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Optimal smoothing in nonparametric conditional quantile derivative function estimation

Lin, Wei; Cai, Zongwu; Li, Zheng; Su, Li - In: Journal of econometrics 188 (2015) 2, pp. 502-513

Persistent link: https://www.econbiz.de/10011503661

High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312

Persistent link: https://www.econbiz.de/10011504536

Functional-coefficient spatial Durbin models with nonparametric spatial weights : an application to economic growth

Koroglu, Mustafa; Sun, Yiguo - In: Econometrics : open access journal 4 (2016) 1, pp. 1-16

nonparametric two-stage least squares (or 2SLS) estimation method. To further improve estimation accuracy, we also construct a …

Persistent link: https://www.econbiz.de/10011504611

Does the pricing kernel anomaly reflect forward looking beliefs?

Sala, Carlo - 2015

We propose a nonparametric Bayesian approach for the estimation of the pricing kernel. Historical stock returns and …

Persistent link: https://www.econbiz.de/10011506354

Nonparametric estimation of demand elasticities using panel data

Hoderlein, Stefan; Shum, Matthew - 2014

Persistent link: https://www.econbiz.de/10011508477

Nonparametric specification testing in random parameter models

Breunig, Christoph; Hoderlein, Stefan - 2016

Persistent link: https://www.econbiz.de/10011508496

Stochastic frontiers : a semiparametric approach

Park, Byeong U.; Sickles, Robin C.; Simar, Léopold - 1993

Persistent link: https://www.econbiz.de/10011512388

Trade policy reform and firm-level productivity : does the choice of production function matter?

Kealey, John; Pujolàs, Pau S.; Sosa Padilla, César - 2016

Persistent link: https://www.econbiz.de/10011512863

Do homeowners benefit the neighborhood? : evidence from semiparametric hedonic regressions

Kortelainen, Mika; Saarimaa, Tuukka - 2012 - This version February 2012, work in progress

Homeownership is heavily subsidized in many countries mainly through the tax code. The adverse effects of lenient tax treatment of owner-occupied housing on economic efficiency and growth are well documented in the economics literature. The main argument in favor of subsidizing owner-occupied...

Persistent link: https://www.econbiz.de/10011515044

Estimation and testing of stochastic frontier models using variational Bayes

Hajargasht, Gholamreza; Griffiths, William E. - 2016

Persistent link: https://www.econbiz.de/10011521961