Nonparametric Econometric Methods and Application

The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniqu...

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Year of Publication:2019
Language:English
Physical Description:1 electronic resource (224 p.)
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520 |a The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few. 
546 |a English 
653 |a discrete duration models 
653 |a volatility feedback effect 
653 |a semiparametric estimation 
653 |a nonparametric method 
653 |a GLS detrending 
653 |a functional coefficients 
653 |a purified implied volatility 
653 |a country competitiveness index 
653 |a nonparametric frontiers 
653 |a efficiency 
653 |a materials balance condition 
653 |a panel data 
653 |a Dirichlet process prior 
653 |a classification 
653 |a indicators 
653 |a Kendall’s tau 
653 |a realised volatility 
653 |a Malmquist productivity index 
653 |a conditional dependence index 
653 |a wavelet 
653 |a dependent Bayesian nonparametrics 
653 |a TFP growth 
653 |a Solow economic growth convergence model 
653 |a unit root testing 
653 |a nonparametric 2SLS estimator 
653 |a random forests 
653 |a competitiveness 
653 |a slice sampling 
653 |a integrated difference kernel estimator 
653 |a maximum score estimator 
653 |a heterogeneous autoregressive model 
653 |a generalized additive models 
653 |a Monte Carlo 
653 |a tensor products 
653 |a cubic spline penalty 
653 |a M-estimation 
653 |a nonparametric copula 
653 |a leverage effect 
653 |a conditional quantile function 
653 |a emissions 
653 |a efficient semiparamteric estimation 
653 |a DEA 
653 |a tail dependence index 
653 |a difference kernel estimator 
653 |a nonparametric threshold regression 
653 |a machine learning 
653 |a factors 
653 |a local linear regression 
653 |a European Union 
653 |a financial development 
653 |a series estimator 
653 |a production efficiency 
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