Showing 1 - 10 of 3,605
This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …
Persistent link: https://www.econbiz.de/10011526923
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due to the systematic use of this extra information. The...
Persistent link: https://www.econbiz.de/10011878199
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
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 studies the nonparametric identification and estimation of voters' preferences when voters are ideological …
Persistent link: https://www.econbiz.de/10011317976
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10011382707
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
Persistent link: https://www.econbiz.de/10010191407
estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
Persistent link: https://www.econbiz.de/10010487528