"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. …

benefit payments compared to the wage earned in available jobs - labour supply and matching - a theoretical approach to …

varying variances in regression models. A small Monte Carlo study indicates that the method works reasonably well for …

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 …