes whose members all share the same regression function. We develop a statistical …

further extension of the basic idea: we apply Random Forest (RF) regression to estimate the explained and unexplained parts …, and then we employ the CART (Classification and Regression Tree) methodology to identify the groups for which …

We augment the usual regression discontinuity design model by considering an endogenously chosen cutoff, perhaps chosen …

marginal treatment effect. All of the estimation methods used in the applied evaluation literature, such as matching …, instrumental variables, regression discontinuity methods, selection and control function methods, make assumptions about the …

rural household energy consumption using the ordinary least squares (OLS) model and the quantile regression (QR) model …

. Analysis of five selected characteristics is realized in period 2000-2008. It used the OLS regression analysis for estimate of … model. The regression analysis showed that the concentration of the credit market and the profitability calculated as the …