This paper presents maximum score type estimators for linear, binomial, tobit and truncated regression models. These … model. Strong consistency is proved. In addition, in the case of truncated and tobit regression models, maximum score …

This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …

This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …

allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an … extension of the semiparametric model analyzed in Robinson (1988). It is proven that the autoregressive parameter can be … estimated at rate N even though part of the model is estimated nonparametrically. Unit root tests based on the semiparametric …

as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South … results indicate that the semiparametric models perform particularly well relative to the Taylor rule models currently …

experimental design. This paper provides estimators for quantiles and conditional on X moments of W under both nonparametric and … semiparametric specifications. …

nonparametric and semiparametric specifications. …

rule specifications as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting … semiparametric models in forecasting the interest rates as the forecasting horizon lengthens. …

replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility …