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Nonparametric conditional density estimation of labour force participation

Kumar, Anil - In: Applied economics letters 13 (2006) 13, pp. 835-841

Persistent link: https://www.econbiz.de/10003385709

Identification and nonparametric estimation of a transformed additively separable model

Jacho-Chávez, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003387569

Nonparametric estimation of the density of a change-point

Carrasco, Marine; Peltier, Hugo - 2024

Persistent link: https://www.econbiz.de/10014478827

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609

Persistent link: https://www.econbiz.de/10009615659

Estimating derivatives of function-valued parameters in a class of moment condition models

Rothe, Christoph; Wied, Dominik - In: Journal of econometrics 217 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012482735

Extreme value estimation of the conditional risk premium in reinsurance

Goegebeur, Yuri; Guillou, Armelle; Qin, Jing - In: Insurance / Mathematics & economics 96 (2021), pp. 68-80

Persistent link: https://www.econbiz.de/10012482751

Identification and Nonparametric Estimation of a Transformed Additively Separable Model

Jacho-Chávez, David - 2008

paper discusses identification and consistent estimation of the unknown functions H, M, G and F, where r (x, z) = H [M (x, z …)] and M (x, z) = G(x) + F (z). An estimation algorithm is proposed for each of the model's unknown components when r (x, z …

Persistent link: https://www.econbiz.de/10012770898

Nonparametric Filtering of Conditional State-Price Densities

Dalderop, Jeroen - 2020

be used for model-free risk measurement. Infi ll asymptotic theory is derived that applies when the pricing function is …

Persistent link: https://www.econbiz.de/10012855771

An entropy-based approach for nonparametrically testing simple probability distribution hypotheses

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...

Persistent link: https://www.econbiz.de/10012805047

Estimating density ratio of marginals to joint : applications to causal inference

Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - 2022

Persistent link: https://www.econbiz.de/10012806699