IDEAS home Printed from https://ideas.repec.org/e/c/pra175.html
   My authors  Follow this author

Jeffrey Scott Racine

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Racine, Jeff, 1997. "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 169-179, March-Apr.

    Mentioned in:

    1. FEASIBLE CROSS-VALIDATORY MODEL SELECTION FOR GENERAL STATIONARY PROCESSES (Journal of Applied Econometrics 1997) in ReplicationWiki ()
  2. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.

    Mentioned in:

    1. Predictor relevance and extramarital affairs (Journal of Applied Econometrics 2004) in ReplicationWiki ()
  3. J. Racine, 2000. "The Cygwin tools: a GNU toolkit for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 331-341.

    Mentioned in:

    1. The Cygwin tools: a GNU toolkit for Windows (Journal of Applied Econometrics 2000) in ReplicationWiki ()
  4. Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189.

    Mentioned in:

    1. Using R to teach econometrics (Journal of Applied Econometrics 2002) in ReplicationWiki ()
  5. Peter Hall & Jeff Racine & Qi Li, 2004. "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1015-1026, December.

    Mentioned in:

    1. Density estimation in Wikipedia (English)

Working papers

  1. Bruce E. Hansen & Jeffrey S. Racine, 2018. "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers 2018-09, McMaster University.

    Cited by:

    1. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    2. Artur Doshchyn, 2023. "Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions," Economics Series Working Papers 1028, University of Oxford, Department of Economics.
    3. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.

  2. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.

    Cited by:

    1. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    2. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    3. Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M., 2019. "Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 110-124.
    4. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    5. Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
    6. Ivan Korolev, 2019. "A Consistent LM Type Specification Test for Semiparametric Panel Data Models," Papers 1909.05649, arXiv.org.
    7. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    8. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.

  3. Jeffrey Racine, 2017. "Energy, Economics & Replication," Department of Economics Working Papers 2017-02, McMaster University.

    Cited by:

    1. Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.
    2. Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018. "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers 18-933, Toulouse School of Economics (TSE).

  4. Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017. "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers 2017-01, McMaster University.

    Cited by:

    1. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    2. Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.
    3. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
    4. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.

  5. Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Cited by:

    1. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).

  6. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017. "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers 2017-14, McMaster University.

    Cited by:

    1. Senga Kiessé, Tristan & Durrieu, Gilles, 2024. "On a discrete symmetric optimal associated kernel for estimating count data distributions," Statistics & Probability Letters, Elsevier, vol. 208(C).
    2. Ben O’Neill, 2022. "Smallest covering regions and highest density regions for discrete distributions," Computational Statistics, Springer, vol. 37(3), pages 1229-1254, July.
    3. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2021. "Shape Constrained Kernel PDF and PMF Estimation," Department of Economics Working Papers 2021-05, McMaster University.

  7. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.

    Cited by:

    1. Yue, Mu & Li, Jialiang & Cheng, Ming-Yen, 2019. "Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 222-234.
    2. Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca-Blinder Decomposition with Continuous Group Variable and Self-Selection," Economics Working Paper Archive wp_930, Levy Economics Institute.
    3. Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022. "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers 2202.08977, arXiv.org.

  8. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.

    Cited by:

    1. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    2. Vafadarnikjoo, Amin & Chalvatzis, Konstantinos & Botelho, Tiago & Bamford, David, 2023. "A stratified decision-making model for long-term planning: Application in flood risk management in Scotland," Omega, Elsevier, vol. 116(C).
    3. Serfas, D., 2018. "an ex-post econometric analysis of the abolishment of the canadian wheat board," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277286, International Association of Agricultural Economists.

  9. Jeffrey S. Racine, 2015. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers 2015-02, McMaster University.

    Cited by:

    1. Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha, 2022. "Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 737-771, August.
    2. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).

  10. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015. "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers 2015-03, McMaster University.

    Cited by:

    1. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S. & Zohrevand, Younes, 2016. "Jensen–Shannon information of the coherent system lifetime," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 244-255.

  11. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.

    Cited by:

    1. Asongu, Simplice & Nnanna, Joseph, 2018. "Foreign aid and sustainable inclusive human development in Africa," MPRA Paper 91988, University Library of Munich, Germany.
    2. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Increasing foreign aid for inclusive human development in Africa," Research Africa Network Working Papers 17/020, Research Africa Network (RAN).
    3. Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Foreign aid volatility and lifelong learning: demand-side empirics to a textual literature," Research Africa Network Working Papers 15/016, Research Africa Network (RAN).
    4. Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Foreign Aid and Inclusive Development: Updated Evidence from Africa, 2005–2012," Social Science Quarterly, Southwestern Social Science Association, vol. 98(1), pages 282-298, March.
    5. Asongu, Simplice & Tchamyou, Vanessa, 2015. "Foreign aid, education and lifelong learning in Africa," MPRA Paper 70240, University Library of Munich, Germany.
    6. Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers 18/045, Research Africa Network (RAN).
    7. Asongu, Simplice & Jellal, Mohamed, 2015. "Foreign Aid Fiscal Policy: Theory and Evidence," MPRA Paper 71789, University Library of Munich, Germany, revised May 2016.
    8. Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Research Africa Network Working Papers 15/019, Research Africa Network (RAN).
    9. Asongu, Simplice & Nnanna, Joseph, 2019. "Foreign aid, instability and governance in Africa," MPRA Paper 101087, University Library of Munich, Germany.
    10. Boateng, Elliot & Agbola, Frank W. & Mahmood, Amir, 2021. "Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?," Economic Modelling, Elsevier, vol. 96(C), pages 111-127.
    11. Jing Shao & Maojun Wang, 2022. "Revisiting economic effectiveness of foreign aid: The case of Japanese aid to China," The World Economy, Wiley Blackwell, vol. 45(7), pages 2284-2304, July.
    12. Ssozi, John & Asongu, Simplice & Amavilah, Voxi, 2018. "The Effectiveness of Development Aid for Agriculture in Sub-Saharan Africa," MPRA Paper 88530, University Library of Munich, Germany.
    13. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign Aid Complementarities and Inclusive Human Development in Africa," Working Papers 19/021, European Xtramile Centre of African Studies (EXCAS).
    14. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    15. Simplice A. Asongu & Joseph I. Uduji & Elda N. Okolo-Obasi, 2020. "Foreign aid volatility and lifelong learning," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 11(4), pages 370-406.
    16. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    17. Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
    18. Robert Stojanov & Daniel Němec & Libor Žídek, 2019. "Evaluation of the Long-Term Stability and Impact of Remittances and Development Aid on Sustainable Economic Growth in Developing Countries," Sustainability, MDPI, vol. 11(6), pages 1-18, March.
    19. Asongu, Simplice, 2014. "A brief clarification to the questionable economics of foreign aid for inclusive human development," MPRA Paper 64458, University Library of Munich, Germany.
    20. Hervé Nenghem Takam & Roger Tsafack Nanfosso, 2024. "Importance of official development assistance in improving the economic cycles of Economic and Monetary Community of Central Africa countries," SN Business & Economics, Springer, vol. 4(7), pages 1-22, July.
    21. Simplice Asongu & Oasis Kodila-Tedika, 2017. "Trade, aid and terror," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 16(1), pages 2-24, April.
    22. Jinyang Cai & Zuting Zheng & Ruifa Hu & Carl E. Pray & Qianqian Shao, 2018. "Has International Aid Promoted Economic Growth in Africa?," African Development Review, African Development Bank, vol. 30(3), pages 239-251, September.

  12. Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.

    Cited by:

    1. Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.
    2. Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers hal-01512154, HAL.
    3. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    4. Nathan Kettlewell & Peter Siminski, 2022. "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," Papers 2212.04043, arXiv.org.
    5. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    6. Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
    7. Yunguo Lu & Lin Zhang, 2023. "Environmental information disclosure and firm production: evidence from the estimated efficiency of publicly listed firms in China," Journal of Productivity Analysis, Springer, vol. 59(1), pages 99-119, February.
    8. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    9. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    10. Zhuan Pei & David S. Lee & David Card & Andrea Weber, 2020. "Local Polynomial Order in Regression Discontinuity Designs," NBER Working Papers 27424, National Bureau of Economic Research, Inc.
    11. Hall, Peter G. & Racine, Jeffrey S., 2015. "Infinite order cross-validated local polynomial regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 510-525.
    12. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    13. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    14. Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
    15. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    16. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    17. Liu, Chu-An, 2018. "Averaging estimators for kernel regressions," Economics Letters, Elsevier, vol. 171(C), pages 102-105.
    18. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.

  13. Jeffrey S. Racine, 2013. "Mixed Data Kernel Copulas," Department of Economics Working Papers 2013-12, McMaster University.

    Cited by:

    1. Yiguo Sun & Ximing Wu, 2018. "Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study," JRFM, MDPI, vol. 11(2), pages 1-20, June.
    2. Stelios Bekiros & Gazi Salah Uddin, 2017. "Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 155-162, March.
    3. Fousekis, Panos, 2017. "Price co-movement and the hedger's value-at-risk in the futures markets for coffee," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 0(Issue 1), January.
    4. Kim Huynh & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2015. "A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics," Empirical Economics, Springer, vol. 48(1), pages 337-360, February.
    5. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    6. Fousekis, Panos & Grigoriadis, Vasilis, 2017. "Price co-movement and the crack spread in the US futures markets," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 57-71.
    7. Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019. "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, vol. 82(C), pages 211-223.
    8. Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
    9. Fousekis, Panos & Grigoriadis, Vasilis, 2016. "Spatial price dependence by time scale: Empirical evidence from the international butter markets," Economic Modelling, Elsevier, vol. 54(C), pages 195-204.

  14. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.

    Cited by:

    1. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
    2. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    3. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    4. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    5. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    6. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "A Fresh Look at the Nutrition Transition in Vietnam using Semiparametric Modeling," TSE Working Papers 17-842, Toulouse School of Economics (TSE).
    7. Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Assessing the nonlinearity of the calorie-income relationship: an estimation strategy – with new insights on nutritional transition in Vietnam," Post-Print hal-02628994, HAL.
    8. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    9. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    10. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    11. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.

  15. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Department of Economics Working Papers 2013-14, McMaster University.

    Cited by:

    1. Steven F Koch & Naomi Setshegetso, 2020. "Catastrophic health expenditures arising from out-of-pocket payments: Evidence from South African income and expenditure surveys," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-14, August.
    2. Steven F. Koch & Naomi Setshegetso, 2020. "Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time," Working Papers 2020112, University of Pretoria, Department of Economics.
    3. Jonah S. Goldberg, 2023. "What we measure when we measure the effects of user fees: a replication, reanalysis, and extension of Tanaka, 2014," Empirical Economics, Springer, vol. 65(4), pages 1981-2009, October.
    4. Steven F. Koch, 2017. "User Fee Abolition and the Demand for Public Health Care," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 242-258, June.
    5. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    6. Gelo, Dambala & Kollamparambil, Umakrishnan & Jeuland, Marc, 2023. "The causal effect of income on household energy transition: Evidence from old age pension eligibility in South Africa," Energy Economics, Elsevier, vol. 119(C).
    7. Cory Koedel & Jiaxi Li & Matthew G. Springer & Li Tan, 2016. "The Impact of Performance Ratings on Job Satisfaction for Public School Teachers," Working Papers 1617, Department of Economics, University of Missouri.
    8. Aistov, Andrey, 2019. "Happy together: A regression discontinuity approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 73-99.
    9. Goeun Lee & Myoung-jae Lee, 2023. "Regression Discontinuity for Binary Response and Local Maximum Likelihood Estimator to Extrapolate Treatment," Evaluation Review, , vol. 47(2), pages 182-208, April.

  16. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.

    Cited by:

    1. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    2. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    3. Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
    4. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
    5. Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper 87450, University Library of Munich, Germany.
    6. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    7. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    8. Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    10. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.
    11. Kelly D.T.Trinh & Valentin Zelenyuk, 2015. "Productivity Growth and Convergence: Revisiting Kumar and Russell (2002)," CEPA Working Papers Series WP112015, School of Economics, University of Queensland, Australia.
    12. Sun, Yiguo & Malikov, Emir, 2017. "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper 83671, University Library of Munich, Germany.
    13. Francesco Vidoli & Giancarlo Ferrara, 2015. "Analyzing Italian citrus sector by semi-nonparametric frontier efficiency models," Empirical Economics, Springer, vol. 49(2), pages 641-658, September.
    14. Humberto Brea-Solis & Sergio Perelman & David Saal, 2017. "Regulatory incentives to water losses reduction: the case of England and Wales," Journal of Productivity Analysis, Springer, vol. 47(3), pages 259-276, June.
    15. Wenchuan Liu & Yu Zhang & Qi Li, 2015. "A semiparametric varying coefficient model of monotone auction bidding processes," Empirical Economics, Springer, vol. 48(1), pages 313-335, February.
    16. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    17. Christopher F. Parmeter & Valentin Zelenyuk, 2016. "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers 2016-10, University of Miami, Department of Economics.
    18. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    19. Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, vol. 48(1), pages 143-168, February.
    20. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.

  17. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.

    Cited by:

    1. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    2. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    3. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    4. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2011. "Nonparametric vs parametric binary choice models: An empirical investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116005, European Association of Agricultural Economists.
    5. Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Assessing the nonlinearity of the calorie-income relationship: an estimation strategy – with new insights on nutritional transition in Vietnam," Post-Print hal-02628994, HAL.
    6. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
    7. Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.
    8. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    9. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.

  18. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.

    Cited by:

    1. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    2. Jean-Pierre Florens & Léopold Simar & Ingrid van Keilegom, 2020. "Estimation of the Boundary of a Variable Observed with A Symmetric Error," Post-Print hal-02929524, HAL.
    3. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
    4. Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
    5. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    6. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    7. Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël, 2021. "Omnibus test for covariate effects in conditional copula models," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    8. David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
    9. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    10. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2018. "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," LIDAM Discussion Papers ISBA 2018007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    11. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2016. "Nonparametric Estimation of Efficiency in the Presence of Environmental Variables," DIAG Technical Reports 2016-02, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    12. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018. "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(5), pages 2413-2425, September.
    13. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    14. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers 201447, University of Pretoria, Department of Economics.
    15. Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014. "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers 2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    17. Wilson Calmon & Eduardo Ferioli & Davi Lettieri & Johann Soares & Adrian Pizzinga, 2021. "An Extensive Comparison of Some Well‐Established Value at Risk Methods," International Statistical Review, International Statistical Institute, vol. 89(1), pages 148-166, April.
    18. Kraus, Daniel & Czado, Claudia, 2017. "D-vine copula based quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 1-18.
    19. Mastromarco, Camilla & Simar, Leopold, 2017. "Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance," LIDAM Discussion Papers ISBA 2017030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    20. Mastromarco, Camilla & Simar, Léopold, 2021. "Latent heterogeneity to evaluate the effect of human capital on world technology frontier," LIDAM Reprints ISBA 2021009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    21. Daraio, Cinzia & Simar, Leopold & Wilson, Paul, 2015. "Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production," LIDAM Discussion Papers ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    22. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    23. Belalia, Mohamed & Bouezmarni, Taoufik & Leblanc, Alexandre, 2017. "Smooth conditional distribution estimators using Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 166-182.
    24. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
    25. Daraio, Cinzia & Simar, Leopold & Wilson, Paul, 2019. "Quality and its impact on efficiency," LIDAM Discussion Papers ISBA 2019004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    26. Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    27. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    28. Daraio, Cinzia & Simar, Leopold & Wilson, Paul W., 2019. "Fast and efficient computation of directional distance estimators," LIDAM Reprints ISBA 2019022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    29. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018. "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers 201844, University of Pretoria, Department of Economics.
    30. Qiao Guangshun & Lu Yulin, 2024. "Operating Efficiency in the Capital-Intensive Semiconductor Industry: A Nonparametric Frontier Approach," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-17, January.
    31. Simar, Léopold & Wilson, Paul, 2022. "Modern Tools for Evaluating the Performance of Health-Care Providers," LIDAM Discussion Papers ISBA 2022006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    32. Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2017. "npbr: A Package for Nonparametric Boundary Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i09).
    33. Guangshun Qiao & Zhan-ao Wang, 2021. "Vertical integration vs. specialization: a nonparametric conditional efficiency estimate for the global semiconductor industry," Journal of Productivity Analysis, Springer, vol. 56(2), pages 139-150, December.
    34. Hong Chen & Maik Döring & Uwe Jensen, 2018. "Test for model selection using Cramér–von Mises distance in a fixed design regression setting," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 505-535, October.
    35. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
    36. Pianpool Kamoljitprapa & Fazil M. Baksh & Andrea De Gaetano & Orathai Polsen & Piyachat Leelasilapasart, 2023. "Statistical Study Design for Analyzing Multiple Gene Loci Correlation in DNA Sequences," Mathematics, MDPI, vol. 11(23), pages 1-14, November.
    37. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    38. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    39. Tepegjozova Marija & Zhou Jing & Claeskens Gerda & Czado Claudia, 2022. "Nonparametric C- and D-vine-based quantile regression," Dependence Modeling, De Gruyter, vol. 10(1), pages 1-21, January.
    40. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    41. Patilea, Valentin & Van Keilegom, Ingrid, 2017. "A general approach for cure models in survival analysis," LIDAM Discussion Papers ISBA 2017008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
    43. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    44. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    45. Ana López-Cheda & Yingwei Peng & María Amalia Jácome, 2023. "Nonparametric estimation in mixture cure models with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 467-495, June.
    46. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    47. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    48. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.
    49. Long, Wei & Ouyang, Min & Shang, Ying, 2013. "Efficient estimation of partially linear varying coefficient models," Economics Letters, Elsevier, vol. 121(1), pages 79-81.

  19. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.

    Cited by:

    1. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    2. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    3. J. Stephen Ferris & Marcel-Cristian Voia, 2014. "Does Aggregate Government Size Effect Private Economic Performance in Canada?," Carleton Economic Papers 14-13, Carleton University, Department of Economics.
    4. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    5. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    6. Pandit, Mahesh & Paudel, Krishna P. & Williams, Deborah, 2014. "Effect of Remittance on Intensity of Agricultural Technology Adoption in Nepal," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162692, Southern Agricultural Economics Association.
    7. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
    8. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    9. J. Stephen Ferris & Marcel-Cristian Voia, 2014. "The Effect of Federal Government Size on Private Economic Performance in Canada: 1870–2011," Carleton Economic Papers 14-01, Carleton University, Department of Economics.
    10. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.

  20. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012. "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers 2012-06, McMaster University.

    Cited by:

    1. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    2. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    3. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    4. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1251-1261, October.
    5. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    6. Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
    7. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    8. Massimiliano Mazzanti & Antonio Musolesi, 2020. "A Semiparametric Analysis of Green Inventions and Environmental Policies," SEEDS Working Papers 0920, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2020.
    9. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    10. Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
    11. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    12. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    13. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    14. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    15. Pandit, Mahesh & Paudel, Krishna P. & Williams, Deborah, 2014. "Effect of Remittance on Intensity of Agricultural Technology Adoption in Nepal," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162692, Southern Agricultural Economics Association.
    16. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    17. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    18. Clingingsmith, David, 2017. "Negative Emotions, Income, and Welfare: Causal Estimates from the PSID," SocArXiv q2mxt, Center for Open Science.
    19. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    20. Xianwen Sun & Lixin Zhang, 2024. "Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(7), pages 805-842, October.
    21. Shintaro Yamaguchi, 2013. "Changes in Returns to Task-Specific Skills and Gender Wage Gap," Department of Economics Working Papers 2013-01, McMaster University.
    22. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    23. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    24. Daniel J. Henderson & Anne-Charlotte Souto & Le Wang, 2020. "Higher-Order Risk–Returns to Education," JRFM, MDPI, vol. 13(11), pages 1-25, October.
    25. Clingingsmith, David, 2016. "Negative Emotions, Income, and Welfare: Casual Estimates from the PSID," SocArXiv fae4x, Center for Open Science.
    26. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    27. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    28. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    29. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2018. "Nonparametric estimation of international R&D spillovers," SEEDS Working Papers 0318, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    30. Richard D. Payne & Bani K. Mallick, 2018. "Two-Stage Metropolis-Hastings for Tall Data," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 29-51, April.
    31. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
    32. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.

  21. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009. "Nonparametric vs parametric binary choice models: An empirical investigation," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49286, Agricultural and Applied Economics Association.

    Cited by:

    1. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    2. Levon Demirdjian & Majid Mojirsheibani, 2019. "Kernel classification with missing data and the choice of smoothing parameters," Statistical Papers, Springer, vol. 60(5), pages 1487-1513, October.
    3. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.

  22. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    2. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    3. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    4. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.

  23. Maasoumi, Esfandiar & Racine, Jeff, 2006. "Growth And Convergence: A Profile Of Distribution Dynamics And Mobility," Departmental Working Papers 0605, Southern Methodist University, Department of Economics.

    Cited by:

    1. Liu, Yang & Zhong, Sheng, 2021. "Cross-Economy Dynamics in Energy Productivity: Evidence from 47 Economies over the Period 2000–2015," ADBI Working Papers 1215, Asian Development Bank Institute.
    2. Anderson, G. & Linton, O. & Pittau, M G. & Whang, Y-J. & Zelli, R., 2020. "On Unit Free Assessment of The Extent of Multilateral Distributional Variation," Cambridge Working Papers in Economics 20123, Faculty of Economics, University of Cambridge.
    3. Walheer, Barnabé, 2023. "Meta-frontier and technology switchers: A nonparametric approach," European Journal of Operational Research, Elsevier, vol. 305(1), pages 463-474.
    4. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
    5. Hao, Yu & Peng, Hui, 2017. "On the convergence in China's provincial per capita energy consumption: New evidence from a spatial econometric analysis," Energy Economics, Elsevier, vol. 68(C), pages 31-43.
    6. Battisti, Michele & Parmeter, Christopher F., 2013. "Clustering and polarization in the distribution of output: A multivariate perspective," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 144-162.
    7. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    8. Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk, 2014. "Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?," BEMPS - Bozen Economics & Management Paper Series BEMPS18, Faculty of Economics and Management at the Free University of Bozen.
    9. Thomas Brenner & Matthias Duschl, 2015. "Causal dynamic effects in regional systems of technological activities: a SVAR approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(1), pages 103-130, October.
    10. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    11. Kottaridi, Constantina & Stengos, Thanasis, 2010. "Foreign direct investment, human capital and non-linearities in economic growth," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 858-871, September.
    12. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    13. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    14. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    15. Matthias Duschl & Thomas Brenner, 2013. "Characteristics of regional industry-specific employment growth rates' distributions," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 249-270, June.
    16. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1251-1261, October.
    17. Juessen Falko, 2005. "A distribution dynamics approach to regional GDP convergence in reunified Germany," Urban/Regional 0506008, University Library of Munich, Germany.
    18. Kim Huynh & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2015. "A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics," Empirical Economics, Springer, vol. 48(1), pages 337-360, February.
    19. Henderson, Daniel J. & Tochkov, Kiril & Badunenko, Oleg, 2007. "A drive up the capital coast? Contributions to post-reform growth across Chinese provinces," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 569-594, September.
    20. C. Ordás Criado & S. Valente & T. Stengos, 2011. "Growth and Pollution Convergence: Theory and Evidence," Working Paper series 33_11, Rimini Centre for Economic Analysis.
    21. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    22. Cai, Zongwu & Fang, Ying & Lin, Ming & Su, Jia, 2018. "Inferences for a Partially Varying Coefficient Model With Endogenous Regressors," IRTG 1792 Discussion Papers 2018-047, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    23. Lin, Yi-Chen, 2016. "The global distribution of the burden of road traffic injuries: Evolution and intra-distribution mobility," Journal of Transport Geography, Elsevier, vol. 56(C), pages 77-91.
    24. Michele Battisti & Christopher F. Parmeter, 2010. "Convergence Tools and Mixture Analysis," Working Papers CELEG 1007, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    25. Duschl Matthias & Schimke Antje & Brenner Thomas & Luxen Dennis, 2014. "Firm Growth and the Spatial Impact of Geolocated External Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(2-3), pages 234-256, April.
    26. Nickolaos G. Tzeremes, 2018. "Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-13, August.
    27. Ximing Wu & Andreas Savvides & Thanasis Stengos, 2008. "The Global Joint Distribution of Income and Health," Working Papers 0807, University of Guelph, Department of Economics and Finance.
    28. Carolina Castaldi & Giovanni Dosi, 2009. "The patterns of output growth of firms and countries: Scale invariances and scale specificities," Empirical Economics, Springer, vol. 37(3), pages 475-495, December.
    29. Rey, Sergio, 2016. "Space-time patterns of rank concordance: Local indicators of mobility association with application to spatial income inequality dynamics," MPRA Paper 69480, University Library of Munich, Germany.
    30. Rosa Bernadini Papalia & Silvia Bertarelli, 2013. "Identification and Estimation of Club Convergence Models with Spatial Dependence," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 37(6), pages 2094-2115, November.
    31. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    32. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    33. Mercedes Campi & Marco Due~nas, 2017. "Volatility and Economic Growth in the Twentieth Century," Papers 1708.06792, arXiv.org.
    34. Sondermann, David, 2012. "Productivity in the euro area: any evidence of convergence?," Working Paper Series 1431, European Central Bank.
    35. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    36. Davide Fiaschi & Andrea Mario Lavezzi & Angela Parenti, 2020. "Deep and Proximate Determinants of the World Income Distribution," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(3), pages 677-710, September.
    37. Carolina Castaldi & Giovanni Dosi, 2007. "The patterns of output growth of firms and countries: new evidence on scale invariances and scale specificities," LEM Papers Series 2007/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    38. Sungil Kwak & Stephen C. Smith, 2013. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
    39. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    40. Daniel J. Henderson, 2010. "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
    41. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    43. Thibaut Dort & Pierre-Guillaume Méon & Khalid Sekkat, 2013. "Does investment spur growth everywhere? Not where institutions are weak," Working Papers CEB 13-030, ULB -- Universite Libre de Bruxelles.
    44. Arfat Ahmad Sofi & Subash Sasidharan & Mohammad Younus Bhat, 2023. "Economic growth and club convergence: Is there a neighbour's effect?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2475-2494, July.
    45. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    46. Mahmoud A. El-Gamal & Deockhyun Ryu, 2013. "Nonstationarity and Stochastic Stability of Relative Income Clubs," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(4), pages 756-775, December.
    47. Goñi, Edwin & Maloney, William F., 2017. "Why don’t poor countries do R&D? Varying rates of factor returns across the development process," European Economic Review, Elsevier, vol. 94(C), pages 126-147.
    48. Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell, 2008. "Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 607-638.
    49. Donal O'Neill & Philippe Van Kerm, 2008. "An Integrated Framework For Analysing Income Convergence," Manchester School, University of Manchester, vol. 76(1), pages 1-20, January.
    50. Raifu, Isiaka, 2019. "Economic growth in Africa: Does gender education still matter?," MPRA Paper 92916, University Library of Munich, Germany.
    51. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    52. Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers 9, Wisconsin Madison - Social Systems.
    53. Matthias Duschl & Shi-Shu Peng, 2013. "Chinese firm dynamics and the role of ownership type A conditional estimation approach of the Asymmetric Exponential Power (AEP) density," Papers on Economics and Evolution 2014-01, Philipps University Marburg, Department of Geography.
    54. Esfandiar Maasoumi & Le Wang, 2008. "Economic Reform, Growth and Convergence in China," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 128-154, March.
    55. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany.
    56. Angelos Liontakis, 2020. "How Does a Policymaker Rank Regional Income Distributions across Years? A Study on the Evolution of Greek Regional per Capita Income," Economies, MDPI, vol. 8(2), pages 1-12, May.
    57. Li, Kui-Wai & Zhou, Xianbo & Pan, Zhewen, 2016. "Cross-country output convergence and growth: Evidence from varying coefficient nonparametric method," Economic Modelling, Elsevier, vol. 55(C), pages 32-41.
    58. Aurangzeb Zeb & Thanasis Stengos, 2013. "The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach," Working Paper series 55_13, Rimini Centre for Economic Analysis.
    59. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
    60. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    61. Fan, Di & Peng, Bo & Wu, Jianxin & Zhang, ZhongXiang, 2024. "The convergence of total-factor energy efficiency across Chinese cities: A distribution dynamics approach," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 406-416.
    62. Xiaoguang Liu & Jian Yu & Tsun Se Cheong & Michal Wojewodzki, 2022. "The Future Evolution of Housing Price-to-Income Ratio in 171 Chinese Cities," Annals of Economics and Finance, Society for AEF, vol. 23(1), pages 159-196, May.
    63. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    64. Matthias Duschl & Thomas Brenner, 2011. "Characteristics of Regional Industry-specific Employment Growth – Empirical Evidence for Germany," Working Papers on Innovation and Space 2011-07, Philipps University Marburg, Department of Geography.
    65. Vítor João Pereira Domingues Martinho, 2023. "Evidence of Global Convergence: Perspectives for Economic and Territory Planning in Times of the COVID-19 Pandemic," Land, MDPI, vol. 12(6), pages 1-19, June.
    66. Rosa Bernardini Papalia & Silvia Bertarelli, 2013. "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, vol. 44(3), pages 1171-1202, June.
    67. Donal O.Neill, 2005. "The Welfare Implications of Growth Regressions," Economics Department Working Paper Series n1570505, Department of Economics, National University of Ireland - Maynooth.
    68. Johnson, Paul & Papageorgiou, Chris, 2018. "What Remains of Cross-Country Convergence?," MPRA Paper 89355, University Library of Munich, Germany.
    69. Eftimoski, Dimitar, 2022. "On the inconclusive effect of human capital on growth: A new look at extended specifications," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 708-727.
    70. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    71. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    72. Matthias Duschl & Thomas Brenner, 2013. "Growth dynamics in regional systems of technological activities – A SVAR approach," Working Papers on Innovation and Space 2013-12, Philipps University Marburg, Department of Geography.
    73. Toni Mora, 2005. "Conditioning factors on regional European clubs - a distributional approach," ERSA conference papers ersa05p302, European Regional Science Association.
    74. Rosa Bernardini Papalia & Silvia Bertarelli & Carlo Filippucci, 2011. "Human capital, technological spillovers and development across OECD countries," Working Papers 15, AlmaLaurea Inter-University Consortium.
    75. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    76. Das, Monica & Basu, Sudip Ranjan, 2022. "Understanding the relationship between income inequality and pollution: A fresh perspective with cross-country evidence," World Development Perspectives, Elsevier, vol. 26(C).
    77. Tuominen Elina, 2016. "Top-end inequality and growth: Empirical evidence," Working Papers 1608, Tampere University, Faculty of Management and Business, Economics.
    78. Walheer, Barnabé, 2021. "Labor productivity and technology heterogeneity," Journal of Macroeconomics, Elsevier, vol. 68(C).
    79. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    80. Alessandra Pelloni & Thanasis Stengos & Ilaria Tedesco, 2018. "Aid to agriculture, trade and take-off," Working Paper series 18-04, Rimini Centre for Economic Analysis.
    81. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    82. Boris Lavrovskii, 2018. "Assessment of Innovation Intensity: the Case of USA," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(1), pages 281-291.
    83. Angelos Liontakis & Christos T. Papadas & Irene Tzouramani, 2011. "Regional Economic Convergence in Greece: A Stochastic Dominance Approach," ERSA conference papers ersa10p1188, European Regional Science Association.
    84. Ketteni, Elena & Kottaridi, Constantina, 2019. "Credit market deregulation and economic growth: Further insights using a marginal integration approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
    85. Zhong, Sheng, 2016. "The dynamics of vehicle energy efficiency: Evidence from the Massachusetts Vehicle Census," MERIT Working Papers 2016-014, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    86. Erik Alencar de Figueiredo & Cleiton Roberto da Fonseca Silva, 2012. "Fairness and Income Redistribution- an Analysis of the Latin American Tax System," Série Textos para Discussão (Working Papers) 4, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
    87. Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011. "Decomposing The Conditional Variance of Cross-Country Output," Working Papers 2011-18, University of Miami, Department of Economics.
    88. Michele Battisti & Christopher F. Parmeter, 2011. "Income Polarization, Convergence Tools and Mixture Analysis," Working Papers 2011-17, University of Miami, Department of Economics.
    89. Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007. "Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income," Ibero America Institute for Econ. Research (IAI) Discussion Papers 162, Ibero-America Institute for Economic Research.
    90. Christiano M. Penna & Fabricio Linhares, 2011. "Convergênciae Formação de Clubes no Brasil sob aHipótese de Heterogeneidade no DesenvolvimentoTecnológico," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 87, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    91. Mishra, Sagarika & Narayan, Paresh Kumar, 2015. "A nonparametric model of financial system and economic growth," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 175-191.
    92. Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2014. "On the sources of European regional convergence: Does social capital have an economic payoff?," Working Papers 2014/16, Economics Department, Universitat Jaume I, Castellón (Spain).
    93. Lee, Chi-Chuan & Lee, Chien-Chiang & Chiou, Yan-Yu, 2017. "Insurance activities, globalization, and economic growth: New methods, new evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 155-170.
    94. Cai, Zongwu & Chen, Linna & Fang, Ying, 2018. "A semiparametric quantile panel data model with an application to estimating the growth effect of FDI," Journal of Econometrics, Elsevier, vol. 206(2), pages 531-553.
    95. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2018. "Nonparametric estimation of international R&D spillovers," SEEDS Working Papers 0318, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    96. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    97. Toni Mora, 2008. "Factors conditioning the formation of European regional convergence clubs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(4), pages 911-927, December.
    98. Henderson, Daniel J. & Maasoumi, Esfandiar, 2012. "Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment," IZA Discussion Papers 6874, Institute of Labor Economics (IZA).
    99. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    100. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    101. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    102. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
    103. Basu, Suajta, 2014. "Intergenerational mobility, composition of human capital and distance to frontier," MPRA Paper 59110, University Library of Munich, Germany.

  24. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).

    Cited by:

    1. Ashby, M. & Linton, O. B., 2022. "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Janeway Institute Working Papers 2226, Faculty of Economics, University of Cambridge.
    2. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
    3. Karimu, Amin & Brännlund, Runar, 2013. "Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 19-27.
    4. Spyridon Boikos, 2016. "Corruption, Public Expenditure and Human Capital Accumulation," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 8(1), pages 17-45, June.
    5. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    6. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, Center for Economic and Financial Research (CEFIR).
    7. Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020. "A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces," Energy Economics, Elsevier, vol. 89(C).
    8. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    9. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).
    10. Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
    11. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, USI Università della Svizzera italiana.
    12. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
    13. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    14. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    15. C. Ordás Criado & S. Valente & T. Stengos, 2011. "Growth and Pollution Convergence: Theory and Evidence," Working Paper series 33_11, Rimini Centre for Economic Analysis.
    16. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    17. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    18. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
    19. Mingming Jiang, 2014. "Saving–investment Association and Regional Capital Mobility in China: A Nonparametric Panel Approach," Pacific Economic Review, Wiley Blackwell, vol. 19(2), pages 184-200, May.
    20. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    21. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    22. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, Center for Economic and Financial Research (CEFIR).
    23. Sofi, Arfat Ahmad & Bhat, Mohammad Younus & Ahmad, Laraib & Aara, Ruhi Refath & Aswani, RS, 2022. "Renewable energy and transitioning towards sustainable tourism: Inferences from kernel density and nonparametric approach," Renewable Energy, Elsevier, vol. 193(C), pages 963-975.
    24. Haupt, Harry & Schnurbus, Joachim & Tschernig, Rolf, 2008. "On Nonparametric Estimation of a Hedonic Price Function," University of Regensburg Working Papers in Business, Economics and Management Information Systems 429, University of Regensburg, Department of Economics.
    25. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013. "Market Channel Analysis of Ornamental Plants using Clustering Procedures," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143067, Southern Agricultural Economics Association.
    26. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
    27. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    28. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    29. Daniel J. Henderson, 2010. "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
    30. Hafner, Christian & Walders, Fabian, 2017. "Heterogeneous Liquidity Effects in Corporate Bond Spreads," LIDAM Reprints ISBA 2017037, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    31. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    32. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    33. Ashby, M. & Linton, O. B., 2022. "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Cambridge Working Papers in Economics 2259, Faculty of Economics, University of Cambridge.
    34. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    35. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    36. Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni, 2011. "Tribal Art Market. Signs and Signals," Working Paper series 02_11, Rimini Centre for Economic Analysis, revised Feb 2012.
    37. Célestin C. Kokonendji & Sobom M. Somé & Youssef Esstafa & Marcelo Bourguignon, 2023. "On Underdispersed Count Kernels for Smoothing Probability Mass Functions," Stats, MDPI, vol. 6(4), pages 1-15, November.
    38. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    39. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    40. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    41. Rafael Boix‐Domenech & Jesús Peiró‐Palomino & Pau Rausell‐Köster, 2021. "Creative industries and productivity in the European regions. Is there a Mediterranean effect?," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1546-1564, October.
    42. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany.
    43. Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
    44. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    45. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    46. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    47. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    48. Lawrence Dacuycuy, 2006. "The effects of bandwidth changes on model validity: an empirical study," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 629-633.
    49. Shafiullah, Muhammad & Miah, Mohammad Dulal & Alam, Md Samsul & Atif, Muhammad, 2021. "Does economic policy uncertainty affect renewable energy consumption?," Renewable Energy, Elsevier, vol. 179(C), pages 1500-1521.
    50. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, Center for Economic and Financial Research (CEFIR).
    51. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    52. Julien Daubanes & Lisa Leinert, 2012. "Optimum Tariffs and Exhaustible Resources: Theory and Evidence for Gasoline," CER-ETH Economics working paper series 12/163, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    53. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
    54. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    55. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    56. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    57. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    58. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    59. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
    60. Gregg, Daniel & Rolfe, John, 2014. "The value of environmental health in agricultural production across nonparametric efficiency quantiles," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187499, New Zealand Agricultural and Resource Economics Society.
    61. Muhammad Shahbaz & Muhammad Shafiullah & Mantu K. Mahalik, 2019. "The dynamics of financial development, globalisation, economic growth and life expectancy in sub‐Saharan Africa," Australian Economic Papers, Wiley Blackwell, vol. 58(4), pages 444-479, December.
    62. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    63. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    64. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    65. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    66. Lawrence Dacuycuy, 2005. "On distribution approximation: a simple comparative study on procedural variations of the Zheng test," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-10.
    67. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    68. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    69. Jibonayan Raychaudhuri & Ada Wossink, 2018. "Ecolabels and The Economic Recession," Economics Discussion Paper Series 1807, Economics, The University of Manchester.
    70. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    71. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-18, April.
    72. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, New Economic School (NES).
    73. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    74. Simone Gitto & Paolo Mancuso, 2015. "The contribution of physical and human capital accumulation to Italian regional growth: a nonparametric perspective," Journal of Productivity Analysis, Springer, vol. 43(1), pages 1-12, February.
    75. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
    76. Rong Zhu, 2014. "The impact of major-job mismatch on college graduates' early career earnings: evidence from China," Education Economics, Taylor & Francis Journals, vol. 22(5), pages 511-528, October.
    77. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
    78. Paudel, Krishna P. & Park, Timothy A. & Pandit, Mahesh, 2017. "U.S. Farmers' Decision to Choose Direct Sales Channel: A Fractional Seemingly Unrelated Semiparametric Model," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258370, Agricultural and Applied Economics Association.
    79. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    80. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, New Economic School (NES).
    81. Henderson, Daniel J. & Polachek, Solomon & Wang, Le, 2011. "Heterogeneity in Schooling Rates of Return," IZA Discussion Papers 5662, Institute of Labor Economics (IZA).
    82. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    83. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019. "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University.
    84. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    85. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    86. Liu, Liyi & McManus, Doug & Yannopoulos, Elias, 2022. "Geographic and temporal variation in housing filtering rates," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    87. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    88. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
    89. Hayat, Aziz & Mishra, Sagarika, 2010. "Federal reserve monetary policy and the non-linearity of the Taylor rule," Economic Modelling, Elsevier, vol. 27(5), pages 1292-1301, September.
    90. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    91. Mishra, Sagarika & Narayan, Paresh Kumar, 2015. "A nonparametric model of financial system and economic growth," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 175-191.
    92. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    93. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    94. Amin Mugera & Michael Langemeier & Allen Featherstone, 2012. "Labor productivity convergence in the Kansas farm sector: a three-stage procedure using data envelopment analysis and semiparametric regression analysis," Journal of Productivity Analysis, Springer, vol. 38(1), pages 63-79, August.
    95. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    96. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    97. Li, Xiaofeng & Shang, Ying & Su, Zhi, 2015. "Semiparametric estimation of default probability: Evidence from the Prosper online credit market," Economics Letters, Elsevier, vol. 127(C), pages 54-57.
    98. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    99. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    100. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
    101. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    102. Syed F. Mahmud & Murat Tiniç, 2018. "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, vol. 55(2), pages 679-711, September.
    103. Georgios Fotopoulos, 2012. "Nonlinearities in regional economic growth and convergence: the role of entrepreneurship in the European union regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 719-741, June.
    104. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, New Economic School (NES).
    105. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    106. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
    107. Kumbhakar, Subal C. & Li, Mingyang & Lien, Gudbrand, 2023. "Do subsidies matter in productivity and profitability changes?," Economic Modelling, Elsevier, vol. 123(C).
    108. Livanis, Grigorios T. & Salois, Matthew J. & Moss, Charles B., 2009. "A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland 51063, Agricultural Economics Society.
    109. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.
    110. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.

  25. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.

    Cited by:

    1. Cabane, Charlotte & Hille, Adrian & Lechner, Michael, 2015. "Mozart or Pelé? The Effects of Teenagers' Participation in Music and Sports," IZA Discussion Papers 8987, Institute of Labor Economics (IZA).
    2. Martin Huber & Michael Lechner & Giovanni Mellace, 2017. "Why Do Tougher Caseworkers Increase Employment? The Role of Program Assignment as a Causal Mechanism," The Review of Economics and Statistics, MIT Press, vol. 99(1), pages 180-183, March.
    3. Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014. "Sport participation and Child Development in Less Developed Countries," Economics Working Paper Series 1433, University of St. Gallen, School of Economics and Political Science.
    4. Hugo Bodory & Lorenzo Camponovo & Martin Huber & Michael Lechner, 2020. "The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 183-200, January.
    5. Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014. "Children’s skill formation in less developed countries – The impact of sports participation," Economics Working Paper Series 1412, University of St. Gallen, School of Economics and Political Science.
    6. Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
    7. Lechner, Michael & Hille, Adrian & Cabane, Charlotte, 2015. "Mozart or Pelé? The effects of teenagers? participation in music and sports," CEPR Discussion Papers 10556, C.E.P.R. Discussion Papers.
    8. Michael Lechner & Paul Downward, 2013. "Heterogeneous Sports Participation and Labour Market Outcomes in England," CESifo Working Paper Series 4434, CESifo.
    9. Tim Pawlowski & Ute Schüttoff & Paul Downward & Michael Lechner, 2018. "Can Sport Really Help to Meet the Millennium Development Goals? Evidence From Children in Peru," Journal of Sports Economics, , vol. 19(4), pages 498-521, May.
    10. Marcos à lvarez-Díaz & José María Chamorro-Rivas & Manuel González-Gómez & María Soledad Otero-Giráldez, 2024. "The impact of the COVID-19 outbreak on intra- and inter-regional domestic travel: Evidence from Spain," Tourism Economics, , vol. 30(4), pages 1039-1061, June.
    11. Patrick Richard, 2010. "Kernel smoothing end of sample instability tests P values," Cahiers de recherche 10-19, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    12. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.

  26. James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.

    Cited by:

    1. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    2. Rand R. Wilcox, 2018. "Robust regression: an inferential method for determining which independent variables are most important," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 100-111, January.
    3. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
    4. Rand Wilcox & Florence Clark, 2014. "Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity," Computational Statistics, Springer, vol. 29(5), pages 1175-1186, October.
    5. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    6. Francisco J. Ruge-Murcia, 2013. "Generalized Method of Moments estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 20, pages 464-485, Edward Elgar Publishing.
    7. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.

  27. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004. "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers KERP 2004/09, Centre for Economic Research, Keele University.

    Cited by:

    1. Petr Jakubík, 2011. "Household Balance Sheets and Economic Crisis," Working Papers IES 2011/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
    2. Jakubik, Petr, 2011. "Households response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
    3. Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007. "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers 13/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).

  28. Racine, J & Hyndman, R.J., 2001. "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers 10/01, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Miguel Rodrigues, 2005. "Regression with R," Econometrics 0508016, University Library of Munich, Germany.
    2. A. Talha Yalta & Riccardo Lucchetti, 2008. "The GNU|Linux platform and freedom respecting software for economists," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 279-286.
    3. Robert Finger, 2010. "Review of ‘Robustbase’ software for R," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1205-1210, November/.
    4. Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt, 2002. "Monitoring structural change in dynamic econometric models," Technical Reports 2002,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
    6. Ryan J. Smith & J. Wilson Mixon Jr, 2006. "Teaching undergraduate econometrics with GRETL," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1103-1107.
    7. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
    8. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.
    9. Shahram Amini & Christopher F. Parmeter, 2011. "A Review of the `BMS' Package for R," Working Papers 2011-8, University of Miami, Department of Economics.
    10. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.
    11. Wilson, Paul W., 2008. "FEAR: A software package for frontier efficiency analysis with R," Socio-Economic Planning Sciences, Elsevier, vol. 42(4), pages 247-254, December.

  29. Jeff Racine, 2000. "Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data," Econometric Society World Congress 2000 Contributed Papers 0713, Econometric Society.

    Cited by:

    1. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.

  30. Racine, J. & Rilstone, P., 1992. "The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification," Papers 9204, Laval - Recherche en Politique Economique.

    Cited by:

    1. Stephen L. Ross, 2003. "What Is Known about Testing for Discrimination: Lessons Learned by Comparing across Different Markets," Working papers 2003-21, University of Connecticut, Department of Economics, revised Nov 2003.

  31. Racine, J., 1991. "An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean," Papers 91-9, York (Canada) - Department of Economics.

    Cited by:

    1. Schulz, Rainer & Wersing, Martin, 2012. "A slab in the face: Building quality and neighborhood effects," SFB 649 Discussion Papers 2012-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

Articles

  1. Jeffrey S. Racine & Ingrid Van Keilegom, 2020. "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 784-795, October.
    See citations under working paper version above.
  2. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2020. "Kernel smoothed probability mass functions for ordered datatypes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(3), pages 563-586, July.
    See citations under working paper version above.
  3. J. P. Florens & J. S. Racine & S. Centorrino, 2018. "Nonparametric instrumental variable derivative estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(2), pages 368-391, April.

    Cited by:

    1. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
    2. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, vol. 181(2), pages 151-164.
    3. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    4. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
    5. Malikov, Emir & Zhao, Shunan & Kumbhakar, Subal C., 2020. "Estimation of Firm-Level Productivity in the Presence of Exports: Evidence from China's Manufacturing," MPRA Paper 98077, University Library of Munich, Germany.
    6. De Monte Enrico, 2024. "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 49-66, January.

  4. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.

    Cited by:

    1. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    2. Fahimah A. Al-Awadhi & Zoulikha Kaid & Ali Laksaci & Idir Ouassou & Mustapha Rachdi, 2019. "Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(2), pages 217-240, June.
    3. Emmanuel Torsen & Peter N. Mwita & Joseph K. Mung’atu, 2019. "A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-1.
    4. Laurent Gardes & Armelle Guillou & Claire Roman, 2020. "Estimation of extreme conditional quantiles under a general tail-first-order condition," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 915-943, August.
    5. Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).
    6. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
    7. Kirkby, J. Lars & Leitao, Álvaro & Nguyen, Duy, 2021. "Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
    8. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.

  5. Samuele CENTORRINO & Jeffrey S. RACINE, 2017. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295.
    See citations under working paper version above.
  6. Nicholas M. Kiefer & Jeffrey S. Racine, 2017. "The smooth colonel and the reverend find common ground," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 241-256, March.
    See citations under working paper version above.
  7. Cong Li & Hongjun Li & Jeffrey S. Racine, 2017. "Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 970-987, October.

    Cited by:

    1. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.

  8. Steven F. Koch & Jeffrey S. Racine, 2016. "Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 927-950, October.
    See citations under working paper version above.
  9. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.

    Cited by:

    1. Mario Biggeri & Luca Bortolotti & Vincenzo Mauro, 2021. "The Analysis of Well‐Being Using the Income‐Adjusted Multidimensional Synthesis of Indicators: The Case of China☆," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(3), pages 684-704, September.
    2. Emir Malikov & Gudbrand Lien, 2021. "Proxy Variable Estimation of Multiproduct Production Functions," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1878-1902, October.
    3. Lucio Esposito & Enrica Chiappero‐Martinetti, 2019. "Eliciting, Applying And Exploring Multidimensional Welfare Weights: Evidence From The Field," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(S1), pages 204-227, November.
    4. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2022. "Stochastic dominance spanning and augmenting the human development index with institutional quality," Annals of Operations Research, Springer, vol. 315(1), pages 341-369, August.
    5. Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2020. "On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 415-427.

  10. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    See citations under working paper version above.
  11. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    See citations under working paper version above.
  12. Hall, Peter G. & Racine, Jeffrey S., 2015. "Infinite order cross-validated local polynomial regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 510-525.
    See citations under working paper version above.
  13. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.

    Cited by:

    1. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    2. Johnson, Paul & Papageorgiou, Chris, 2018. "What Remains of Cross-Country Convergence?," MPRA Paper 89355, University Library of Munich, Germany.
    3. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    4. Zhou, Jianhua & Parmeter, Christopher F. & Kumbhakar, Subal C., 2020. "Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1142-1152.
    5. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    6. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.

  14. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Journal of African Development, African Finance and Economic Association (AFEA), vol. 16(1), pages 1-35.
    See citations under working paper version above.
  15. QI Li & Desheng Ouyang & Jeffrey S. Racine, 2013. "Categorical semiparametric varying‐coefficient models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 551-579, June.

    Cited by:

    1. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
    2. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    3. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    4. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    5. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    7. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    8. Arteaga-Molina, Luis A. & Rodríguez-Poo, Juan M., 2019. "Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 110-124.
    9. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    10. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
    11. Amin W. Mugera & Michael R. Langemeier & Andrew Ojede, 2016. "Contributions of Productivity and Relative Price Changes to Farm-level Profitability Change," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 98(4), pages 1210-1229.
    12. Offermanns, Christian J., 2014. "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers 2014/25, Free University Berlin, School of Business & Economics.
    13. Jun Zhang & Nanguang Zhou & Zipeng Sun & Gaorong Li & Zhenghong Wei, 2016. "Statistical inference on restricted partial linear regression models with partial distortion measurement errors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 304-331, November.
    14. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
    15. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.

  16. Qi Li & Juan Lin & Jeffrey S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 57-65, January.
    See citations under working paper version above.
  17. Jeffrey S. Racine, 2012. "RStudio: A Platform‐Independent IDE for R and Sweave," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 167-172, January.

    Cited by:

    1. Janina Rahlff & Sarah P. Esser & Julia Plewka & Mara Elena Heinrichs & André Soares & Claudio Scarchilli & Paolo Grigioni & Heike Wex & Helge-Ansgar Giebel & Alexander J. Probst, 2023. "Marine viruses disperse bidirectionally along the natural water cycle," Nature Communications, Nature, vol. 14(1), pages 1-18, December.
    2. Aikaterini Lyra & Athanasios Loukas, 2023. "Simulation and Evaluation of Water Resources Management Scenarios Under Climate Change for Adaptive Management of Coastal Agricultural Watersheds," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(6), pages 2625-2642, May.
    3. Back, Paula Regina, 2019. "On the relationship between corporate social responsibility and competitive performance in Brazilian Small and Medium Enterprises - empirical evidence from a stakeholders’ perspective," Thesis Commons bdumw, Center for Open Science.
    4. Shang-Ming Zhou & Fabiola Fernandez-Gutierrez & Jonathan Kennedy & Roxanne Cooksey & Mark Atkinson & Spiros Denaxas & Stefan Siebert & William G Dixon & Terence W O’Neill & Ernest Choy & Cathie Sudlow, 2016. "Defining Disease Phenotypes in Primary Care Electronic Health Records by a Machine Learning Approach: A Case Study in Identifying Rheumatoid Arthritis," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-14, May.
    5. Tommaso Orusa & Annalisa Viani & Enrico Borgogno-Mondino, 2024. "Earth Observation Data and Geospatial Deep Learning AI to Assign Contributions to European Municipalities Sen4MUN: An Empirical Application in Aosta Valley (NW Italy)," Land, MDPI, vol. 13(1), pages 1-21, January.
    6. Beatriz Talavera-Velasco & Lourdes Luceño-Moreno & Jesús Martín García & Daniel Vázquez-Estévez, 2018. "DECORE-21: Assessment of occupational stress in police. Confirmatory factor analysis of the original model," PLOS ONE, Public Library of Science, vol. 13(10), pages 1-11, October.

  18. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.

    Cited by:

    1. Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
    2. Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua, 2016. "Model averaging based on leave-subject-out cross-validation," Journal of Econometrics, Elsevier, vol. 192(1), pages 139-151.
    3. Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
    4. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
    5. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    6. Zhang, Xinyu, 2015. "Consistency of model averaging estimators," Economics Letters, Elsevier, vol. 130(C), pages 120-123.
    7. Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024. "Adapting to Misspecification," NBER Working Papers 32906, National Bureau of Economic Research, Inc.
    8. Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
    9. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    10. Shangwei Zhao & Jun Liao & Dalei Yu, 2020. "Model averaging estimator in ridge regression and its large sample properties," Statistical Papers, Springer, vol. 61(4), pages 1719-1739, August.
    11. Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang, 2014. "Frequentist model averaging for multinomial and ordered logit models," International Journal of Forecasting, Elsevier, vol. 30(1), pages 118-128.
    12. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    13. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
    14. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
    15. Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    17. Qingfeng Liu & Qingsong Yao & Guoqing Zhao, 2020. "Model averaging estimation for conditional volatility models with an application to stock market volatility forecast," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 841-863, August.
    18. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
    19. Jingwen Tu & Hu Yang & Chaohui Guo & Jing Lv, 2021. "Model averaging marginal regression for high dimensional conditional quantile prediction," Statistical Papers, Springer, vol. 62(6), pages 2661-2689, December.
    20. Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
    21. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1251-1261, October.
    22. Zhang, Xinyu & Liu, Chu-An, 2023. "Model averaging prediction by K-fold cross-validation," Journal of Econometrics, Elsevier, vol. 235(1), pages 280-301.
    23. Gong, Binlei, 2020. "Agricultural productivity convergence in China," China Economic Review, Elsevier, vol. 60(C).
    24. Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu, 2021. "Model averaging prediction for time series models with a diverging number of parameters," Journal of Econometrics, Elsevier, vol. 223(1), pages 190-221.
    25. Miaomiao Wang & Xinyu Zhang & Alan T. K. Wan & Kang You & Guohua Zou, 2023. "Jackknife model averaging for high‐dimensional quantile regression," Biometrics, The International Biometric Society, vol. 79(1), pages 178-189, March.
    26. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
    27. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    28. Xie, Tian, 2015. "Prediction model averaging estimator," Economics Letters, Elsevier, vol. 131(C), pages 5-8.
    29. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    30. Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017. "Frequentist model averaging for threshold models," MPRA Paper 92036, University Library of Munich, Germany.
    31. Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
    32. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    33. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
    34. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
    35. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    36. Huihang Liu & Xinyu Zhang, 2023. "Frequentist model averaging for undirected Gaussian graphical models," Biometrics, The International Biometric Society, vol. 79(3), pages 2050-2062, September.
    37. Liu, Qingfeng, 2011. "Generalized Cp Model Averaging for Heteroskedastic Models," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/4544, Otaru University of Commerce.
    38. Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013. "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, vol. 176(1), pages 80-91.
    39. Steven Lehrer & Tian Xie, 2016. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers 22959, National Bureau of Economic Research, Inc.
    40. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    41. Yan, Xiaodong & Wang, Hongni & Wang, Wei & Xie, Jinhan & Ren, Yanyan & Wang, Xinjun, 2021. "Optimal model averaging forecasting in high-dimensional survival analysis," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1147-1155.
    42. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    43. Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
    44. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
    45. Lavancier, F. & Rochet, P., 2016. "A general procedure to combine estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 175-192.
    46. Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.
    47. Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022. "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, vol. 229(2), pages 219-245.
    48. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2019. "Model averaging estimators for the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 51(2), pages 91-103, June.
    49. Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
    50. Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016. "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, vol. 148(C), pages 68-71.
    51. Yundong Tu & Siwei Wang, 2023. "Variable Screening and Model Averaging for Expectile Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 574-598, June.
    52. Hui Xiao & Yiguo Sun, 2019. "On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study," JRFM, MDPI, vol. 12(3), pages 1-16, June.
    53. Gao, Yichen & Long, Wei & Wang, Zhengwei, 2015. "Estimating average treatment effect by model averaging," Economics Letters, Elsevier, vol. 135(C), pages 42-45.
    54. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    55. Barry L. Nelson & Alan T. K. Wan & Guohua Zou & Xinyu Zhang & Xi Jiang, 2021. "Reducing Simulation Input-Model Risk via Input Model Averaging," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 672-684, May.
    56. Povilas Lastauskas & Julius Stakénas, 2019. "Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment," CESifo Working Paper Series 7844, CESifo.
    57. Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
    58. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
    59. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
    60. Peng, Jingfu & Yang, Yuhong, 2022. "On improvability of model selection by model averaging," Journal of Econometrics, Elsevier, vol. 229(2), pages 246-262.
    61. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers 15/18, Department of Economics, University of York.
    62. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
    63. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
    64. Qingfeng Liu & Andrey L. Vasnev, 2019. "A Combination Method for Averaging OLS and GLS Estimators," Econometrics, MDPI, vol. 7(3), pages 1-12, September.
    65. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.
    66. Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023. "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, vol. 123(C).
    67. Olesen, O.B. & Ruggiero, J., 2022. "The hinging hyperplanes: An alternative nonparametric representation of a production function," European Journal of Operational Research, Elsevier, vol. 296(1), pages 254-266.
    68. Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei, 2016. "On the dominance of Mallows model averaging estimator over ordinary least squares estimator," Economics Letters, Elsevier, vol. 142(C), pages 69-73.
    69. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
    70. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
    71. Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021. "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
    72. Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
    73. Yuan, Lingran & Zhang, Qizheng & Wang, Shuo & Hu, Weibin & Gong, Binlei, 2022. "Effects of international trade on world agricultural production and productivity: evidence from a panel of 126 countries 1962-2014," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 25(2), March.
    74. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
    75. Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
    76. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
    77. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
    78. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    79. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
    80. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016. "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1692-1752, December.
    81. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
    82. Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    83. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    84. Anthoulla Phella, 2020. "Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach," Papers 2010.12263, arXiv.org.
    85. Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
    86. Fang, Fang & Liu, Minhan, 2020. "Limit of the optimal weight in least squares model averaging with non-nested models," Economics Letters, Elsevier, vol. 196(C).
    87. Xiaochao Xia, 2021. "Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing," Statistical Papers, Springer, vol. 62(6), pages 2885-2905, December.
    88. Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen, 2016. "Model averaging with averaging covariance matrix," Economics Letters, Elsevier, vol. 145(C), pages 214-217.
    89. Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023. "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202309, University of Kansas, Department of Economics, revised Sep 2023.
    90. Tu, Yundong & Wang, Siwei, 2020. "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, vol. 197(C).
    91. Gong, Binlei, 2020. "Measuring and Achieving World Agricultural Convergence," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304347, Agricultural and Applied Economics Association.
    92. Baihua He & Yanyan Liu & Guosheng Yin & Yuanshan Wu, 2023. "Model aggregation for doubly divided data with large size and large dimension," Computational Statistics, Springer, vol. 38(1), pages 509-529, March.
    93. Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
    94. Haili Zhang & Guohua Zou, 2020. "Cross-Validation Model Averaging for Generalized Functional Linear Model," Econometrics, MDPI, vol. 8(1), pages 1-35, February.
    95. Yuting Wei & Qihua Wang & Wei Liu, 2021. "Model averaging for linear models with responses missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 535-553, June.
    96. Guo, Chaohui & Lv, Jing & Wu, Jibo, 2021. "Composite quantile regression for ultra-high dimensional semiparametric model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
    97. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
    98. Xinyu Zhang & Dalei Yu & Guohua Zou & Hua Liang, 2016. "Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1775-1790, October.
    99. Jialiang Li & Tonghui Yu & Jing Lv & Mei‐Ling Ting Lee, 2021. "Semiparametric model averaging prediction for lifetime data via hazards regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1187-1209, November.
    100. Wang, Weiwei & Zhang, Qi & Zhang, Xinyu & Li, Xinmin, 2021. "Model averaging based on generalized method of moments," Economics Letters, Elsevier, vol. 200(C).
    101. Fang, Fang & Yu, Zhou, 2020. "Model averaging assisted sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
    102. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    103. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
    104. Jing Zhou & Gerda Claeskens & Jelena Bradic, 2020. "Detangling robustness in high dimensions: composite versus model-averaged estimation," Papers 2006.07457, arXiv.org.
    105. Martin Guth, 2022. "Predicting Default Probabilities for Stress Tests: A Comparison of Models," Papers 2202.03110, arXiv.org.
    106. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
    107. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
    108. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
    109. Ren, Yu & Liang, Xuanxuan & Wang, Qin, 2021. "Short-term exchange rate forecasting: A panel combination approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    110. Cheng, Tzu-Chang F. & Ing, Ching-Kang & Yu, Shu-Hui, 2015. "Toward optimal model averaging in regression models with time series errors," Journal of Econometrics, Elsevier, vol. 189(2), pages 321-334.
    111. Gong, Binlei, 2018. "Different behaviors in natural gas production between national and private oil companies: Economics-driven or environment-driven?," Energy Policy, Elsevier, vol. 114(C), pages 145-152.
    112. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
    113. Lingran Yuan & Shurui Zhang & Shuo Wang & Zesen Qian & Binlei Gong, 2021. "World agricultural convergence," Journal of Productivity Analysis, Springer, vol. 55(2), pages 135-153, April.
    114. Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua, 2022. "Optimal model averaging for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    115. Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).
    116. Ivana Durovic, 2017. "The effects of intercompany lending on the current account balances of selected economies in the Western Balkans," Public Sector Economics, Institute of Public Finance, vol. 41(4), pages 421-441.
    117. Xie, Tian, 2017. "Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics," Economics Letters, Elsevier, vol. 151(C), pages 119-122.
    118. Shangwei Zhao, 2014. "Model averaging based on James–Stein estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(8), pages 1013-1022, November.
    119. Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
    120. Tian Xie, 2019. "Forecast Bitcoin Volatility with Least Squares Model Averaging," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
    121. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
    122. Yuan, Chaoxia & Fang, Fang & Ni, Lyu, 2022. "Mallows model averaging with effective model size in fragmentary data prediction," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
    123. De Bin, Riccardo & Boulesteix, Anne-Laure & Sauerbrei, Willi, 2017. "Detection of influential points as a byproduct of resampling-based variable selection procedures," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 19-31.
    124. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
    125. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
    126. Dong, Qingkai & Liu, Binxia & Zhao, Hui, 2023. "Weighted least squares model averaging for accelerated failure time models," Computational Statistics & Data Analysis, Elsevier, vol. 184(C).
    127. Alena Skolkova, 2023. "Model Averaging with Ridge Regularization," CERGE-EI Working Papers wp758, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    128. Wei, Yuting & Wang, Qihua, 2021. "Cross-validation-based model averaging in linear models with response missing at random," Statistics & Probability Letters, Elsevier, vol. 171(C).
    129. Fang, Fang & Yang, Qiwei & Tian, Wenling, 2022. "Cross-validation for selecting the penalty factor in least squares model averaging," Economics Letters, Elsevier, vol. 217(C).
    130. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
    131. Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang, 2020. "Forecasting stock returns with model uncertainty and parameter instability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 629-644, August.
    132. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    133. Emir Zildžović, 2015. "The Sustainability Of Serbia`S External Position: The Impact Of Fiscal Adjustment And External Shocks," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(204), pages 31-60, January –.
    134. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    135. Barrow, Devon K. & Crone, Sven F., 2016. "Cross-validation aggregation for combining autoregressive neural network forecasts," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1120-1137.
    136. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
    137. Rongjie Jiang & Liming Wang & Yang Bai, 2021. "Optimal model averaging estimator for semi-functional partially linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 167-194, February.
    138. Chu-An Liu & Biing-Shen Kuo & Wen-Jen Tsay, 2017. "Autoregressive Spectral Averaging Estimator," IEAS Working Paper : academic research 17-A013, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    139. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
    140. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
    141. Gong, Binlei, 2020. "Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis," Energy Economics, Elsevier, vol. 86(C).
    142. Olesen, O.B. & Ruggiero, J., 2018. "An improved Afriat–Diewert–Parkan nonparametric production function estimator," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1172-1188.
    143. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
    144. Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
    145. Xinyu Zhang & Hua Liang & Anna Liu & David Ruppert & Guohua Zou, 2016. "Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 275-291, March.

  19. Kwabena Gyimah‐Brempong & Jeffrey S. Racine & Anthony Gyapong, 2012. "Aid and economic growth: Sensitivity analysis," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(1), pages 17-33, January.

    Cited by:

    1. Robert Stojanov & Wadim Strielkowski, 2013. "The Role of Remittances as More Efficient Tool of Development Aid in Developing Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(4), pages 487-503.
    2. Munyanyi, Musharavati Ephraim & Awaworyi Churchill, Sefa, 2022. "Foreign aid and energy poverty: Sub-national evidence from Senegal," Energy Economics, Elsevier, vol. 108(C).
    3. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    4. Harb, Nermeen & Hall, Stephen G., 2019. "Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 192-204.
    5. Fahmida Khatun & Syed Yusuf Saadat & Md. Kamruzzaman, 2019. "FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh," CPD Working Paper 125, Centre for Policy Dialogue (CPD).
    6. Ertan Tosun & Dervis Kirikkaleli & Okan Veli Safakli, 2020. "An Isolated Island Economy Analysis on the Effectiveness of Foreign Aid: TRNC," SAGE Open, , vol. 10(2), pages 21582440209, June.

  20. Kwabena Gyimah-Brempong & Jeffrey Racine, 2010. "Aid and investment in LDCs: A robust approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 19(2), pages 319-349.

    Cited by:

    1. Karimu, Amin & Brännlund, Runar, 2013. "Functional form and aggregate energy demand elasticities: A nonparametric panel approach for 17 OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 19-27.
    2. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    3. Workneh, Migbaru Alamirew & Francken, Nathalie, 2015. "A review of the impact of foreign aid on domestic saving," MPRA Paper 92174, University Library of Munich, Germany, revised 13 Feb 2019.
    4. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    5. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    6. Douzounet Mallaye & Thierry Urbain Yogo, 2013. "Foreign Aid and Mobilization of Growth Factors in Sub-Saharan Africa," WIDER Working Paper Series wp-2013-103, World Institute for Development Economic Research (UNU-WIDER).
    7. Brännlund Runar & Karimu Amin & Söderholm Patrik, 2017. "Convergence in carbon dioxide emissions and the role of growth and institutions: a parametric and non-parametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(2), pages 359-390, April.
    8. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    9. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    10. Fahmida Khatun & Syed Yusuf Saadat & Md. Kamruzzaman, 2019. "FINANCE FOR SDGs: Addressing Governance Challenge of Aid Utilisation in Bangladesh," CPD Working Paper 125, Centre for Policy Dialogue (CPD).
    11. Workneh, Migbaru Alamirew, 2018. "Poverty and unemployment in Spain during the 2008's financial crises," MPRA Paper 92145, University Library of Munich, Germany.

  21. Li, Qi & Racine, Jeffrey S., 2010. "Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1607-1637, December.

    Cited by:

    1. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    2. Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015. "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, vol. 48(2), pages 125-168, October.
    3. Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
    4. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
    5. Qiu, Guo & Xu, Wangtu (Ato) & Li, Ling, 2018. "Key factors to annual investment in public transportation sector: The case of China," Transportation Research Part A: Policy and Practice, Elsevier, vol. 107(C), pages 1-19.
    6. Subal C. Kumbhakar & Kai Sun & Rui Zhang, 2016. "Semiparametric Smooth Coefficient Estimation of a Production System," Pacific Economic Review, Wiley Blackwell, vol. 21(4), pages 464-482, October.
    7. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    8. Yan-Yong Zhao & Jin-Guan Lin & Hong-Xia Wang & Xing-Fang Huang, 2017. "Jump-detection-based estimation in time-varying coefficient models and empirical applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 574-599, September.
    9. Michael Delgado, 2013. "A smooth coefficient model of carbon emissions," Empirical Economics, Springer, vol. 45(3), pages 1049-1071, December.
    10. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    11. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    12. Tracey, Marlon R. & Polachek, Solomon, 2018. "Heterogeneous Layoff Effects of the US Short-Time Compensation Program," IZA Discussion Papers 11746, Institute of Labor Economics (IZA).
    13. Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
    14. Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2014. "More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?," IZA Discussion Papers 7886, Institute of Labor Economics (IZA).
    15. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    16. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    17. Fan Zhang & Joshua Hall & Feng Yao, 2017. "Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data," Working Papers 17-27, Department of Economics, West Virginia University.
    18. Taining Wang & Jinjing Tian & Feng Yao, 2021. "Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency," Empirical Economics, Springer, vol. 61(2), pages 587-636, August.
    19. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    20. Zhang, Jingfang & Malikov, Emir & Miao, Ruiqing & Ghosh, Prasenjit N., 2024. "Geography of Climate Change Adaptation in U.S. Agriculture: Evidence from Spatially Varying Long-Differences Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343758, Agricultural and Applied Economics Association.
    21. Tran, Kien C. & Tsionas, Mike G. & Prokhorov, Artem B., 2023. "Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1189-1199.
    22. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
    23. Blaise Gnimassoun & Carl Grekou & Valérie Mignon, 2024. "The Industrial Cost of Fixed Exchange Rate Regimes," Working Papers 2024-07, CEPII research center.
    24. Xuejun Ma & Yue Du & Jingli Wang, 2022. "Model detection and variable selection for mode varying coefficient model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 321-341, June.
    25. Peng, Bin, 2016. "Inference on modelling cross-sectional dependence for a varying-coefficient model," Economics Letters, Elsevier, vol. 145(C), pages 1-5.
    26. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    27. Price, Sarah & Zhang, Xiaohui & Spencer, Anne, 2020. "Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?," Social Science & Medicine, Elsevier, vol. 258(C).
    28. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    29. Асатуров К.Г., 2015. "Динамические Модели Систематического Риска: Сравнение На Примере Индийского Фондового Рынка," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(4), pages 59-75, октябрь.
    30. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
    31. Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2013. "Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model," IZA Discussion Papers 7277, Institute of Labor Economics (IZA).
    32. Sun, Kai & Kumbhakar, Subal C. & Tveterås, Ragnar, 2015. "Productivity and efficiency estimation: A semiparametric stochastic cost frontier approach," European Journal of Operational Research, Elsevier, vol. 245(1), pages 194-202.
    33. Kai Sun & Ruhul Salim, 2020. "A semiparametric stochastic input distance frontier model with application to the Indonesian banking industry," Journal of Productivity Analysis, Springer, vol. 54(2), pages 139-156, December.
    34. Bram Gootjes & Jakob Haan & Richard Jong-A-Pin, 2021. "Do fiscal rules constrain political budget cycles?," Public Choice, Springer, vol. 188(1), pages 1-30, July.
    35. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    36. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
    37. Tan, Xiujie & Wang, Banban & Wei, Jie & Taghizadeh-Hesary, Farhad, 2023. "The role of carbon pricing in achieving energy transition in the Post-COP26 era: Evidence from China's industrial energy conservation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    38. Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013. "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público 10943, Universidad EAFIT.
    39. Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2012. "Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach," IZA Discussion Papers 6351, Institute of Labor Economics (IZA).
    40. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    41. Andersson, Fredrik N.G., 2023. "Income inequality and carbon emissions in the United States 1929–2019," Ecological Economics, Elsevier, vol. 204(PA).
    42. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    43. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    44. Kim, Young-Ju, 2013. "A partial spline approach for semiparametric estimation of varying-coefficient partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 181-187.
    45. Han, Xiaoyi & Peng, Bin & Yang, Yanrong & Zhu, Huanjun, 2021. "Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates," Economics Letters, Elsevier, vol. 202(C).
    46. Zhao, Yan-Yong & Lin, Jin-Guan, 2019. "Estimation and test of jump discontinuities in varying coefficient models with empirical applications," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 145-163.
    47. Lien, Gudbrand & Kumbhakar, Subal C. & Mishra, Ashok K. & Hardaker, J. Brian, 2022. "Does risk management affect productivity of organic rice farmers in India? Evidence from a semiparametric production model," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1392-1402.
    48. Aminata Zong‐naba & Aké G.‐M. N'gbo & Omer S. Combary, 2024. "Labor differentiation and cotton productivity in Burkina Faso," African Development Review, African Development Bank, vol. 36(2), pages 306-319, June.
    49. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    50. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
    51. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.

  22. Ouyang, Desheng & Li, Qi & Racine, Jeffrey S., 2009. "Nonparametric Estimation Of Regression Functions With Discrete Regressors," Econometric Theory, Cambridge University Press, vol. 25(1), pages 1-42, February.

    Cited by:

    1. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    2. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    3. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    4. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    5. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    6. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    7. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    8. Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2015. "Estimators in step regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 124-129.
    9. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    10. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    11. Alessandro Bonanno & Francesco Bimbo & Marco Costanigro & Alfons Oude Lansink & Rosaria Viscecchia, 2019. "Credence attributes and the quest for a higher price – a hedonic stochastic frontier approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 46(2), pages 163-192.
    12. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
    13. Phillip Heiler, 2020. "Efficient Covariate Balancing for the Local Average Treatment Effect," Papers 2007.04346, arXiv.org.

  23. Li, Qi & Racine, Jeffrey S. & Wooldridge, Jeffrey M., 2009. "Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 206-223.

    Cited by:

    1. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    2. Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017. "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, vol. 154(C), pages 96-100.
    3. Tang, Shengfang & Huang, Zhilin, 2022. "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, vol. 216(C).
    4. Kyoo il Kim, 2019. "Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric," Econometrics, MDPI, vol. 7(2), pages 1-13, May.
    5. Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    6. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    8. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    9. Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
    10. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2017. "The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 91-102.
    11. Gabriel Montes-Rojas & Vera Chiodi, 2021. "MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-65, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    12. Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
    13. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
    14. Dehejia Rajeev, 2015. "Experimental and Non-Experimental Methods in Development Economics: A Porous Dialectic," Journal of Globalization and Development, De Gruyter, vol. 6(1), pages 47-69, June.
    15. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    16. Huber, Martin, 2012. "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series 1213, University of St. Gallen, School of Economics and Political Science, revised May 2013.
    17. Giovanni Cerulli, 2013. "treatrew: A user-written Stata routine for estimating average treatment effects by reweighting on propensity score," United Kingdom Stata Users' Group Meetings 2013 02, Stata Users Group.
    18. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    19. Phillip Heiler, 2020. "Efficient Covariate Balancing for the Local Average Treatment Effect," Papers 2007.04346, arXiv.org.
    20. Kim P. Huynh & David T. Jacho-Chávez & James K. Self, 2015. "The Distributional Efficacy of Collaborative Learning on Student Outcomes," The American Economist, Sage Publications, vol. 60(2), pages 98-119, September.

  24. Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
    See citations under working paper version above.
  25. Cong Li & Desheng Ouyang & Jeffrey Racine, 2009. "Nonparametric regression with weakly dependent data: the discrete and continuous regressor case," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(6), pages 697-711.

    Cited by:

    1. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    2. Battisti, Michele & Gatto, Massimo Del & Parmeter, Christopher F., 2022. "Skill-biased technical change and labor market inefficiency," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    3. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    4. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    5. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    6. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    7. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    8. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.

  26. Evan Meredith & Jeffrey S. Racine, 2009. "Towards reproducible econometric research: the Sweave framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 366-374, March.

    Cited by:

    1. Valérie Orozco & Christophe Bontemps & Elise Maigné & Virginie Piguet & Annie Hofstetter & Anne Lacroix & Fabrice Levert & Jean‐Marc Rousselle, 2020. "How To Make A Pie: Reproducible Research For Empirical Economics And Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 34(5), pages 1134-1169, December.
    2. Orozco, Valérie & Bontemps, Christophe & Maigné, Elise & Piguet, V. & Hofstetter, A. & Lacroix, Anne & Levert, F. & Rousselle, J.M, 2018. "How To Make A Pie: Reproducible Research for Empirical Economics & Econometrics," TSE Working Papers 18-933, Toulouse School of Economics (TSE).
    3. Michael S. Delgado & Christopher F. Parmeter, 2013. "Embarrassingly Easy Embarrassingly Parallel Processing in R: Implementation and Reproducibility," Working Papers 2013-06, University of Miami, Department of Economics.

  27. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.

    Cited by:

    1. Kristiaan Kerstens & Jafar Sadeghi & Mehdi Toloo & Ignace van de Woestyne, 2022. "Procedures for ranking technical and cost efficient units: With a focus on nonconvexity," Post-Print hal-03595989, HAL.
    2. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    3. Nguyen, Trang Thi Thuy & Pham, Binh Thai & Prior, Diego & van Hemmen, Stefan, 2022. "Performance of tax simplification around the world: A panel frontier analysis," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    4. Kristiaan Kerstens & Jafar Sadeghi & Ignace Van de Woestyne, 2020. "Plant capacity notions in a non-parametric framework: a brief review and new graph or non-oriented plant capacities," Annals of Operations Research, Springer, vol. 288(2), pages 837-860, May.
    5. Kerstens, Kristiaan & Mazza, Paolo & Ren, Tiantian & Van de Woestyne, Ignace, 2022. "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Omega, Elsevier, vol. 113(C).
    6. S. Akin & Val Lambson & Grant McQueen & Brennan Platt & Barrett Slade & Justin Wood, 2013. "Rushing to Overpay: Modeling and Measuring the REIT Premium," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 506-537, October.
    7. Frederic Ang & Pieter Jan Kerstens, 2018. "Superlative approximation of the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application," IFRO Working Paper 2018/10, University of Copenhagen, Department of Food and Resource Economics.
    8. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    9. Silvia Saravia-Matus & T. S. Amjath-Babu & Sreejith Aravindakshan & Stefan Sieber & Jimmy A. Saravia & Sergio Gomez y Paloma, 2021. "Can Enhancing Efficiency Promote the Economic Viability of Smallholder Farmers? A Case of Sierra Leone," Sustainability, MDPI, vol. 13(8), pages 1-17, April.
    10. Xiaoqing Chen & Kristiaan Kerstens & Qingyuan Zhu, 2021. "Exploring Horizontal Mergers in Swedish District Courts Using Convex and Nonconvex Technologies: Usefulness of a Conservative Approach," Working Papers 2021-EQM-05, IESEG School of Management.
    11. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    12. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    13. Abhiman Das & Subal C. Kumbhakar, 2016. "Markup and efficiency of Indian banks: an input distance function approach," Empirical Economics, Springer, vol. 51(4), pages 1689-1719, December.
    14. Martin Huber, 2011. "Testing for covariate balance using quantile regression and resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2881-2899, February.
    15. ARAUJO ENCISO Sergio Rene & PIERALLI SIMONE & PEREZ DOMINGUEZ Ignacio, 2017. "Partial Stochastic Analysis with the Aglink-Cosimo Model: A Methodological Overview," JRC Research Reports JRC108837, Joint Research Centre.
    16. Halkos, George & Tzeremes, Nickolaos, 2012. "Measuring seaports’ productivity: A Malmquist productivity index decomposition approach," MPRA Paper 40174, University Library of Munich, Germany.
    17. Malikov, Emir, 2016. "Dynamic responses to oil price shocks: Conditional vs unconditional (a)symmetry," Economics Letters, Elsevier, vol. 139(C), pages 31-35.
    18. Das, Monica & Basu, Sudip R., 2023. "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 740-753.
    19. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a latent heterogeneity factor in the efficiency of universities," Economic Modelling, Elsevier, vol. 99(C).
    20. Fukuyama, Hirofumi & Matousek, Roman & Tzeremes, Nickolaos G., 2023. "Estimating the degree of firms’ input market power via data envelopment analysis: Evidence from the global biotechnology and pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 305(2), pages 946-960.
    21. Fujii, Hidemichi & Cao, Jing & Managi, Shunsuke, 2014. "Decomposition of productivity considering multi-environmental pollutants in Chinese industrial sector," MPRA Paper 57997, University Library of Munich, Germany.
    22. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche 0927, CIRPEE.
    23. McCloud, Nadine & Delgado, Michael S. & Holmes, Chanit'a, 2018. "Does a stronger system of law and order constrain the effects of foreign direct investment on government size?," European Journal of Political Economy, Elsevier, vol. 55(C), pages 258-283.
    24. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    25. Daniel J. Henderson & Alexandre Olbrecht & Solomon W. Polachek, 2006. "Do Former College Athletes Earn More at Work?: A Nonparametric Assessment," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
    26. Ananda, Jayanath & Hampf, Benjamin, 2015. "Measuring environmentally sensitive productivity growth: An application to the urban water sector," Ecological Economics, Elsevier, vol. 116(C), pages 211-219.
    27. S. C. West & A. W. Mugera & R. S. Kingwell, 2022. "The choice of efficiency benchmarking metric in evaluating firm productivity and viability," Journal of Productivity Analysis, Springer, vol. 57(2), pages 193-211, April.
    28. Qianying Jin & Kristiaan Kerstens & Ignace van de Woestyne, 2020. "Metafrontier productivity indices: Questioning the common convexification strategy," Post-Print hal-02496997, HAL.
    29. Jin, Qianying & Basso, Antonella & Funari, Stefania & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2024. "Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1134-1145.
    30. Haleh Delnava & Kristiaan Kerstens & Timo Kuosmanen & Zhiyang Shen, 2024. "Semi-parametric Estimation of Convex and Nonconvex By-Production Technologies," Working Papers 2024-EQM-02, IESEG School of Management.
    31. Bayudan-Dacuycuy, Connie & Dacuucuy, Lawrence, 2022. "Harnessing the Potential of Online Marketplaces in the Philippines: Insights from the National Information and Communications Technology Household Survey," ADBI Working Papers 1341, Asian Development Bank Institute.
    32. De la Cruz, Marco & Mergoni, Anna, 2024. "Assessing the performance of Peruvian education system from a governance perspective," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
    33. Camillo, Furio & D'Attoma, Ida, 2012. "%GI: A SAS Macro for Measuring and Testing Global Imbalance of Covariates within Subgroups," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(c01).
    34. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    35. Hiranya Nath & Kiril Tochkov, 2013. "Relative inflation dynamics in the new EU member countries of Central and Eastern Europe," Empirical Economics, Springer, vol. 45(1), pages 1-22, August.
    36. Cherchye, Laurens & De Rock, Bram & Kerstens, Pieter Jan, 2018. "Production with storable and durable inputs: Nonparametric analysis of intertemporal efficiency," European Journal of Operational Research, Elsevier, vol. 270(2), pages 498-513.
    37. Xiaoqing Chen & Kristiaan Kerstens & Mike Tsionas, 2023. "Does Productivity Change at All in Swedish District Courts? Empirical Analysis Focusing on Horizontal Mergers," Working Papers 2023-EQM-03, IESEG School of Management.
    38. Laurens Cherchye & Bram De Rock & Dieter Saelens & Marijn Verschelde & Bart Roets, 2024. "Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management," Post-Print hal-04552874, HAL.
    39. Kristína Kočišová & Peter Šugerek, 2021. "Revenue efficiency: a distributional analysis in the European banking," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 14(1), pages 3-22.
    40. Marcos Sanso-Navarro & Maria Vera-Cabello, 2015. "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers ersa15p949, European Regional Science Association.
    41. Kerstens, Kristiaan & Sadeghi, Jafar & Van de Woestyne, Ignace, 2019. "Convex and nonconvex input-oriented technical and economic capacity measures: An empirical comparison," European Journal of Operational Research, Elsevier, vol. 276(2), pages 699-709.
    42. Sloboba, Brian W. & Yao, Vincent W., 2005. "An Analysis of Gender Differences in Vehicles Miles Traveled (VMT) Using Nonparametric Methods," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208165, Transportation Research Forum.
    43. Xiaoqing Chen & Kristiaan Kerstens, 2022. "Evaluating horizontal mergers in Swedish district courts using plant capacity concepts: with a focus on nonconvexity," Post-Print halshs-03924994, HAL.
    44. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    45. Ang, Frederic & Kerstens, Pieter Jan, 2020. "A superlative indicator for the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application," European Journal of Operational Research, Elsevier, vol. 285(3), pages 1161-1173.
    46. Jorge Bonilla & Jessica Coria & Thomas Sterner, 2018. "Technical Synergies and Trade-Offs Between Abatement of Global and Local Air Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(1), pages 191-221, May.
    47. Carlos Barros & Hidemichi Fujii & Shunsuke Managi, 2015. "How scale and ownership are related to financial performance? A productivity analysis of the Chinese banking sector," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 4(1), pages 1-14, December.
    48. Bonilla, Jorge & Coria, Jessica & Sterner, Thomas, 2012. "Synergies and Trade-offs between Climate and Local Air Pollution: Policies in Sweden," Working Papers in Economics 529, University of Gothenburg, Department of Economics.
    49. Juan Piedra-Peña & Diego Prior, 2023. "Analyzing the effect of health reforms on the efficiency of Ecuadorian public hospitals," International Journal of Health Economics and Management, Springer, vol. 23(3), pages 361-392, September.
    50. Kerstens, Kristiaan & O’Donnell, Christopher & Van de Woestyne, Ignace, 2019. "Metatechnology frontier and convexity: A restatement," European Journal of Operational Research, Elsevier, vol. 275(2), pages 780-792.
    51. Pieralli, Simone, 2012. "Sources of measured agricultural yield difference," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124771, Agricultural and Applied Economics Association.
    52. Nadine McCloud & Michael S. Delgado, 2022. "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 467-491, May.
    53. Simone Gitto & Paolo Mancuso, 2015. "The contribution of physical and human capital accumulation to Italian regional growth: a nonparametric perspective," Journal of Productivity Analysis, Springer, vol. 43(1), pages 1-12, February.
    54. Sreejith Aravindakshan & Frederick Rossi & T. S. Amjath-Babu & Prakashan Chellattan Veettil & Timothy J. Krupnik, 2018. "Application of a bias-corrected meta-frontier approach and an endogenous switching regression to analyze the technical efficiency of conservation tillage for wheat in South Asia," Journal of Productivity Analysis, Springer, vol. 49(2), pages 153-171, June.
    55. Rong Zhu, 2014. "The impact of major-job mismatch on college graduates' early career earnings: evidence from China," Education Economics, Taylor & Francis Journals, vol. 22(5), pages 511-528, October.
    56. Maria Teresa Balaguer-Coll & Diego Prior & Emili Tortosa-Ausina, 2010. "Devolution Dynamics of Spanish Local Government," Environment and Planning A, , vol. 42(6), pages 1476-1495, June.
    57. Oyenubi, Adeola & Mosomi, Jacqueline, 2024. "Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 576-590.
    58. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    59. Marie-Hélène Felt, 2018. "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers 18-29, Bank of Canada.
    60. Bontemps, Christophe & Nauges, Celine & Requillart, Vincent & Simioni, Michel, 2011. "Technical Change vs Efficiency Change: How do Food Industries Evolve Over Time?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114262, European Association of Agricultural Economists.
    61. Panagiotis Ravanos & Giannis Karagiannis, 2021. "A VEA Benefit-of-the-Doubt Model for the HDI," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(1), pages 27-46, May.
    62. Yunfei Xia & Michael Grabchak, 2024. "Pricing multi-asset options with tempered stable distributions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-24, December.
    63. Emil Exenberger & Michaela Kav?áková, 2020. "Evaluation of financial health of companies through data envelopment analysis: Selection of variables for the DEA model in R," Proceedings of Economics and Finance Conferences 10913067, International Institute of Social and Economic Sciences.
    64. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    65. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    66. Robert G. Chambers & Simone Pieralli, 2020. "The Sources of Measured US Agricultural Productivity Growth: Weather, Technological Change, and Adaptation," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1198-1226, August.
    67. Ananda, Jayanath & Gitto, Simone & Mancuso, Paolo, 2013. "Ownership, Productivity Change in the Australian Urban Water Sector: a Bootstrap Malmquist indices approach," MPRA Paper 50384, University Library of Munich, Germany.
    68. George E. Halkos & Christina Bampatsou, 2019. "Economic growth and environmental degradation: a conditional nonparametric frontier analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 21(2), pages 325-347, April.
    69. Wanke, Peter & Pestana Barros, Carlos & Chen, Zhongfei, 2015. "An analysis of Asian airlines efficiency with two-stage TOPSIS and MCMC generalized linear mixed models," International Journal of Production Economics, Elsevier, vol. 169(C), pages 110-126.
    70. Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
    71. Nicky Rogge, 2019. "Regional productivity growth in the EU since 2000: something is better than nothing," Empirical Economics, Springer, vol. 56(2), pages 423-444, February.
    72. López-Herrera, Carmen & Cordero, José M. & Pedraja-Chaparro, Francisco & Polo, Cristina, 2023. "Fiscal rules and their influence on public sector efficiency," MPRA Paper 119018, University Library of Munich, Germany.
    73. Chellattan Veettil, Prakashan & Krishna, Vijesh V. & Qaim, Matin, 2014. "Bt Cotton and Ecosystem Impacts of Pesticide Reductions," GlobalFood Discussion Papers 180977, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.

  28. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.

    Cited by:

    1. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    2. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Zacharias Psaradakis & Marian Vavra, 2020. "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers WP 7/2020, Research Department, National Bank of Slovakia.
    4. Rafael Salas & Juan Rodríguez, 2013. "Popular support for social evaluation functions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(4), pages 985-1014, April.
    5. Zacharias Psaradakis & Márian Vávra, 2018. "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance 1806, Birkbeck, Department of Economics, Mathematics & Statistics.
    6. Fang, Ying & Li, Qi & Wu, Ximing & Zhang, Daiqiang, 2015. "A data-driven smooth test of symmetry," Journal of Econometrics, Elsevier, vol. 188(2), pages 490-501.
    7. Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.
    8. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.

  29. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).

    Cited by:

    1. Roger H. Gordon & Wojciech Kopczuk, 2014. "The Choice of the Personal Income Tax Base," NBER Working Papers 20227, National Bureau of Economic Research, Inc.
    2. Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015. "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, vol. 48(2), pages 125-168, October.
    3. Bernstein, David H. & Parmeter, Christopher F., 2019. "Returns to scale in electricity generation: Replicated and revisited," Energy Economics, Elsevier, vol. 82(C), pages 4-15.
    4. Yauheniya Varabyova & Carl Rudolf Blankart & Aleksandra Torbica & Jonas Schreyögg, 2017. "Comparing the Efficiency of Hospitals in Italy and Germany: Nonparametric Conditional Approach Based on Partial Frontier," Health Care Management Science, Springer, vol. 20(3), pages 379-394, September.
    5. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    6. Göran Kauermann & Christian Schellhase & David Ruppert, 2013. "Flexible Copula Density Estimation with Penalized Hierarchical B-splines," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 685-705, December.
    7. Rafaella L. S. Nascimento & Roberta A. de A. Fagundes & Renata M. C. R. Souza, 2022. "Statistical Learning for Predicting School Dropout in Elementary Education: A Comparative Study," Annals of Data Science, Springer, vol. 9(4), pages 801-828, August.
    8. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    9. Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid, 2013. "Semiparametric Estimation of Risk-return Relationships," LIDAM Discussion Papers ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    10. Steven F. Koch, 2023. "Basic Needs (in)Security and Subjective Equivalence Scales," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(3), pages 723-757, October.
    11. David H. Bernstein & Christopher F. Parmeter, 2017. "Returns to Scale in Electricity Generation: Revisited and Replicated," Working Papers 2017-08, University of Miami, Department of Economics.
    12. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    13. Daraio, Cinzia & Simar, Léopold, 2014. "Directional distances and their robust versions: Computational and testing issues," European Journal of Operational Research, Elsevier, vol. 237(1), pages 358-369.
    14. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    15. Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
    16. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, Center for Economic and Financial Research (CEFIR).
    17. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    18. El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik, 2012. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," LIDAM Discussion Papers ISBA 2012001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    19. Ye, Yuxiang & Koch, Steven F., 2021. "Measuring energy poverty in South Africa based on household required energy consumption," Energy Economics, Elsevier, vol. 103(C).
    20. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    21. Stelios Bekiros & Gazi Salah Uddin, 2017. "Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 155-162, March.
    22. Stefan Hoderlein & Bettina Siflinger & Joachim Winter, 2015. "Identification of structural models in the presence of measurement error due to rounding in survey responses," Boston College Working Papers in Economics 869, Boston College Department of Economics.
    23. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    24. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    25. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    26. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927RR, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
    27. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
    28. Matousek, Roman & Tzeremes, Nickolaos G., 2016. "CEO compensation and bank efficiency: An application of conditional nonparametric frontiers," European Journal of Operational Research, Elsevier, vol. 251(1), pages 264-273.
    29. Frölich, Markus & Huber, Martin, 2014. "Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables," IZA Discussion Papers 8280, Institute of Labor Economics (IZA).
    30. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    31. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    32. Fricke, Hans & Frölich, Markus & Huber, Martin & Lechner, Michael, 2015. "Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments," FSES Working Papers 459, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    33. Hitzschke, Stephan, 2011. "The optimal size of German cities: An efficiency analysis perspective," Darmstadt Discussion Papers in Economics 202, Darmstadt University of Technology, Department of Law and Economics.
    34. Georgios Digkas & Konstantinos Petridis & Alexander Chatzigeorgiou & Emmanouil Stiakakis & Ali Emrouznejad, 2020. "Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 843-864, December.
    35. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    36. Bontemps, Christophe & Nauges, Céline & Réquillart, Vincent & Simioni, Michel, 2012. "Food Safety Regulation and Firm Productivity:Evidence from the French Food Industry," TSE Working Papers 12-275, Toulouse School of Economics (TSE).
    37. Sayed A. Mostafa & Ibrahim A. Ahmad, 2019. "Kernel density estimation from complex surveys in the presence of complete auxiliary information," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(3), pages 295-338, April.
    38. Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
    39. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    40. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
    41. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    42. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    43. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    44. Neil Buckley & Katherine Cuff & Jeremiah Hurley & Stuart Mestelman & Stephanie Thomas & David Cameron, 2013. "Support for Public Provision with Top-Up and Opt-Out: A Controlled Laboratory Experiment," Department of Economics Working Papers 2013-15, McMaster University.
    45. Stephanie Thomas, 2016. "Playing by the rules? Agreement between predicted and observed binary choices," Department of Economics Working Papers 2016-12, McMaster University.
    46. Chu-Ping C. Vijverberg & Wim P. M. Vijverberg, 2016. "Pregibit: a family of binary choice models," Empirical Economics, Springer, vol. 50(3), pages 901-932, May.
    47. Henderson, Daniel J. & Sperlich, Stefan, 2022. "A Complete Framework for Model-Free Difference-in-Differences Estimation," IZA Discussion Papers 15799, Institute of Labor Economics (IZA).
    48. Fabian Gouret, 2021. "Empirical foundation of valence using Aldrich-McKelvey scaling," Post-Print hal-03637791, HAL.
    49. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    50. Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
    51. Marchetti, Stefano & Tzavidis, Nikos & Pratesi, Monica, 2012. "Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators," Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2889-2902.
    52. Kuk, Anthony Y.C., 2017. "Function compositional adjustments of conditional quantile curves," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 281-293.
    53. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    54. H. D. Vinod, 2022. "Generalized, Partial and Canonical Correlation Coefficients," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1479-1506, December.
    55. Nolan, Brian & C. Palomino, Juan & G. Rodríguez, Juan & A. Marrero, Gustavo, 2020. "Wealth inequality, intergenerational transfers and family background," INET Oxford Working Papers 2020-15, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jul 2021.
    56. Myśliwski, Mateusz & Rostom, May, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
    57. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    58. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    59. Bach, P. & Farbmacher, H. & Spindler, M., 2016. "Semiparametric Count Data Modeling with an Application to Health Service Demand," Health, Econometrics and Data Group (HEDG) Working Papers 16/20, HEDG, c/o Department of Economics, University of York.
    60. Laurens Cherchye & Bram De Rock & Dieter Saelens & Marijn Verschelde & Bart Roets, 2022. "Performance Analysis with Unobserved Inputs: An Application to Endogenous Automation in Railway Traffic Management," Working Papers ECARES 2022-06, ULB -- Universite Libre de Bruxelles.
    61. Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
    62. Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
    63. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, vol. 167(2), pages 305-316.
    64. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    65. Marijn Verschelde & Michel Dumont & Glenn Rayp & Bruno Merlevede, 2016. "Semiparametric stochastic metafrontier efficiency of European manufacturing firms," Journal of Productivity Analysis, Springer, vol. 45(1), pages 53-69, February.
    66. Martin Huber, 2011. "Testing for covariate balance using quantile regression and resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2881-2899, February.
    67. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
    68. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.
    69. Kraus, Daniel & Czado, Claudia, 2017. "D-vine copula based quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 1-18.
    70. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 15-01, Eastern Mediterranean University, Department of Economics.
    71. ARAUJO ENCISO Sergio Rene & PIERALLI SIMONE & PEREZ DOMINGUEZ Ignacio, 2017. "Partial Stochastic Analysis with the Aglink-Cosimo Model: A Methodological Overview," JRC Research Reports JRC108837, Joint Research Centre.
    72. Halkos, George & Tzeremes, Nickolaos, 2012. "Measuring seaports’ productivity: A Malmquist productivity index decomposition approach," MPRA Paper 40174, University Library of Munich, Germany.
    73. Halkos, George & Tzeremes, Nickolaos, 2011. "Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs," MPRA Paper 31278, University Library of Munich, Germany.
    74. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    75. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    76. Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
    77. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    78. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, Center for Economic and Financial Research (CEFIR).
    79. Bodory, Hugo & Huber, Martin, 2018. "The causalweight package for causal inference in R," FSES Working Papers 493, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    80. Cortes, D & Gamboa, L. F. & Rodríguez, P, 2020. "Contraception, Intra-household Behaviour and Epidemic: Evidence from the Zika crisis in Colombia," Documentos de Trabajo 18443, Universidad del Rosario.
    81. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    82. Gong, Binlei, 2018. "Agricultural reforms and production in China: Changes in provincial production function and productivity in 1978–2015," Journal of Development Economics, Elsevier, vol. 132(C), pages 18-31.
    83. Steven F. Koch & Adl Bosch, 2009. "Inflation and the HouseholdTowards a Measurement of the Welfare Costs of Inflation," Working Papers 3488, South African Reserve Bank.
    84. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    85. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    86. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    87. Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011. "When, Where and How to Perform Efficiency Estimation," IZA Discussion Papers 5997, Institute of Labor Economics (IZA).
    88. Knaus, Michael C., 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series 2004, University of St. Gallen, School of Economics and Political Science.
    89. McCloud, Nadine & Parmeter, Christopher F., 2020. "Determining the Number of Effective Parameters in Kernel Density Estimation," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
    90. Giorgio Fagiolo, 2009. "The International-Trade Network: Gravity Equations and Topological Properties," LEM Papers Series 2009/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    91. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
    92. Marijn Verschelde & Marijke D’Haese & Glenn Rayp & Ellen Vandamme, 2013. "Challenging Small-Scale Farming: A Non-Parametric Analysis of the (Inverse) Relationship Between Farm Productivity and Farm Size in Burundi," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(2), pages 319-342, June.
    93. Laurens Cherchye & Thomas Demuynck & Bram De Rock & Cédric Duprez & Glenn Magerman & Marijn Verschelde, 2021. "Structural Identification of Productivity under Biased Technological Change∗," Working Papers ECARES 2021-28, ULB -- Universite Libre de Bruxelles.
    94. Fadoua Balabdaoui & Cécile Durot & Hanna Jankowski, 2023. "Behaviour of the Monotone Single Index Model Under Repeated Measurements," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 324-350, February.
    95. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
    96. Hafner, Christian & Walders, Fabian, 2017. "Heterogeneous Liquidity Effects in Corporate Bond Spreads," LIDAM Reprints ISBA 2017037, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    97. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    98. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    99. Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
    100. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    101. Halkos, George & Tzeremes, Nickolaos, 2011. "Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency," MPRA Paper 30099, University Library of Munich, Germany.
    102. Nicolas GAVOILLE & Marijn VERSCHELDE, 2016. "Electoral competition and political selection: An analysis of the activity of French deputies, 1958-2012," Economics Working Paper from Condorcet Center for political Economy at CREM-CNRS 2016-02-ccr, Condorcet Center for political Economy.
    103. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    104. Henderson Daniel J. & Parmeter Christopher F., 2016. "Teaching Nonparametric Econometrics to Undergraduates," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 179-193, January.
    105. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    106. Steven F. Koch & Evelyn Thsehla, 2022. "The impact of diabetes on labour market outcomes," Development Southern Africa, Taylor & Francis Journals, vol. 39(3), pages 424-456, May.
    107. Hrishikesh D. Vinod & Fred Viole, 2018. "Nonparametric Regression Using Clusters," Computational Economics, Springer;Society for Computational Economics, vol. 52(4), pages 1317-1334, December.
    108. S. C. West & A. W. Mugera & R. S. Kingwell, 2022. "The choice of efficiency benchmarking metric in evaluating firm productivity and viability," Journal of Productivity Analysis, Springer, vol. 57(2), pages 193-211, April.
    109. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
    110. Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni, 2013. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 455-470, September.
    111. Marta Degl'Innocenti & Roman Matousek & Nickolaos G Tzeremes, 2018. "Financial centres' competitiveness and economic convergence: Evidence from the European Union regions," Environment and Planning A, , vol. 50(1), pages 133-156, February.
    112. Triolo, Ryan C. & Wolak, Frank A., 2022. "Quantifying the benefits of a nodal market design in the Texas electricity market," Energy Economics, Elsevier, vol. 112(C).
    113. Timothy Reese & Majid Mojirsheibani, 2017. "On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 81-112, March.
    114. Andreas Tsanakas & Pietro Millossovich, 2016. "Sensitivity Analysis Using Risk Measures," Risk Analysis, John Wiley & Sons, vol. 36(1), pages 30-48, January.
    115. Raphaël Chiappini, 2013. "Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries," GREDEG Working Papers 2013-01, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    116. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    117. Eric Han & Majid Mojirsheibani, 2021. "On histogram-based regression and classification with incomplete data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(5), pages 635-662, July.
    118. Ardakani, Omid & Kishor, Kundan & Song, Suyong, 2015. "On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach," MPRA Paper 75091, University Library of Munich, Germany.
    119. Thomas R., 2010. "Conditional Cash Transfers to Improve Education and Health: An Ex ante Evaluation of Red de Proteccion Social, Nicaragua," Health, Econometrics and Data Group (HEDG) Working Papers 10/04, HEDG, c/o Department of Economics, University of York.
    120. Gery Geenens & Thomas Cuddihy, 2018. "Non‐parametric evidence of second‐leg home advantage in European football," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1009-1031, October.
    121. Frölich, Markus & Huber, Martin, 2017. "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers 11138, Institute of Labor Economics (IZA).
    122. Egbendewe, Aklesso Y.G. & Oloufade, Djoulassi K., 2020. "Good institutions and banking sector competitiveness: A semi-parametric evidence," Finance Research Letters, Elsevier, vol. 36(C).
    123. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    124. Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019. "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, vol. 82(C), pages 211-223.
    125. Aline Bütikofer, 2012. "Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(I), pages 1-35, March.
    126. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    127. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    128. Vilarinho, Hermilio & D’Inverno, Giovanna & Nóvoa, Henriqueta & Camanho, Ana S., 2023. "The measurement of asset management performance of water companies," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    129. Tad Dallas & Andrew W Park & John M Drake, 2017. "Predicting cryptic links in host-parasite networks," PLOS Computational Biology, Public Library of Science, vol. 13(5), pages 1-15, May.
    130. Chong, Terence Tai Leung & Poon, Ka-Ho, 2014. "A New Recognition Algorithm for “Head-and-Shoulders” Price Patterns," MPRA Paper 60825, University Library of Munich, Germany.
    131. Christina Felfe & Martin Huber, 2017. "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 475-502, February.
    132. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    133. Jha, Amit Prakash & Mahajan, Aarushi & Singh, Sanjay Kumar & Kumar, Piyush, 2022. "Renewable energy proliferation for sustainable development: Role of cross-border electricity trade," Renewable Energy, Elsevier, vol. 201(P1), pages 1189-1199.
    134. Li, Zhi & Ouyang, Xiaoling & Du, Kerui & Zhao, Yang, 2017. "Does government transparency contribute to improved eco-efficiency performance? An empirical study of 262 cities in China," Energy Policy, Elsevier, vol. 110(C), pages 79-89.
    135. João Amador & Sónia Cabral & José Maria, 2010. "What can we learn from the distribution of trade patterns?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(2), pages 77-95, August.
    136. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    137. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2017. "The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 91-102.
    138. Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018. "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 76-97.
    139. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    140. Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017. "Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data," Ruhr Economic Papers 723, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    141. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    142. Diego Salmeron & Juan Antonio Cano & Christian Robert, 2013. "Objective bayesian Hypothesis Testing in Binomial Regression Models with Integral Prior Distributions," Working Papers 2013-44, Center for Research in Economics and Statistics.
    143. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.
    144. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, Center for Economic and Financial Research (CEFIR).
    145. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13383, University Library of Munich, Germany, revised 03 Feb 2009.
    146. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    147. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    148. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    149. Steven F. Koch, 2021. "Equivalence Scales with Endogeneity and Base Independence," Working Papers 202185, University of Pretoria, Department of Economics.
    150. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019. "lpdensity: Local Polynomial Density Estimation and Inference," Papers 1906.06529, arXiv.org, revised Feb 2021.
    151. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    152. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.
    153. Malika Hamadi & Andreas Heinen & Nicolas Jonard & Alfonso Valdesogo, 2015. "Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms," DEM Discussion Paper Series 15-19, Department of Economics at the University of Luxembourg.
    154. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
    155. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    156. Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2017. "npbr: A Package for Nonparametric Boundary Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i09).
    157. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2011. "Nonparametric vs parametric binary choice models: An empirical investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116005, European Association of Agricultural Economists.
    158. Wanke, Peter & Azad, Md. Abul Kalam & Barros, Carlos Pestana & Hassan, M. Kabir, 2016. "Predicting efficiency in Islamic banks: An integrated multicriteria decision making (MCDM) approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 126-141.
    159. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    160. Abdelaati Daouia & Irene Gijbels & Gilles Stupfler, 2021. "Extremile regression," Post-Print hal-03181017, HAL.
    161. Laurens Cherchye & Bram De Rock & Dieter Saelens & Marijn Verschelde & Bart Roets, 2024. "Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management," Post-Print hal-04552874, HAL.
    162. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    163. Steven F. Koch, 2017. "User Fee Abolition and the Demand for Public Health Care," South African Journal of Economics, Economic Society of South Africa, vol. 85(2), pages 242-258, June.
    164. Sushanta Mallick & Aarti Rughoo & Nickolaos G. Tzeremes & Wei Xu, 2020. "Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 217-237, June.
    165. David E. Allen & Michael McAleer, 2019. "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE 2019-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    166. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    167. Abdelaati Daouia & Gilles Stupfler, 2024. "Extremile Regression," Post-Print hal-04697061, HAL.
    168. Zschille, Michael, 2012. "Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Fr," CEPR Discussion Papers 8737, C.E.P.R. Discussion Papers.
    169. Andriy Norets & Justinas Pelenis, 2022. "Adaptive Bayesian Estimation of Discrete‐Continuous Distributions Under Smoothness and Sparsity," Econometrica, Econometric Society, vol. 90(3), pages 1355-1377, May.
    170. Stefano Bonnini & Getnet Melak Assegie & Kamila Trzcinska, 2024. "Review about the Permutation Approach in Hypothesis Testing," Mathematics, MDPI, vol. 12(17), pages 1-29, August.
    171. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    172. Gregg, Daniel & Rolfe, John, 2014. "The value of environmental health in agricultural production across nonparametric efficiency quantiles," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187499, New Zealand Agricultural and Resource Economics Society.
    173. Lee, Andrew C. & Kim, Man-Keun, 2011. "Captive Supply Impact On The U.S. Fed Cattle Price: An Application Of Nonparametric Analysis," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(4), pages 1-13, October.
    174. Huan Cheng & Sun Rongqian & Song Xinyuan, 2024. "Conditional generative adversarial networks for individualized causal mediation analysis," Journal of Causal Inference, De Gruyter, vol. 12(1), pages 1-23, January.
    175. Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik, 2012. "Copula-Based Regression Estimation and Inference," LIDAM Discussion Papers ISBA 2012010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    176. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    177. Michael Zschille, 2014. "Nonparametric measures of returns to scale: an application to German water supply," Empirical Economics, Springer, vol. 47(3), pages 1029-1053, November.
    178. Juan C. Palomino & Gustavo A. Marrero & Brian Nolan & Juan G. Rodriguez, 2020. "Wealth inequality, intergenerational transfers and socioeconomic background," Working Papers 537, ECINEQ, Society for the Study of Economic Inequality.
    179. Hitzschke, Stephan, 2011. "The Optimal Size of German Cities An Efficiency Analysis Perspective," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 50741, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    180. Marie Hušková & Simos G. Meintanis & Charl Pretorius, 2022. "Tests for heteroskedasticity in transformation models," Statistical Papers, Springer, vol. 63(4), pages 1013-1049, August.
    181. Price, Sarah & Zhang, Xiaohui & Spencer, Anne, 2020. "Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?," Social Science & Medicine, Elsevier, vol. 258(C).
    182. Federico Belotti & Giancarlo Ferrara, 2019. "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper 462, Tor Vergata University, CEIS, revised 29 Jan 2021.
    183. Thomas P. Triebs & Subal C. Kumbhakar, 2018. "Management in production: from unobserved to observed," Journal of Productivity Analysis, Springer, vol. 49(2), pages 111-121, June.
    184. Hennebel, Veerle & Simper, Richard & Verschelde, Marijn, 2017. "Is there a prison size dilemma? An empirical analysis of output-specific economies of scale," European Journal of Operational Research, Elsevier, vol. 262(1), pages 306-321.
    185. Häggström, Jenny & Persson, Emma & Waernbaum, Ingeborg & de Luna, Xavier, 2015. "CovSel: An R Package for Covariate Selection When Estimating Average Causal Effects," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i01).
    186. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    187. Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    188. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
    189. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
    190. Indre Siksnelyte-Butkiene & Tomas Karpavicius & Dalia Streimikiene & Tomas Balezentis, 2022. "The Achievements of Climate Change and Energy Policy in the European Union," Energies, MDPI, vol. 15(14), pages 1-17, July.
    191. Huang, Yangguang, 2019. "An empirical study of scoring auctions and quality manipulation corruption," European Economic Review, Elsevier, vol. 120(C).
    192. Valentina Hartarska & Christopher F. Parmeter & Denis Nadolnyak & Beibei Zhu, 2010. "Economies Of Scope For Microfinance: Differences Across Output Measures," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 464-481, October.
    193. Ildo José Lautharte Junior & Flavio Vasconcellos Comim & Hudson Torrent, 2014. "Taxas Marginais De Substituição Para Odesenvolvimento Infantil: Educação Materna E Recursos Domiciliares," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 224, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    194. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    195. Sun, Kai & Kumbhakar, Subal C. & Tveterås, Ragnar, 2015. "Productivity and efficiency estimation: A semiparametric stochastic cost frontier approach," European Journal of Operational Research, Elsevier, vol. 245(1), pages 194-202.
    196. Erdem, Furkan & Bilgiç, Taner, 2024. "Airline delay propagation: Estimation and modeling in daily operations," Journal of Air Transport Management, Elsevier, vol. 115(C).
    197. Vilarinho, Hermilio & D’Inverno, Giovanna & Nóvoa, Henriqueta & Camanho, Ana S., 2023. "Performance analytics for regulation in retail water utilities: Guiding asset management by identifying peers and targets," Utilities Policy, Elsevier, vol. 82(C).
    198. Hsu, Yu-Chin & Huber, Martin & Lee, Ying-Ying & Pipoz, Layal, 2018. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," FSES Working Papers 495, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    199. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.
    200. Philippe Polomé, 2013. "Limited higher order beliefs and the welfare effects of public information," Working Papers 1325, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    201. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    202. Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
    203. Christian Dudel & Julian Schmied, 2019. "Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany," MPIDR Working Papers WP-2019-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    204. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    205. Jorge Bonilla & Jessica Coria & Thomas Sterner, 2018. "Technical Synergies and Trade-Offs Between Abatement of Global and Local Air Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(1), pages 191-221, May.
    206. Alemayehu, Fikru K. & Kumbhakar, Subal C. & Landazuri Tveteraas, Sigbjørn, 2022. "Estimation of staff use efficiency: Evidence from the hospitality industry," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
    207. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, New Economic School (NES).
    208. Majid Mojirsheibani, 2022. "On the maximal deviation of kernel regression estimators with NMAR response variables," Statistical Papers, Springer, vol. 63(5), pages 1677-1705, October.
    209. Daniel Cerquera & François Laisney & Hannes Ullrich, 2014. "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin 1419, DIW Berlin, German Institute for Economic Research.
    210. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    211. Fleur Wouterse, 2016. "Can human capital variables be technology changing? An empirical test for rural households in Burkina Faso," Journal of Productivity Analysis, Springer, vol. 45(2), pages 157-172, April.
    212. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    213. Bonilla, Jorge & Coria, Jessica & Sterner, Thomas, 2012. "Synergies and Trade-offs between Climate and Local Air Pollution: Policies in Sweden," Working Papers in Economics 529, University of Gothenburg, Department of Economics.
    214. Yuxiang Ye & Steven F. Koch & Jiangfeng Zhang, 2020. "Modelling Required Energy Consumption with Equivalence Scales," Working Papers 202014, University of Pretoria, Department of Economics.
    215. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    216. Norets, Andriy & Pelenis, Justinas, 2022. "Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity," Journal of Econometrics, Elsevier, vol. 230(1), pages 62-82.
    217. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    218. Henderson Daniel J. & Parmeter Christopher F., 2017. "Root-n Consistent Kernel Density Estimation in Practice," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-10, January.
    219. Patrick Eozenou, 2009. "The Determinants of Private Transfers in Rural Vietnam," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
    220. Lee, Ying-Ying, 2018. "Efficient propensity score regression estimators of multivalued treatment effects for the treated," Journal of Econometrics, Elsevier, vol. 204(2), pages 207-222.
    221. Otneim, Håkon & Jullum, Martin & Tjøstheim, Dag, 2020. "Pairwise local Fisher and naive Bayes: Improving two standard discriminants," Journal of Econometrics, Elsevier, vol. 216(1), pages 284-304.
    222. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    223. Jiaying Gu & Roger Koenker, 2018. "Nonparametric maximum likelihood methods for binary response models with random coefficients," Papers 1811.03329, arXiv.org, revised Jan 2020.
    224. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, New Economic School (NES).
    225. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    226. Yao, Xin & Huang, Ruting & Du, Kerui, 2019. "The impacts of market power on power grid efficiency: Evidence from China," China Economic Review, Elsevier, vol. 55(C), pages 99-110.
    227. Koch, Steven F. & Nkuna, Blessings & Ye, Yuxiang, 2024. "Income elasticity of residential electricity consumption in rural South Africa," Energy Economics, Elsevier, vol. 131(C).
    228. Kristin Göbel, 2013. "Remittances, expenditure patterns, and gender: parametric and semiparametric evidence from Ecuador," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-19, December.
    229. Bontemps, Christophe & Couture, Stéphane, 2015. "The effects of extreme climatic events on dairy farmers' risk preferences : A nonparametric approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205701, Agricultural and Applied Economics Association.
    230. Polemis, Michael & Stengos, Thanasis & Tzeremes, Nickolaos, 2018. "Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector," MPRA Paper 89240, University Library of Munich, Germany.
    231. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
    232. Henningsen, Geraldine & Henningsen, Arne & Henning, Christian H.C.A., 2011. "Measuring the Influence of Information Networks on Transaction Costs Using a Non-parametric Regression Technique," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114547, European Association of Agricultural Economists.
    233. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    234. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    235. Liu, Liyi & McManus, Doug & Yannopoulos, Elias, 2022. "Geographic and temporal variation in housing filtering rates," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    236. Bürgin, Reto & Ritschard, Gilbert, 2017. "Coefficient-Wise Tree-Based Varying Coefficient Regression with vcrpart," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 80(i06).
    237. James Taylor & Jochen Einbeck, 2013. "Challenging the curse of dimensionality in multivariate local linear regression," Computational Statistics, Springer, vol. 28(3), pages 955-976, June.
    238. Christian Dudel, 2015. "Nonparametric bounds on equivalence scales," Economics Bulletin, AccessEcon, vol. 35(4), pages 2161-2165.
    239. Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013. "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público 10943, Universidad EAFIT.
    240. Bologov , Yaroslav, 2013. "A copula-based approach to portfolio credit risk modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 45-66.
    241. McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
    242. Justin Dang & Aman Ullah, 2023. "Generalized kernel regularized least squares estimator with parametric error covariance," Empirical Economics, Springer, vol. 64(6), pages 3059-3088, June.
    243. Felix Thoemmes & Wang Liao & Ze Jin, 2017. "The Analysis of the Regression-Discontinuity Design in R," Journal of Educational and Behavioral Statistics, , vol. 42(3), pages 341-360, June.
    244. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    245. Michael Zschille, 2015. "Consolidating the water industry: an analysis of the potential gains from horizontal integration in a conditional efficiency framework," Journal of Productivity Analysis, Springer, vol. 44(1), pages 97-114, August.
    246. Naveed Ahmad Khan & Andrija Mihoci & Silke Michalk & Kirill Sarachuk & Hafiz Ali Javed, 2022. "Employee Performance Measures Appraised by Training and Labor Market: Evidence from the Banking Sector of Germany," Administrative Sciences, MDPI, vol. 12(4), pages 1-13, October.
    247. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    248. Bontemps, Christophe & Nauges, Celine & Requillart, Vincent & Simioni, Michel, 2011. "Technical Change vs Efficiency Change: How do Food Industries Evolve Over Time?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114262, European Association of Agricultural Economists.
    249. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    250. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    251. Ali Al-Sharadqah & Majid Mojirsheibani, 2020. "A simple approach to construct confidence bands for a regression function with incomplete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 81-99, March.
    252. Gertrudes Saúde Guerreiro & António Bento Caleiro, 2016. "Rawlsian Land Reform with Human Capital An empirical investigation taking into account the gender," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 6(4), pages 1247-1247.
    253. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    254. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    255. Polemis, Michael L. & Tzeremes, Nickolaos G., 2019. "Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1104-1118.
    256. Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, vol. 48(1), pages 143-168, February.
    257. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.
    258. F. Crudu, 2010. "Z-Estimators and Auxiliary Information under Weak Dependence," Working Paper CRENoS 201022, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    259. Verena Klemis & Tina Schmidt & David Schub & Janine Mihm & Stefanie Marx & Amina Abu-Omar & Laura Ziegler & Franziska Hielscher & Candida Guckelmus & Rebecca Urschel & Stefan Wagenpfeil & Sophie Schne, 2022. "Comparative immunogenicity and reactogenicity of heterologous ChAdOx1-nCoV-19-priming and BNT162b2 or mRNA-1273-boosting with homologous COVID-19 vaccine regimens," Nature Communications, Nature, vol. 13(1), pages 1-11, December.
    260. Ordás Criado, C. & Grether, J.-M., 2011. "Convergence in per capita CO2 emissions: A robust distributional approach," Resource and Energy Economics, Elsevier, vol. 33(3), pages 637-665, September.
    261. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    262. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    263. Stefano Marchetti & Caterina Giusti & Nicola Salvati & Monica Pratesi, 2017. "Small area estimation based on M-quantile models in presence of outliers in auxiliary variables," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 531-555, November.
    264. Stephanie Thomas, 2016. "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers 2016-14, McMaster University.
    265. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
    266. FUJIWARA Yoshi & AOYAMA Hideaki & Mauro GALLEGATI, 2012. "Scaling Laws in Labor Productivity," Discussion papers 12040, Research Institute of Economy, Trade and Industry (RIETI).
    267. Michael L. Polemis & Thanasis Stengos & Nickolaos G. Tzeremes, 2020. "Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis," Journal of Productivity Analysis, Springer, vol. 54(1), pages 27-41, August.
    268. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    269. Hrishikesh Vinod, 2023. "Causality Estimation in Panel Data," Fordham Economics Discussion Paper Series dp2023-09er:dp2023-09, Fordham University, Department of Economics.
    270. Murphy, Sinnott & Apt, Jay & Moura, John & Sowell, Fallaw, 2018. "Resource adequacy risks to the bulk power system in North America," Applied Energy, Elsevier, vol. 212(C), pages 1360-1376.
    271. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    272. Wanke, Peter & Pestana Barros, Carlos & Chen, Zhongfei, 2015. "An analysis of Asian airlines efficiency with two-stage TOPSIS and MCMC generalized linear mixed models," International Journal of Production Economics, Elsevier, vol. 169(C), pages 110-126.
    273. George E. Halkos & Shunsuke Managi, 2017. "Measuring the Effect of Economic Growth on Countries’ Environmental Efficiency: A Conditional Directional Distance Function Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 753-775, November.
    274. De Monte Enrico, 2024. "Nonparametric Instrumental Regression with Two-Way Fixed Effects," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 49-66, January.
    275. Kristýna Ivanková, 2012. "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES 2012/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2012.
    276. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    277. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    278. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    279. Galina Besstremyannaya, 2013. "The impact of Japanese hospital financing reform on hospital efficiency: A difference-in-difference approach," The Japanese Economic Review, Japanese Economic Association, vol. 64(3), pages 337-362, September.
    280. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    281. Georgios Georgiadis & Ioannis Politis & Panagiotis Papaioannou, 2020. "How Does Operational Environment Influence Public Transport Effectiveness? Evidence from European Urban Bus Operators," Sustainability, MDPI, vol. 12(12), pages 1-19, June.
    282. Michael Zschille, 2012. "Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework," Discussion Papers of DIW Berlin 1187, DIW Berlin, German Institute for Economic Research.
    283. Christophe Bontemps & Jean‐Pierre Florens & Jean‐François Richard, 2008. "Parametric and Non‐parametric Encompassing Procedures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 751-780, December.
    284. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
    285. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    286. Syed F. Mahmud & Murat Tiniç, 2018. "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, vol. 55(2), pages 679-711, September.
    287. Mili, Medhi & Sahut, Jean-Michel & Teulon, Frédéric, 2018. "Modeling recovery rates of corporate defaulted bonds in developed and developing countries," Emerging Markets Review, Elsevier, vol. 36(C), pages 28-44.
    288. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, New Economic School (NES).
    289. Jorge Valero‐Gil & Magali Valero, 2022. "Why has there been a fall in child labour and an increase in school attendance in Mexico?," Development Policy Review, Overseas Development Institute, vol. 40(6), November.
    290. Heredia, María Belén & Prieur, Clémentine & Eckert, Nicolas, 2021. "Nonparametric estimation of aggregated Sobol’ indices: Application to a depth averaged snow avalanche model," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    291. Steven F. Koch, 2022. "Equivalence scales in a developing country with extensive inequality," South African Journal of Economics, Economic Society of South Africa, vol. 90(4), pages 486-512, December.
    292. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
    293. Buckley, Neil & Cuff, Katherine & Hurley, Jeremiah & Mestelman, Stuart & Thomas, Stephanie & Cameron, David, 2015. "Support for public provision of a private good with top-up and opt-out: A controlled laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 111(C), pages 177-196.
    294. Helmers, Christian & Patnam, Manasa, 2011. "The formation and evolution of childhood skill acquisition: Evidence from India," Journal of Development Economics, Elsevier, vol. 95(2), pages 252-266, July.
    295. Peter Wanke & Carlos Barros & Nkanga Pedro João Macanda, 2016. "Predicting Efficiency in Angolan Banks: A Two-Stage TOPSIS and Neural Networks Approach," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 461-483, September.
    296. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    297. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    298. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2016. "It is windy in Denmark: Does market integration suffer?," Energy, Elsevier, vol. 115(P2), pages 1385-1399.
    299. Barros, C.P. & Emrouznejad, Ali, 2016. "Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banksAuthor-Name: Wanke, Peter," European Journal of Operational Research, Elsevier, vol. 249(1), pages 378-389.
    300. Zeileis, Achim & Koenker, Roger, 2008. "Econometrics in R: Past, Present, and Future," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i01).
    301. Zhang, Xue & Sweetman, Arthur, 2018. "Blended capitation and incentives: Fee codes inside and outside the capitated basket," Journal of Health Economics, Elsevier, vol. 60(C), pages 16-29.
    302. Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    303. Jiaying Gu & Roger Koenker, 2018. "Nonparametric maximum likelihood methods for binary response models with random coefficients," CeMMAP working papers CWP65/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  30. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.

    Cited by:

    1. António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    2. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    3. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    4. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    5. Roberto Martino & Phu Nguyen-Van, 2014. "Labour market regulation and fiscal parameters: A structural model for European regions," Working Papers of BETA 2014-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    6. Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Léopold, 2015. "Efficiency and economies of scale and specialization in European universities: A directional distance approach," Journal of Informetrics, Elsevier, vol. 9(3), pages 430-448.
    7. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    8. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    9. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    10. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Charles Bellemare & Alexander Sebald & Martin Strobel, 2011. "Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 437-453, April.
    12. Adenbaum, Jacob & Copeland, Adam & Stevens, John, 2019. "Do long-haul truckers undervalue future fuel savings?," Energy Economics, Elsevier, vol. 81(C), pages 1148-1166.
    13. Rik Chakraborti & Gavin Roberts, 2023. "How price-gouging regulation undermined COVID-19 mitigation: county-level evidence of unintended consequences," Public Choice, Springer, vol. 196(1), pages 51-83, July.
    14. Halkos, George & Tzeremes, Nickolaos, 2011. "Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs," MPRA Paper 31278, University Library of Munich, Germany.
    15. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    16. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    17. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    18. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    19. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    20. George Halkos & Nickolaos Tzeremes, 2012. "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(1), pages 7-16, March.
    21. Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
    22. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    23. Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
    24. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil, 2020. "Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value," European Journal of Operational Research, Elsevier, vol. 283(2), pages 748-766.
    25. Jie He & Patrick Richard, 2009. "Environmental Kuznets Curve for CO2 in Canada," Cahiers de recherche 09-13, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    26. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    27. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    28. Michael Lechner & Gabriel Okasa, 2019. "Random Forest Estimation of the Ordered Choice Model," Papers 1907.02436, arXiv.org, revised Sep 2022.
    29. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    30. Jedidi, Helmi & Dionne, Georges, 2019. "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management, revised 28 Oct 2019.
    31. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    32. Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    33. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    34. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
    35. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    36. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    37. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    38. Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
    39. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    40. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    41. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    42. Olsen, Jakob Vesterlund & Czekaj, Tomasz Gerard & Henningsen, Arne & Schou, Jesper Sølver, 2017. "The Effect Of Land Fragmentation On Farm Performance: A Comprehensive Farm-Level Study From Denmark," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260900, European Association of Agricultural Economists.
    43. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    44. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers 2012-06, Christian-Albrechts-University of Kiel, Department of Economics.
    45. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
    46. Dustin Chambers & Alan Krause, 2010. "Is the relationship between inequality and growth affected by physical and human capital accumulation?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(2), pages 153-172, June.
    47. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    48. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.
    49. McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
    50. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    51. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    52. Nadolnyak, Denis A. & Novak, James L. & Vedenov, Dmitry V. & Paz, Joel O. & Fraisse, Clyde W. & Hoogenboom, Gerrit, 2007. "Non-Parametric Analysis of ENSO Impacts on Yield Distributions: Implications for GRP Contract Design," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34858, Southern Agricultural Economics Association.
    53. Malugin, Vladimir & Vasilkov, Mikhail, 2011. "Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 78-92.
    54. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    55. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    56. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    57. Halkos, George E. & Tzeremes, Nickolaos G., 2012. "Analyzing the Greek renewable energy sector: A Data Envelopment Analysis approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 2884-2893.
    58. Saniter, Nils, 2012. "Estimating Heterogeneous Returns to Education in Germany via Conditional Second Moments," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62050, Verein für Socialpolitik / German Economic Association.

  31. Li, Qi & Racine, Jeffrey S, 2008. "Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 423-434.

    Cited by:

    1. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015. "The Demand for Reproductive Health Care," Working Papers 533, Economic Research Southern Africa.
    2. Yauheniya Varabyova & Carl Rudolf Blankart & Aleksandra Torbica & Jonas Schreyögg, 2017. "Comparing the Efficiency of Hospitals in Italy and Germany: Nonparametric Conditional Approach Based on Partial Frontier," Health Care Management Science, Springer, vol. 20(3), pages 379-394, September.
    3. Marc Henry & Ismael Mourifie, 2011. "Euclidean Revealed Preferences: Testing the Spatial Voting Model," CIRJE F-Series CIRJE-F-822, CIRJE, Faculty of Economics, University of Tokyo.
    4. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
    5. Effraimidis, Georgios & Dahl, Christian M., 2013. "Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure," Discussion Papers on Economics 21/2013, University of Southern Denmark, Department of Economics.
    6. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    7. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    8. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2018. "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," LIDAM Discussion Papers ISBA 2018007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    10. Bjørndal, Endre & Bjørndal, Mette & Cullmann, Astrid & Nieswand, Maria, 2016. "Finding the Right Yardstick: Regulation under Heterogeneous Environments," Discussion Papers 2016/4, Norwegian School of Economics, Department of Business and Management Science.
    11. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
    12. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    13. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    14. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2014. "Explaining inefficiency in nonparametric production models: the state of the art," LIDAM Reprints ISBA 2014005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    16. Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao, 2016. "Testing for monotonicity in unobservables under unconfoundedness," Journal of Econometrics, Elsevier, vol. 193(1), pages 183-202.
    17. Wilson Calmon & Eduardo Ferioli & Davi Lettieri & Johann Soares & Adrian Pizzinga, 2021. "An Extensive Comparison of Some Well‐Established Value at Risk Methods," International Statistical Review, International Statistical Institute, vol. 89(1), pages 148-166, April.
    18. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2010. "Optimal bandwidth selection for conditional efficiency measures: A data-driven approach," LIDAM Reprints ISBA 2010003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    19. Matthew Masten & Alexandre Poirier, 2017. "Inference on breakdown frontiers," CeMMAP working papers 20/17, Institute for Fiscal Studies.
    20. Jan G. de Gooijer & Ao Yuan, 2011. "Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data," Tinbergen Institute Discussion Papers 11-011/4, Tinbergen Institute.
    21. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    22. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    23. Sofi, Arfat Ahmad & Bhat, Mohammad Younus & Ahmad, Laraib & Aara, Ruhi Refath & Aswani, RS, 2022. "Renewable energy and transitioning towards sustainable tourism: Inferences from kernel density and nonparametric approach," Renewable Energy, Elsevier, vol. 193(C), pages 963-975.
    24. Sergio Destefanis & Francesco Addesa & Giambattista Rossi, 2022. "The impact of COVID-19 on home advantage: a conditional order-m analysis of football clubs’ efficiency in the top-5 European leagues," Applied Economics, Taylor & Francis Journals, vol. 54(58), pages 6639-6655, December.
    25. Guccio, Calogero & Martorana, Marco & Mazza, Isidoro & Pignataro, Giacomo & Rizzo, Ilde, 2020. "An analysis of the managerial performance of Italian museums using a generalised conditional efficiency model," Socio-Economic Planning Sciences, Elsevier, vol. 72(C).
    26. Belalia, Mohamed & Bouezmarni, Taoufik & Leblanc, Alexandre, 2017. "Smooth conditional distribution estimators using Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 166-182.
    27. Sungil Kwak & Stephen C. Smith, 2013. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
    28. Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
    29. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    30. Rohlfs, Chris & Sullivan, Ryan & Kniesner, Thomas J., 2013. "Hedonic Estimation under Very General Conditions Using Experimental and Quasi-Experimental Designs," IZA Discussion Papers 7554, Institute of Labor Economics (IZA).
    31. Arfat Ahmad Sofi & Subash Sasidharan & Mohammad Younus Bhat, 2023. "Economic growth and club convergence: Is there a neighbour's effect?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2475-2494, July.
    32. Alexander Henzi & Johanna F. Ziegel & Tilmann Gneiting, 2021. "Isotonic distributional regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 963-993, November.
    33. Camilla Mastromarco & Léopold Simar, 2015. "Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 826-847, August.
    34. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    35. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    36. Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).
    37. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    38. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    39. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    40. Jedidi, Helmi & Dionne, Georges, 2019. "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management, revised 28 Oct 2019.
    41. Kneib, Thomas & Silbersdorff, Alexander & Säfken, Benjamin, 2023. "Rage Against the Mean – A Review of Distributional Regression Approaches," Econometrics and Statistics, Elsevier, vol. 26(C), pages 99-123.
    42. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.
    43. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    44. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    45. Abdelaati Daouia & Irene Gijbels & Gilles Stupfler, 2021. "Extremile regression," Post-Print hal-03181017, HAL.
    46. Su, Liangjun & White, Halbert, 2003. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series qt35v8g0fm, Department of Economics, UC San Diego.
    47. Yinghao Pan & Jianwen Cai & Sangmi Kim & Haibo Zhou, 2018. "Regression analysis for secondary response variable in a case‐cohort study," Biometrics, The International Biometric Society, vol. 74(3), pages 1014-1022, September.
    48. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    49. Martins-Filho, Carlos & Yao, Feng, 2008. "A smooth nonparametric conditional quantile frontier estimator," Journal of Econometrics, Elsevier, vol. 143(2), pages 317-333, April.
    50. Maria Nieswand & Stefan Seifert, 2016. "Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis," Discussion Papers of DIW Berlin 1585, DIW Berlin, German Institute for Economic Research.
    51. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    52. De Witte, Kristof & Geys, Benny, 2012. "Citizen coproduction and efficient public good provision: Theory and evidence from local public libraries," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" SP II 2012-108, WZB Berlin Social Science Center.
    53. Wesley W. Wilson & Frank A. Wolak, 2018. "Benchmark Regulation of Multiproduct Firms: An Application to the Rail Industry," NBER Working Papers 25268, National Bureau of Economic Research, Inc.
    54. Marmer, Vadim & Shneyerov, Artyom, 2008. "Quantile-Based Nonparametric Inference for First-Price Auctions," Microeconomics.ca working papers marmer-08-01-17-12-16-12, Vancouver School of Economics, revised 16 May 2013.
    55. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    56. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    57. Nieswand, Maria & Seifert, Stefan, 2018. "Environmental factors in frontier estimation – A Monte Carlo analysis," European Journal of Operational Research, Elsevier, vol. 265(1), pages 133-148.
    58. Eriksen, Michael D. & Kniesner, Thomas J. & Rohlfs, Chris & Sullivan, Ryan, 2016. "Toward more general hedonic estimation: Clarifying the roles of alternative experimental designs with an application to a housing attribute," Regional Science and Urban Economics, Elsevier, vol. 57(C), pages 54-62.
    59. Schulz, Rainer & Wersing, Martin, 2012. "A slab in the face: Building quality and neighborhood effects," SFB 649 Discussion Papers 2012-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    60. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    61. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
    62. Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Working Papers 2020-13, Becker Friedman Institute for Research In Economics.
    63. Zonglin He & Jean D. Opsomer, 2015. "Local polynomial regression with an ordinal covariate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 516-531, December.
    64. Cordero, Jose Manuel & Polo, Cristina & Simancas, Rosa, 2022. "Assessing the efficiency of secondary schools: Evidence from OECD countries participating in PISA 2015," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
    65. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    66. Norets, Andriy & Pelenis, Justinas, 2022. "Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity," Journal of Econometrics, Elsevier, vol. 230(1), pages 62-82.
    67. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    68. Otneim, Håkon & Jullum, Martin & Tjøstheim, Dag, 2020. "Pairwise local Fisher and naive Bayes: Improving two standard discriminants," Journal of Econometrics, Elsevier, vol. 216(1), pages 284-304.
    69. Li, Genyuan & Rabitz, Herschel, 2017. "Relationship between sensitivity indices defined by variance- and covariance-based methods," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 136-157.
    70. Fritz Schiltz & Kristof Witte & Deni Mazrekaj, 2020. "Managerial efficiency and efficiency differentials in adult education: a conditional and bias-corrected efficiency analysis," Annals of Operations Research, Springer, vol. 288(2), pages 529-546, May.
    71. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    72. Bjørndal, Endre & Bjørndal, Mette & Cullmann, Astrid & Nieswand, Maria, 2018. "Finding the right yardstick: Regulation of electricity networks under heterogeneous environments," European Journal of Operational Research, Elsevier, vol. 265(2), pages 710-722.
    73. Hu, Yanan & Yang, Yaqi & Wang, Chunyu & Tian, Maozai, 2017. "Imputation in nonparametric quantile regression with complex data," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 120-130.
    74. Agasisti, Tommaso & Egorov, Aleksei & Serebrennikov, Pavel, 2023. "Universities’ efficiency and the socioeconomic characteristics of their environment — Evidence from an empirical analysis," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
    75. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
    76. Maasoumi, Esfandiar & Wang, Le, 2017. "What can we learn about the racial gap in the presence of sample selection?," Journal of Econometrics, Elsevier, vol. 199(2), pages 117-130.
    77. Yanqin Fan & Ruixuan Liu, 2015. "Symmetrized Multivariate k -NN Estimators," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 828-848, December.
    78. Mathieu David & Joaquín Alonso-Montesinos & Josselin Le Gal La Salle & Philippe Lauret, 2023. "Probabilistic Solar Forecasts as a Binary Event Using a Sky Camera," Energies, MDPI, vol. 16(20), pages 1-18, October.
    79. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    80. Camilla Mastromarco & Lenka Stastna & Jana Votapkova, 2019. "Efficiency of hospitals in the Czech Republic: Conditional efficiency approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 73-89, February.
    81. Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," NBER Working Papers 26795, National Bureau of Economic Research, Inc.
    82. George E. Halkos & Shunsuke Managi, 2017. "Measuring the Effect of Economic Growth on Countries’ Environmental Efficiency: A Conditional Directional Distance Function Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 753-775, November.
    83. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    84. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    85. Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang, 2013. "Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing," LIDAM Discussion Papers ISBA 2013027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    86. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    87. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    88. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    89. Emmanuel Guerre & Camille Sabbah, 2009. "Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function," Working Papers 648, Queen Mary University of London, School of Economics and Finance.
    90. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    91. Jean-Pierre Dubé & Ali Hortaçsu & Joonhwi Joo, 2021. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Marketing Science, INFORMS, vol. 40(4), pages 637-660, July.
    92. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    93. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    94. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    95. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.
    96. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.
    97. Semeyutin, Artur & O’Neill, Robert, 2019. "A brief survey on the choice of parameters for: “Kernel density estimation for time series data”," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

  32. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.

    Cited by:

    1. Tomasz Kopczewski, 2015. "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers 2015-38, Faculty of Economic Sciences, University of Warsaw.
    2. Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
    3. Kabeel, A.E. & El-Said, Emad M.S. & Dafea, S.A., 2015. "A review of magnetic field effects on flow and heat transfer in liquids: Present status and future potential for studies and applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 830-837.
    4. George E. Halkos & Kyriaki D. Tsilika, 2018. "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 299-311, June.

  33. Qi Li & Jeffrey S. Racine & Jeffrey M. Wooldridge, 2008. "Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 357-362, May.

    Cited by:

    1. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
    2. Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017. "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, vol. 154(C), pages 96-100.
    3. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    4. Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid, 2015. "Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference," LIDAM Discussion Papers ISBA 2015016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005. "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers 11263, National Bureau of Economic Research, Inc.
    6. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRANO Working Papers 2012s-06, CIRANO.
    7. Francesco Bravo & David Jacho-Chavez, 2011. "Empirical Likelihood for Efficient Semiparametric Average Treatment Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 1-24.
    8. Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2008. "Using Selection on Observed Variables to Assess Bias from Unobservables When Evaluating Swan-Ganz Catheterization," American Economic Review, American Economic Association, vol. 98(2), pages 345-350, May.
    9. Arteaga, Irma & Humpage, Sarah & Reynolds, Arthur J. & Temple, Judy A., 2014. "One year of preschool or two: Is it important for adult outcomes?," Economics of Education Review, Elsevier, vol. 40(C), pages 221-237.

  34. Racine, Jeffrey S., 2008. "Nonparametric Econometrics: A Primer," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(1), pages 1-88, March.

    Cited by:

    1. Escobari, Diego & Jindapon, Paan, 2014. "Price discrimination through refund contracts in airlines," International Journal of Industrial Organization, Elsevier, vol. 34(C), pages 1-8.
    2. António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
    4. Feng, Andy & Graetz, Georg, 2013. "A question of degree: the effects of degree class on labor market outcomes," LSE Research Online Documents on Economics 51562, London School of Economics and Political Science, LSE Library.
    5. Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
    6. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    7. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    8. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    9. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    10. Dorn, Sabrina & Egger, Peter, 2012. "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62054, Verein für Socialpolitik / German Economic Association.
    11. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    12. Cheng-Wen LEE & Min-Sun KIM, 2017. "The Factors Affecting Life Expectancy In South Korea," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 6(3), pages 1-1, august.
    13. Antonio Merlo & Áureo de Paula, 2015. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP50/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    15. Roberto Martino & Phu Nguyen-Van, 2014. "Labour market regulation and fiscal parameters: A structural model for European regions," Working Papers of BETA 2014-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    16. Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Léopold, 2015. "Efficiency and economies of scale and specialization in European universities: A directional distance approach," Journal of Informetrics, Elsevier, vol. 9(3), pages 430-448.
    17. Wei Lin & Gloria González‐Rivera, 2019. "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
    18. Kottaridi, Constantina & Stengos, Thanasis, 2010. "Foreign direct investment, human capital and non-linearities in economic growth," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 858-871, September.
    19. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    20. Berry, James & Fischer, Greg & Guiteras, Raymond, 2015. "Eliciting and Utilizing Willingness to Pay: Evidence from Field Trials in Northern Ghana," CEPR Discussion Papers 10703, C.E.P.R. Discussion Papers.
    21. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    22. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    23. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    24. Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
    25. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    26. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    27. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
    28. Chuanpeng Zhao & Yaohuan Huang, 2020. "A Deep Neural Networks Approach for Augmenting Samples of Land Cover Classification," Land, MDPI, vol. 9(8), pages 1-17, August.
    29. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    30. Zhao, Zhibiao, 2011. "Nonparametric model validations for hidden Markov models with applications in financial econometrics," Journal of Econometrics, Elsevier, vol. 162(2), pages 225-239, June.
    31. Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
    32. Adenbaum, Jacob & Copeland, Adam & Stevens, John, 2019. "Do long-haul truckers undervalue future fuel savings?," Energy Economics, Elsevier, vol. 81(C), pages 1148-1166.
    33. Rik Chakraborti & Gavin Roberts, 2023. "How price-gouging regulation undermined COVID-19 mitigation: county-level evidence of unintended consequences," Public Choice, Springer, vol. 196(1), pages 51-83, July.
    34. Georg Man, 2015. "Bank Competition, Economic Growth, and Nonlinearity: A Nonparametric Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 310-324, July.
    35. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    36. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    37. Ardizzi, Guerino, 2013. "Card versus cash: empirical evidence of the impact of payment card interchange fees on end users’ choice of payment methods," MPRA Paper 48088, University Library of Munich, Germany, revised 25 May 2013.
    38. Daraio, Cinzia & Simar, Leopold & Wilson, Paul, 2015. "Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production," LIDAM Discussion Papers ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    39. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    40. Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 123-144, January.
    41. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    42. Daniel Kosiorowski, 2015. "Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 25(1), pages 55-79.
    43. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    44. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    45. George Halkos & Nickolaos Tzeremes, 2012. "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(1), pages 7-16, March.
    46. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    47. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    48. Tomas Baležentis & Irena Kriščiukaitienė & Alvydas Baležentis, 2014. "A nonparametric analysis of the determinants of family farm efficiency dynamics in Lithuania," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 589-599, September.
    49. Rohlfs, Chris & Sullivan, Ryan & Kniesner, Thomas J., 2013. "Hedonic Estimation under Very General Conditions Using Experimental and Quasi-Experimental Designs," IZA Discussion Papers 7554, Institute of Labor Economics (IZA).
    50. Steven F. Koch, 2013. "User Fee Abolition in South Africa: Re-Evaluating the Impact?," Working Papers 201331, University of Pretoria, Department of Economics.
    51. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    52. Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
    53. Gregory Connor & Oliver Linton & Matthias Hagmann, 2007. "Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns," FMG Discussion Papers dp599, Financial Markets Group.
    54. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
    55. Gang Li & Chu Zhang, 2010. "On the Number of State Variables in Options Pricing," Management Science, INFORMS, vol. 56(11), pages 2058-2075, November.
    56. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil, 2020. "Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value," European Journal of Operational Research, Elsevier, vol. 283(2), pages 748-766.
    57. George Halkos & Aksel Sundström & Nickolaos Tzeremes, 2015. "Regional environmental performance and governance quality: a nonparametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 17(4), pages 621-644, October.
    58. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    59. Michael C Thrun & Tino Gehlert & Alfred Ultsch, 2020. "Analyzing the fine structure of distributions," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-20, October.
    60. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    61. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    62. Michael Lechner & Gabriel Okasa, 2019. "Random Forest Estimation of the Ordered Choice Model," Papers 1907.02436, arXiv.org, revised Sep 2022.
    63. Kossova, Elena & Kupriianova, Liubov & Potanin, Bogdan, 2020. "Parametric and semiparametric multivariate sample selection models estimators’ accuracy: Comparative analysis on simulated data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 119-139.
    64. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    65. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    66. Jedidi, Helmi & Dionne, Georges, 2019. "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management, revised 28 Oct 2019.
    67. Aurangzeb Zeb & Thanasis Stengos, 2013. "The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach," Working Paper series 55_13, Rimini Centre for Economic Analysis.
    68. Shannon Seitz & Aloysius Siow & Eugene Choo, 2008. "An Empirical Model of Intra-household Allocations and the Marriage Market," 2008 Meeting Papers 1086, Society for Economic Dynamics.
    69. Eugene Choo & Shannon Seitz & Aloysius Siow, 2008. "The Collective Marriage Matching Model: Identification, Estimation and Testing," Working Papers tecipa-340, University of Toronto, Department of Economics.
    70. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    71. Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    72. Giles Hooker & Lucas Mentch, 2016. "Comments on: A random forest guided tour," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(2), pages 254-260, June.
    73. Blomquist, Johan & Hammarlund, Cecilia & Waldo, Staffan, 2013. "Time for Fishing: Bargaining Power in the Baltic Swedish Cod Fishery," Working Papers 2013:35, Lund University, Department of Economics.
    74. Giles Hooker & Anand Vidyashankar, 2014. "Bayesian model robustness via disparities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 556-584, September.
    75. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    76. Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
    77. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015. "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, vol. 241(3), pages 783-795.
    78. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    79. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    80. Lee, Andrew C. & Kim, Man-Keun, 2011. "Captive Supply Impact On The U.S. Fed Cattle Price: An Application Of Nonparametric Analysis," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(4), pages 1-13, October.
    81. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    82. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    83. Anne Musson, 2012. "The importance of the stakeholders’ involvement in building indicators. The case of environmental regulation in France," Working Papers hal-02947023, HAL.
    84. Zhou, Xianbo & Li, Kui-Wai & Li, Qin, 2010. "An Analysis on Technical Efficiency in Post-reform China," MPRA Paper 41034, University Library of Munich, Germany.
    85. Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
    86. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    87. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
    88. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
    89. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    90. Philippe Polomé, 2013. "Limited higher order beliefs and the welfare effects of public information," Working Papers 1325, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    91. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    92. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    93. Olsen, Jakob Vesterlund & Czekaj, Tomasz Gerard & Henningsen, Arne & Schou, Jesper Sølver, 2017. "The Effect Of Land Fragmentation On Farm Performance: A Comprehensive Farm-Level Study From Denmark," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260900, European Association of Agricultural Economists.
    94. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    95. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    96. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    97. Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2016. "Informational content of special regressors in heteroskedastic binary response models," Journal of Econometrics, Elsevier, vol. 193(1), pages 162-182.
    98. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.
    99. McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
    100. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    101. Koo, Chao, 2018. "Essays on functional coefficient models," Other publications TiSEM ba87b8a5-3c55-40ec-967d-9, Tilburg University, School of Economics and Management.
    102. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    103. Malugin, Vladimir & Vasilkov, Mikhail, 2011. "Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 78-92.
    104. Antonio Merlo & Aureo de Paula, 2010. "Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version," PIER Working Paper Archive 13-055, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 13 Oct 2013.
    105. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    106. Barnichon, Regis & Matthes, Christian, 2016. "Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks," CEPR Discussion Papers 11374, C.E.P.R. Discussion Papers.
    107. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    108. Christian Matthes & Regis Barnichon, 2015. "Measuring the Non-Linear Effects of Monetary Policy," 2015 Meeting Papers 49, Society for Economic Dynamics.
    109. Li, Gang & Zhang, Chu, 2013. "Diagnosing affine models of options pricing: Evidence from VIX," Journal of Financial Economics, Elsevier, vol. 107(1), pages 199-219.
    110. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    111. Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021. "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    112. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    113. Arnerić Josip, 2020. "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 1-9, May.
    114. Halkos, George E. & Tzeremes, Nickolaos G., 2012. "Analyzing the Greek renewable energy sector: A Data Envelopment Analysis approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 2884-2893.
    115. Vijverberg, Wim P. & Hasebe, Takuya, 2015. "GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances," IZA Discussion Papers 8898, Institute of Labor Economics (IZA).
    116. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    117. Somayajulu L. N. Dhulipala, 2021. "Gaussian Kernel Methods for Seismic Fragility and Risk Assessment of Mid-Rise Buildings," Sustainability, MDPI, vol. 13(5), pages 1-25, March.

  35. Racine, Jeffrey S. & Maasoumi, Esfandiar, 2007. "A versatile and robust metric entropy test of time-reversibility, and other hypotheses," Journal of Econometrics, Elsevier, vol. 138(2), pages 547-567, June.

    Cited by:

    1. Bacci, Silvia & Bartolucci, Francesco, 2014. "Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 262-272.
    2. Liu, 2014. "Do futures prices exhibit maturity effect? A nonparametric revisit," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 813-825, March.
    3. Beare, Brendan K. & Seo, Juwon, 2014. "Time Irreversible Copula-Based Markov Models," Econometric Theory, Cambridge University Press, vol. 30(5), pages 923-960, October.
    4. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    6. Zacharias Psaradakis & Márian Vávra, 2018. "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance 1806, Birkbeck, Department of Economics, Mathematics & Statistics.
    7. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    8. Tommaso Proietti, 2020. "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper 492, Tor Vergata University, CEIS, revised 17 Jun 2020.
    9. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Can the electricity market be characterised by asymmetric behaviour?," Energy Policy, Elsevier, vol. 37(11), pages 4364-4372, November.
    10. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    11. Zacharias Psaradakis, 2008. "Assessing Time‐Reversibility Under Minimal Assumptions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 881-905, September.
    12. Harimaya, Kozo & Ozaki, Yasufumi, 2021. "Effects of diversification on bank efficiency: Evidence from Shinkin banks in Japan," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 700-717.
    13. Jorge Belaire-Franch & Amado Peiró, 2015. "Asymmetry in the relationship between unemployment and the business cycle," Empirical Economics, Springer, vol. 48(2), pages 683-697, March.
    14. Shibin Zhang, 2023. "A copula spectral test for pairwise time reversibility," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(5), pages 705-729, October.
    15. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
    16. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    17. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.

  36. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    See citations under working paper version above.
  37. Peter Hall & Qi Li & Jeffrey S. Racine, 2007. "Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 784-789, November.

    Cited by:

    1. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    2. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    3. Dewitte, Ruben & Dumont, Michel & Merlevede, Bruno & Rayp, Glenn & Verschelde, Marijn, 2020. "Firm-Heterogeneous Biased Technological Change: A nonparametric approach under endogeneity," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1172-1182.
    4. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    5. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    6. Koster, Paul R. & Koster, Hans R.A., 2015. "Commuters’ preferences for fast and reliable travel: A semi-parametric estimation approach," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 289-301.
    7. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    8. Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers hal-01512154, HAL.
    9. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    10. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    11. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    12. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    13. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    14. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    15. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    16. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    17. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    18. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    19. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    20. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    21. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    22. Leonie Selk & Jan Gertheiss, 2023. "Nonparametric regression and classification with functional, categorical, and mixed covariates," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 519-543, June.
    23. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    24. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    25. Marijn Verschelde & Michel Dumont & Bruno Merlevede & Glenn Rayp, 2014. "A constrained nonparametric regression analysis of factor-biased technical change and TFP growth at the firm level," Working Paper Research 266, National Bank of Belgium.
    26. Tracey, Marlon R. & Polachek, Solomon, 2018. "Heterogeneous Layoff Effects of the US Short-Time Compensation Program," IZA Discussion Papers 11746, Institute of Labor Economics (IZA).
    27. Han Lin Shang, 2014. "Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 599-615, September.
    28. Das, Monica & Basu, Sudip R., 2023. "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 740-753.
    29. Paul Koster & Hans Koster, 2013. "Commuters' Preferences for Fast and Reliable Travel," Tinbergen Institute Discussion Papers 13-075/VIII, Tinbergen Institute, revised 30 Apr 2015.
    30. Marijn Verschelde & Marijke D’Haese & Glenn Rayp & Ellen Vandamme, 2013. "Challenging Small-Scale Farming: A Non-Parametric Analysis of the (Inverse) Relationship Between Farm Productivity and Farm Size in Burundi," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(2), pages 319-342, June.
    31. Daniel J. Henderson & Léopold Simar & Le Wang, 2017. "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1164-1184, March.
    32. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    33. Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang, 2015. "Gradient-based smoothing parameter selection for nonparametric regression estimation," Journal of Econometrics, Elsevier, vol. 184(2), pages 233-241.
    34. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    35. Daniel J. Henderson, 2010. "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
    36. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    37. Nicolas GAVOILLE & Marijn VERSCHELDE, 2016. "Electoral competition and political selection: An analysis of the activity of French deputies, 1958-2012," Economics Working Paper from Condorcet Center for political Economy at CREM-CNRS 2016-02-ccr, Condorcet Center for political Economy.
    38. Michael O'Hara & Christopher F. Parmeter, 2013. "Nonparametric Generalized Least Squares in Applied Regression Analysis," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 456-474, October.
    39. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    40. Ke-Li Xu & Jui-Chung Yang, 2015. "Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 63-86, March.
    41. Henderson, Daniel & Simar, Leopold & Wang, Le, 2013. "Schooling inputs, property tax caps and effciency scores in public schools," LIDAM Discussion Papers ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    43. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
    44. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    45. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    46. Guerino Ardizzi & Federico Crudu & Carmelo Petraglia, 2019. "Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.
    47. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany.
    48. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    49. Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017. "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers 10747, Institute of Labor Economics (IZA).
    50. Miller, Steve, 2020. "Causal forest estimation of heterogeneous and time-varying environmental policy effects," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    51. Zhang, Jingfang & Malikov, Emir & Miao, Ruiqing & Ghosh, Prasenjit N., 2024. "Geography of Climate Change Adaptation in U.S. Agriculture: Evidence from Spatially Varying Long-Differences Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343758, Agricultural and Applied Economics Association.
    52. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    53. Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, vol. 43(2), pages 199-214, April.
    54. Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    55. Paul Koster & Hans Koster, 2013. "Analysing Heterogeneity in the Value of Travel Time and Reliability: A Semiparametric Estimation Approach," ERSA conference papers ersa13p1032, European Regional Science Association.
    56. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    57. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    58. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    59. Marcos Sanso-Navarro & Maria Vera-Cabello, 2015. "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers ersa15p949, European Regional Science Association.
    60. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    61. Johnson, Paul & Papageorgiou, Chris, 2018. "What Remains of Cross-Country Convergence?," MPRA Paper 89355, University Library of Munich, Germany.
    62. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    63. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    64. Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
    65. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    66. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    67. Das, Monica & Basu, Sudip Ranjan, 2022. "Understanding the relationship between income inequality and pollution: A fresh perspective with cross-country evidence," World Development Perspectives, Elsevier, vol. 26(C).
    68. Víctor Giménez & Diego Prior & Claudio Thieme & Emili Tortosa-Ausina, 2021. "International comparisons of the COVID-19 pandemic management: What can be learned from activity analysis techniques?," Working Papers 2021/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    69. Li, Zheng & Rejesus, Roderick M. & Zheng, Xiaoyong, 2018. "Nonparametric Estimation and Inference of Production Risk with Categorical Variables," 2018 Annual Meeting, August 5-7, Washington, D.C. 274400, Agricultural and Applied Economics Association.
    70. Wang, Shaoping & Li, Ang & Wen, Kuangyu & Wu, Ximing, 2020. "Robust kernels for kernel density estimation," Economics Letters, Elsevier, vol. 191(C).
    71. Zonglin He & Jean D. Opsomer, 2015. "Local polynomial regression with an ordinal covariate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 516-531, December.
    72. Huang, Ming-Yueh & Chan, Kwun Chuen Gary, 2018. "Joint sufficient dimension reduction for estimating continuous treatment effect functions," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 48-62.
    73. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    74. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    75. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017. "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers 2017-14, McMaster University.
    76. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    77. Xie, Qichang & Sun, Qiankun, 2019. "Computation and application of robust data-driven bandwidth selection for gradient function estimation," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 274-293.
    78. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
    79. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    80. Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019. "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, vol. 212(2), pages 607-622.
    81. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    82. Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018. "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, vol. 170(C), pages 24-26.
    83. Vidaurre, Diego & Bielza, Concha & Larrañaga, Pedro, 2013. "Sparse regularized local regression," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 122-135.
    84. Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2008. "Hedonic Price Functions: Guidance On Empirical Specification," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6555, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    85. Pian Chen & Aaron Smith, 2013. "The nonlinear multidimensional relationship between stock returns and the macroeconomy," Applied Economics, Taylor & Francis Journals, vol. 45(35), pages 4985-4999, December.
    86. Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, vol. 48(1), pages 143-168, February.
    87. A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023. "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1759-1790.
    88. Wikstrom, Daniel & Peeters, Ludo & Surry, Yves R., 2011. "Semiparametric Cost Allocation Estimation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115742, European Association of Agricultural Economists.
    89. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
    90. Lee, Chi-Chuan & Lee, Chien-Chiang & Chiou, Yan-Yu, 2017. "Insurance activities, globalization, and economic growth: New methods, new evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 155-170.
    91. Bing Xu & Lili Li & Yan Liang & Mohib Ur Rahman, 2019. "Measuring Risk Allocation of Tax Burden for Small and Micro Enterprises," Sustainability, MDPI, vol. 11(3), pages 1-20, January.
    92. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    93. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    94. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    95. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    96. Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
    97. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
    98. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    99. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.
    100. Emir Malikov & Jingfang Zhang & Shunan Zhao & Subal C. Kumbhakar, 2023. "Accounting for Cross-Location Technological Heterogeneity in the Measurement of Operations Efficiency and Productivity," Papers 2302.13430, arXiv.org.

  38. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
    See citations under working paper version above.
  39. Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
    See citations under working paper version above.
  40. Racine, Jeffrey S. & Ker, Alan P., 2006. "Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(1), pages 1-13, April.

    Cited by:

    1. Zongyuan Shang & Alan Ker, 2021. "Two generalized nonparametric methods for estimating like densities," Computational Statistics, Springer, vol. 36(1), pages 113-126, March.
    2. Gustafson, Cole R. & Wilson, William W. & Dahl, Bruce L., 2006. "Production Risk And Crop Insurance In Malting Barley: A Stochastic Dominance Analysis," 2006 Annual meeting, July 23-26, Long Beach, CA 21095, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Yong Liu & Alan P. Ker, 2021. "Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to rating crop insurance policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 231-257, March.
    4. Liu, Y. & Ker, A., 2018. "Is There Too Much History in Historical Yield Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277293, International Association of Agricultural Economists.
    5. Ker, Alan. P & Tolhurst, Tor & Liu, Yong, 2015. "Rating Area-yield Crop Insurance Contracts Using Bayesian Model Averaging and Mixture Models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205211, Agricultural and Applied Economics Association.
    6. Yong Liu & A. Ford Ramsey, 2023. "Incorporating historical weather information in crop insurance rating," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(2), pages 546-575, March.
    7. Park, Eunchun & Harri, Ardian & Coble, Keith H., 2022. "Estimating Crop Yield Densities for Counties with Missing Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(3), September.
    8. Kuangyu Wen, 2023. "A semiparametric spatio‐temporal model of crop yield trend and its implication to insurance rating," Agricultural Economics, International Association of Agricultural Economists, vol. 54(5), pages 662-673, September.

  41. Jeff Racine, 2006. "gnuplot 4.0: a portable interactive plotting utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 133-141.

    Cited by:

    1. A. Talha Yalta & Riccardo Lucchetti, 2008. "The GNU|Linux platform and freedom respecting software for economists," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 279-286.
    2. A. Talha Yalta & A. Yasemin Yalta, 2010. "Gretl 1.6.0 and Its Numerical Accuracy," Working Papers 1003, TOBB University of Economics and Technology, Department of Economics.
    3. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
    4. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
    5. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.

  42. Jeffery Racine & Jeffrey Hart & Qi Li, 2006. "Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 523-544.

    Cited by:

    1. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    2. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    3. Myrto Kasioumi & Thanasis Stengos, 2020. "The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach," JRFM, MDPI, vol. 13(11), pages 1-26, November.
    4. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    5. Issa J. Dahabreh & Sarah E. Robertson & Lucia C. Petito & Miguel A. Hernán & Jon A. Steingrimsson, 2023. "Efficient and robust methods for causally interpretable meta‐analysis: Transporting inferences from multiple randomized trials to a target population," Biometrics, The International Biometric Society, vol. 79(2), pages 1057-1072, June.
    6. Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 51, Peruvian Economic Association.
    7. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    8. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    9. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    10. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    11. Hans R. A. Koster & Piet Rietveld & Jos Van Ommeren, 2013. "Historic Amenities, Income and Sorting of Households," SERC Discussion Papers 0124, Centre for Economic Performance, LSE.
    12. Cui, Xia & Lu, Ying & Peng, Heng, 2017. "Estimation of partially linear regression models under the partial consistency property," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 103-121.
    13. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    14. Leonie Selk & Jan Gertheiss, 2023. "Nonparametric regression and classification with functional, categorical, and mixed covariates," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 519-543, June.
    15. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    16. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    17. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    18. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    19. Heidenreich, Anja & Grovermann, Christian & Kadzere, Irene & Egyir, Irene S. & Muriuki, Anne & Bandanaa, Joseph & Clottey, Joseph & Ndungu, John & Blockeel, Johan & Muller, Adrian & Stolze, Matthias &, 2022. "Sustainable intensification pathways in Sub-Saharan Africa: Assessing eco-efficiency of smallholder perennial cash crop production," Agricultural Systems, Elsevier, vol. 195(C).
    20. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    21. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    22. Marta Degl'Innocenti & Roman Matousek & Nickolaos G Tzeremes, 2018. "Financial centres' competitiveness and economic convergence: Evidence from the European Union regions," Environment and Planning A, , vol. 50(1), pages 133-156, February.
    23. Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
    24. Meng-Shiuh CHANG & Wen WANG & Chih-Chun KUNG, 2015. "Economic effects of the biochar application on rice supply in Taiwan," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(6), pages 284-295.
    25. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    26. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1619, Policy Center for the New South.
    27. Carl Gaigné & Hans R A Koster & Fabien Moizeau & Jacques-François Thisse, 2022. "Who Lives Where in the City? Amenities, Commuting and Income Sorting," Post-Print halshs-03379541, HAL.
    28. José Manuel Cordero & Daniel Santín & Rosa Simancas, 2017. "Assessing European primary school performance through a conditional nonparametric model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 364-376, April.
    29. Koster, Hans R.A. & Pasidis, Ilias & van Ommeren, Jos, 2019. "Shopping externalities and retail concentration: Evidence from dutch shopping streets," Journal of Urban Economics, Elsevier, vol. 114(C).
    30. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    31. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    32. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    33. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    34. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    35. Ansgar Belke & Clemens Domnick & Daniel Gros, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," ROME Working Papers 201608, ROME Network.
    36. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    37. Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, vol. 43(2), pages 199-214, April.
    38. Valeva, Silviya & Hewitt, Mike & Thomas, Barrett W. & Brown, Kenneth G., 2017. "Balancing flexibility and inventory in workforce planning with learning," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 194-207.
    39. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    40. Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    42. De Witte, K. & Rogge, N., 2010. "To publish or not to publish? On the aggregation and drivers of research performance," Working Papers 33, Top Institute for Evidence Based Education Research.
    43. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    44. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    45. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    46. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    47. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    48. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    49. Kaul, Sapna & Boyle, Kevin J. & Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2013. "What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity," Journal of Environmental Economics and Management, Elsevier, vol. 66(1), pages 90-104.
    50. Zouhair Aït Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," Working Papers hal-04141608, HAL.
    51. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    52. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    53. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    54. Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
    55. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    56. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    57. Hans R. A. Koster & Jos Ommeren & Piet Rietveld, 2014. "Agglomeration Economies and Productivity: A Structural Estimation Approach Using Commercial Rents," Economica, London School of Economics and Political Science, vol. 81(321), pages 63-85, January.
    58. Rong Zhu, 2014. "The impact of major-job mismatch on college graduates' early career earnings: evidence from China," Education Economics, Taylor & Francis Journals, vol. 22(5), pages 511-528, October.
    59. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    60. Bontemps, Christophe & Couture, Stéphane, 2015. "The effects of extreme climatic events on dairy farmers' risk preferences : A nonparametric approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205701, Agricultural and Applied Economics Association.
    61. Henningsen, Geraldine & Henningsen, Arne & Henning, Christian H.C.A., 2011. "Measuring the Influence of Information Networks on Transaction Costs Using a Non-parametric Regression Technique," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114547, European Association of Agricultural Economists.
    62. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    63. Liu, Kai & Zhu, Wenjue & Luo, Mingzhong, 2022. "Land integration and titling policy in China: Institutional barriers and countermeasures," Land Use Policy, Elsevier, vol. 112(C).
    64. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    65. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    66. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    67. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    68. Thijs Dekker & Paul Koster & Roy Brouwer, 2013. "Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics," Tinbergen Institute Discussion Papers 13-074/VIII, Tinbergen Institute.
    69. Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar, 2014. "Assessing the level of happiness across countries: A robust frontier approach," MPRA Paper 57784, University Library of Munich, Germany.
    70. Meng-Shiuh Chang & Chih-Chun Kung, 2018. "The greenhouse gas impact of bioenergy in developing economies: Evidence from Taiwan," Energy & Environment, , vol. 29(3), pages 315-332, May.
    71. Camilla Mastromarco & Lenka Stastna & Jana Votapkova, 2019. "Efficiency of hospitals in the Czech Republic: Conditional efficiency approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 73-89, February.
    72. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    73. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    74. Kristof Witte & Lenka Hudrlikova, 2013. "What about excellence in teaching? A benevolent ranking of universities," Scientometrics, Springer;Akadémiai Kiadó, vol. 96(1), pages 337-364, July.
    75. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    76. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    77. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    78. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    79. Georgios Georgiadis & Ioannis Politis & Panagiotis Papaioannou, 2020. "How Does Operational Environment Influence Public Transport Effectiveness? Evidence from European Urban Bus Operators," Sustainability, MDPI, vol. 12(12), pages 1-19, June.
    80. Zouhair Ait Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers 2016-3, University of Paris Nanterre, EconomiX.
    81. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    82. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    83. Julián Ramajo & Miguel A. Márquez & Geoffrey J. D. Hewings, 2024. "Addressing spatial dependence when estimating technical efficiency: A spatialized data envelopment analysis of regional productive performance in the European Union," Growth and Change, Wiley Blackwell, vol. 55(1), March.
    84. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.

  43. Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006. "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1221-1243, November.
    See citations under working paper version above.
  44. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.

    Cited by:

    1. Deniz Baglan & Hakan Yilmazkuday, 2016. "Financial Health and the Intensive Margin of Trade," Working Papers 1607, Florida International University, Department of Economics.
    2. Murphy, David M.A., 2023. "Sobriety, social capital, and village network structures," World Development, Elsevier, vol. 166(C).
    3. Kwabena Gyimah-Brempong, 2006. "Neighborhood income, alcohol availability, and crime rates," The Review of Black Political Economy, Springer;National Economic Association, vol. 33(3), pages 21-44, March.

  45. Peter Hall & Jeff Racine & Qi Li, 2004. "Cross-Validation and the Estimation of Conditional Probability Densities," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1015-1026, December.

    Cited by:

    1. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    2. Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier, 2017. "Data-driven algorithms for dimension reduction in causal inference," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 280-292.
    3. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    4. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    5. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    6. Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
    7. Han-Ying Liang & Jong-Il Baek, 2016. "Asymptotic normality of conditional density estimation with left-truncated and dependent data," Statistical Papers, Springer, vol. 57(1), pages 1-20, March.
    8. Yoo, James & Ready, Richard C., 2014. "Preference heterogeneity for renewable energy technology," Energy Economics, Elsevier, vol. 42(C), pages 101-114.
    9. Daraio, Cinzia & Simar, Léopold, 2014. "Directional distances and their robust versions: Computational and testing issues," European Journal of Operational Research, Elsevier, vol. 237(1), pages 358-369.
    10. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    11. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    12. Torossian, Léonard & Picheny, Victor & Faivre, Robert & Garivier, Aurélien, 2020. "A review on quantile regression for stochastic computer experiments," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    13. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    14. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    15. Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers hal-01512154, HAL.
    16. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
    17. Matousek, Roman & Tzeremes, Nickolaos G., 2016. "CEO compensation and bank efficiency: An application of conditional nonparametric frontiers," European Journal of Operational Research, Elsevier, vol. 251(1), pages 264-273.
    18. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    19. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    20. Jianqing Fan, 2004. "A selective overview of nonparametric methods in financial econometrics," Papers math/0411034, arXiv.org.
    21. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    22. Dudel, Christian, 2014. "A Nonparametric Partially Identified Estimator for Equivalence Scales," Ruhr Economic Papers 526, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    23. Fosgerau, Mogens & Fukuda, Daisuke, 2010. "Valuing travel time variability: Characteristics of the travel time distribution on an urban road," MPRA Paper 24330, University Library of Munich, Germany.
    24. Racine, Jeffrey S. & Li, Kevin, 2017. "Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach," Journal of Econometrics, Elsevier, vol. 201(1), pages 72-94.
    25. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    26. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2018. "A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures," LIDAM Discussion Papers ISBA 2018007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    27. Min, Insik & Fang, Cheng & Li, Qi, 2004. "Investigation of patterns in food-away-from-home expenditure for China," China Economic Review, Elsevier, vol. 15(4), pages 457-476.
    28. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2016. "Nonparametric Estimation of Efficiency in the Presence of Environmental Variables," DIAG Technical Reports 2016-02, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    29. Fei Heng & Yanqing Sun & Seunggeun Hyun & Peter B. Gilbert, 2020. "Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(4), pages 731-760, October.
    30. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    31. Degl’Innocenti, Marta & Matousek, Roman & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank efficiency and financial centres: Does geographical location matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 188-198.
    32. Bjørndal, Endre & Bjørndal, Mette & Cullmann, Astrid & Nieswand, Maria, 2016. "Finding the Right Yardstick: Regulation under Heterogeneous Environments," Discussion Papers 2016/4, Norwegian School of Economics, Department of Business and Management Science.
    33. Zongyuan Shang & Alan Ker, 2021. "Two generalized nonparametric methods for estimating like densities," Computational Statistics, Springer, vol. 36(1), pages 113-126, March.
    34. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    35. George Halkos & Roman Matousek & Nickolaos Tzeremes, 2016. "Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 47-77, January.
    36. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
    37. Kristof De Witte & Fritz Schiltz, 2017. "Measuring and explaining organizational effectiveness of school districts: evidence from a robust and conditional Benefit-of-the-Doubt approach," Working Papers of LEER - Leuven Economics of Education Research 605791, KU Leuven, Faculty of Economics and Business (FEB), LEER - Leuven Economics of Education Research.
    38. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    39. Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
    40. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    41. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2014. "Explaining inefficiency in nonparametric production models: the state of the art," LIDAM Reprints ISBA 2014005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    42. Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020. "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series 2020/01, Queen's University Belfast, Queen's Business School.
    43. Jose M. Cordero & Cristina Polo & Daniel Santín, 2020. "Assessment of new methods for incorporating contextual variables into efficiency measures: a Monte Carlo simulation," Operational Research, Springer, vol. 20(4), pages 2245-2265, December.
    44. Nickolaos G. Tzeremes, 2018. "Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-13, August.
    45. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    46. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2010. "Optimal bandwidth selection for conditional efficiency measures: A data-driven approach," LIDAM Reprints ISBA 2010003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    47. Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
    48. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    49. Daraio, Cinzia & Simar, Leopold & Wilson, Paul, 2015. "Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production," LIDAM Discussion Papers ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    50. Seok-Oh Jeong & Byeong Park & Léopold Simar, 2010. "Nonparametric conditional efficiency measures: asymptotic properties," Annals of Operations Research, Springer, vol. 173(1), pages 105-122, January.
    51. Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 761-783, November.
    52. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    53. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    54. Daniel Kosiorowski, 2015. "Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 25(1), pages 55-79.
    55. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    56. Aït-Sahalia, Yacine & Fan, Jianqing & Peng, Heng, 2009. "Nonparametric Transition-Based Tests for Jump Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1102-1116.
    57. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    58. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
    59. George Halkos & Nickolaos Tzeremes, 2012. "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(1), pages 7-16, March.
    60. Chopin, Nicolas & Gadat, Sébastien & Guedj, Benjamin & Guyader, Arnaud & Vernet, Elodie, 2015. "On some recent advances in high dimensional Bayesian Statistics," TSE Working Papers 15-557, Toulouse School of Economics (TSE).
    61. Sungil Kwak & Stephen C. Smith, 2013. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
    62. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    63. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    64. Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
    65. Halkos, George & Tzeremes, Nickolaos, 2011. "Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency," MPRA Paper 30099, University Library of Munich, Germany.
    66. Daniel J. Henderson & Alexandre Olbrecht & Solomon W. Polachek, 2006. "Do Former College Athletes Earn More at Work?: A Nonparametric Assessment," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
    67. Simar, Leopold & Wilson, Paul, 2015. "Statistical Approaches for Nonparametric Frontier Models: A Guided Tour," LIDAM Reprints ISBA 2015022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    68. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
    69. Jose M. Cordero & Francisco Pedraja-Chaparro & Elsa C. Pisaflores & Cristina Polo, 2017. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," Journal of Productivity Analysis, Springer, vol. 48(1), pages 1-24, August.
    70. Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
    71. Raphaël Chiappini, 2013. "Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries," GREDEG Working Papers 2013-01, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    72. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    73. Camilla Mastromarco & Léopold Simar, 2015. "Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 826-847, August.
    74. George Halkos & Aksel Sundström & Nickolaos Tzeremes, 2015. "Regional environmental performance and governance quality: a nonparametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 17(4), pages 621-644, October.
    75. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    76. Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.
    77. Li, Zhi & Ouyang, Xiaoling & Du, Kerui & Zhao, Yang, 2017. "Does government transparency contribute to improved eco-efficiency performance? An empirical study of 262 cities in China," Energy Policy, Elsevier, vol. 110(C), pages 79-89.
    78. João Amador & Sónia Cabral & José Maria, 2010. "What can we learn from the distribution of trade patterns?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(2), pages 77-95, August.
    79. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    80. Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter, 2015. "Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data," Econometrics, MDPI, vol. 3(2), pages 1-16, March.
    81. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA 2013054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    82. Halkos, George & Tzeremes, Nickolaos, 2011. "Does the Kyoto Protocol Agreement matters? An environmental efficiency analysis," MPRA Paper 30652, University Library of Munich, Germany.
    83. Justin Yifu Lin & Célestin Monga & Samuel Standaert, 2019. "The Inclusive Sustainable Transformation Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 47-80, May.
    84. Rong Fu & Peter B. Gilbert, 2017. "Joint modeling of longitudinal and survival data with the Cox model and two-phase sampling," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(1), pages 136-159, January.
    85. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    86. Halkos, George & Tzeremes, Nickolaos, 2013. "Renewable energy consumption and economic efficiency: Evidence from European countries," MPRA Paper 44136, University Library of Munich, Germany.
    87. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    88. Maasoumi, Esfandiar & Racine, Jeffrey S., 2016. "A solution to aggregation and an application to multidimensional ‘well-being’ frontiers," Journal of Econometrics, Elsevier, vol. 191(2), pages 374-383.
    89. Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017. "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers 2017-01, McMaster University.
    90. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    91. Qiao Guangshun & Lu Yulin, 2024. "Operating Efficiency in the Capital-Intensive Semiconductor Industry: A Nonparametric Frontier Approach," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-17, January.
    92. Davide Golinelli, 2022. "Revisiting the Porter Hypothesis: A Nonparametric Analysis on the impact of Pollution Abatement Technologies on firms' performances," SEEDS Working Papers 0622, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jul 2022.
    93. Pierluigi Toma, 2020. "Size and productivity: a conditional approach for Italian pharmaceutical sector," Journal of Productivity Analysis, Springer, vol. 54(1), pages 1-12, August.
    94. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2011. "Nonparametric vs parametric binary choice models: An empirical investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116005, European Association of Agricultural Economists.
    95. Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
    96. Dimitris KALLIORAS & Nickolaos TZEREMES & Panayiotis TZEREMES & Maria ADAMAKOU, 2021. "Technological Change, Technological Catch-Up And Market Potential: Evidence From The Eu Regions," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 135-151, June.
    97. Chen, Songxi, 2013. "Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study," MPRA Paper 46239, University Library of Munich, Germany.
    98. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
    99. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    100. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    101. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    102. Li, Dongxin & Zhang, Feipeng & Yuan, Di & Cai, Yuan, 2024. "Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 909-939.
    103. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    104. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    105. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    106. Kateřina Konečná & Ivanka Horová, 2019. "Maximum likelihood method for bandwidth selection in kernel conditional density estimate," Computational Statistics, Springer, vol. 34(4), pages 1871-1887, December.
    107. Maria Nieswand & Stefan Seifert, 2016. "Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis," Discussion Papers of DIW Berlin 1585, DIW Berlin, German Institute for Economic Research.
    108. Amini, Shahram & Battisti, Michele & Parmeter, Christopher F., 2017. "Decomposing changes in the conditional variance of GDP over time," Economic Modelling, Elsevier, vol. 61(C), pages 376-387.
    109. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    110. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    111. Wen, Kuangyu & Wu, Ximing, 2017. "Smoothed kernel conditional density estimation," Economics Letters, Elsevier, vol. 152(C), pages 112-116.
    112. Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression," Papers 1610.05448, arXiv.org.
    113. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    114. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    115. Guangshun Qiao & Zhan-ao Wang, 2021. "Vertical integration vs. specialization: a nonparametric conditional efficiency estimate for the global semiconductor industry," Journal of Productivity Analysis, Springer, vol. 56(2), pages 139-150, December.
    116. Liang, Han-Ying & Liu, Ai-Ai, 2013. "Kernel estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 40-58.
    117. Tzeremes, Nickolaos G., 2014. "The effect of human capital on countries’ economic efficiency," Economics Letters, Elsevier, vol. 124(1), pages 127-131.
    118. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    119. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    120. Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
    121. Otneim, Håkon & Tjøstheim, Dag, 2016. "Non-parametric estimation of conditional densities: A new method," Discussion Papers 2016/22, Norwegian School of Economics, Department of Business and Management Science.
    122. Nieswand, Maria & Seifert, Stefan, 2018. "Environmental factors in frontier estimation – A Monte Carlo analysis," European Journal of Operational Research, Elsevier, vol. 265(1), pages 133-148.
    123. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    124. Taylor, James W. & Jeon, Jooyoung, 2015. "Forecasting wind power quantiles using conditional kernel estimation," Renewable Energy, Elsevier, vol. 80(C), pages 370-379.
    125. Wang, Xiao-Feng & Ye, Deping, 2015. "Conditional density estimation in measurement error problems," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 38-50.
    126. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    127. Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
    128. Christian Dudel & Julian Schmied, 2019. "Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany," MPIDR Working Papers WP-2019-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    129. Giwhyun Lee & Yu Ding & Marc G. Genton & Le Xie, 2015. "Power Curve Estimation With Multivariate Environmental Factors for Inland and Offshore Wind Farms," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 56-67, March.
    130. Nieswand, Maria & Baake, Pio & Wagner, Lilo, 2015. "Voting for Inefficiency," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113068, Verein für Socialpolitik / German Economic Association.
    131. Olmo, José & Sanso-Navarro, Marcos, 2012. "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2351-2365.
    132. Colin Wu & Xin Tian & Jarvis Yu, 2010. "Nonparametric estimation for time-varying transformation models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 133-147.
    133. Sofia KOURTESI & Panos FOUSEKIS & Apostolos POLYMEROS, 2012. "Conditional Efficiency Estimation With Environmental Variables: Evidence From Greek Cereal Farms," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 43-52.
    134. Zonglin He & Jean D. Opsomer, 2015. "Local polynomial regression with an ordinal covariate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 516-531, December.
    135. Cordero, Jose Manuel & Polo, Cristina & Simancas, Rosa, 2022. "Assessing the efficiency of secondary schools: Evidence from OECD countries participating in PISA 2015," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
    136. Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007. "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers 13/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).
    137. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    138. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    139. Nickolaos G. Tzeremes, 2019. "Technological change, technological catch-up and export orientation: evidence from Latin American Countries," Journal of Productivity Analysis, Springer, vol. 52(1), pages 85-100, December.
    140. Jeffrey S. Racine & Qi Li & Karen X. Yan, 2017. "Kernel Smoothed Probability Mass Functions for Ordered Datatypes," Department of Economics Working Papers 2017-14, McMaster University.
    141. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    142. Davide Antonioli & Georgios Gioldasis & Antonio Musolesi, 2018. "Estimating a non-neutral production function: a heterogeneous treatment effect approach," SEEDS Working Papers 0618, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    143. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    144. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
    145. Bjørndal, Endre & Bjørndal, Mette & Cullmann, Astrid & Nieswand, Maria, 2018. "Finding the right yardstick: Regulation of electricity networks under heterogeneous environments," European Journal of Operational Research, Elsevier, vol. 265(2), pages 710-722.
    146. Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute of Labor Economics (IZA).
    147. Martin Huber & Michael Lechner & Conny Wunsch, 2010. "How to control for many covariates? Reliable estimators based on the propensity score," University of St. Gallen Department of Economics working paper series 2010 2010-30, Department of Economics, University of St. Gallen.
    148. Cordero, José Manuel & Pedraja-Chaparro, Francisco & Pisaflores, Elsa C. & Polo, Cristina, 2016. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," MPRA Paper 70674, University Library of Munich, Germany.
    149. Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018. "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, vol. 170(C), pages 24-26.
    150. McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
    151. Xinyao Kong & Anita Rao, 2021. "Do “Made in USA” Claims Matter?," Marketing Science, INFORMS, vol. 40(4), pages 731-764, July.
    152. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    153. Claire de Oliveira, 2009. "Good Health to All: Reducing Health Inequalities among Children in High- and Low-Income Canadian Families," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 288, May.
    154. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    155. Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011. "Decomposing The Conditional Variance of Cross-Country Output," Working Papers 2011-18, University of Miami, Department of Economics.
    156. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    157. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.
    158. López-Torres, Laura & Prior, Diego, 2022. "Long-term efficiency of public service provision in a context of budget restrictions. An application to the education sector," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
    159. Camilla Mastromarco & Lenka Stastna & Jana Votapkova, 2019. "Efficiency of hospitals in the Czech Republic: Conditional efficiency approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 73-89, February.
    160. Jooyoung Jeon & James W. Taylor, 2012. "Using Conditional Kernel Density Estimation for Wind Power Density Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 66-79, March.
    161. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    162. Sophie Dabo-Niang & Sidi Ould-Abdi & Ahmedoune Ould-Abdi & Aliou Diop, 2014. "Consistency of a nonparametric conditional mode estimator for random fields," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(1), pages 1-39, March.
    163. Stephanie Thomas, 2016. "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers 2016-14, McMaster University.
    164. Malugin, Vladimir & Vasilkov, Mikhail, 2011. "Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 78-92.
    165. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.
    166. George Halkos & Shunsuke Managi & Nickolaos Tzeremes, 2015. "The effect of natural and man-made disasters on countries’ production efficiency," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 4(1), pages 1-13, December.
    167. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
    168. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    169. Broadstock, David C. & Matousek, Roman & Meyer, Martin & Tzeremes, Nickolaos G., 2020. "Does corporate social responsibility impact firms' innovation capacity? The indirect link between environmental & social governance implementation and innovation performance," Journal of Business Research, Elsevier, vol. 119(C), pages 99-110.
    170. George E. Halkos & Shunsuke Managi, 2017. "Measuring the Effect of Economic Growth on Countries’ Environmental Efficiency: A Conditional Directional Distance Function Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 753-775, November.
    171. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    172. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    173. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    174. Toru Kitagawa & Martin Nybom & Jan Stuhler, 2018. "Measurement error and rank correlations," CeMMAP working papers CWP28/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    175. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    176. Diogo Cunha Ferreira & Rui Cunha Marques & Alexandre Morais Nunes, 2021. "Pay for performance in health care: a new best practice tariff-based tool using a log-linear piecewise frontier function and a dual–primal approach for unique solutions," Operational Research, Springer, vol. 21(3), pages 2101-2146, September.
    177. López-Torres, Laura & Nicolini, Rosella & Prior, Diego, 2017. "Does strategic interaction affect demand for school places? A conditional efficiency approach," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 89-103.
    178. Halkos, George E. & Tzeremes, Nickolaos G., 2012. "Analyzing the Greek renewable energy sector: A Data Envelopment Analysis approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 2884-2893.
    179. Chen, Lanjue & Zhou, Yong, 2020. "Quantile regression in big data: A divide and conquer based strategy," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    180. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    181. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    182. Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016. "Political connections and IPO underpricing: An efficiency problem," MPRA Paper 69427, University Library of Munich, Germany.
    183. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    184. Ellen B. Goldring & Melissa A. Clark & Mollie Rubin & Laura K. Rogers & Jason A. Grissom & Brian Gill & Tim Kautz & Moira McCullough & Michael Neel & Alyson Burnett, "undated". "Changing the Principal Supervisor Role to Better Support Principals: Evidence from the Principal Supervisor Initiative," Mathematica Policy Research Reports 29303291d5a945e1a772aa529, Mathematica Policy Research.
    185. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
    186. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    187. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.
    188. Qingsong Yao, 2023. "Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size," Papers 2309.06693, arXiv.org, revised Oct 2023.

  46. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.

    Cited by:

    1. Qi Gao & Jingping Gu & Paula Hernandez-Verme, 2012. "A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 189-210, May.
    2. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    3. Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021. "Rates of expansions for functional estimators," LSE Research Online Documents on Economics 113436, London School of Economics and Political Science, LSE Library.
    4. Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
    5. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    6. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    7. Alonzo, Bastien & Tankov, Peter & Drobinski, Philippe & Plougonven, Riwal, 2020. "Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height," International Journal of Forecasting, Elsevier, vol. 36(2), pages 515-530.

  47. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.

    Cited by:

    1. Maasoumi, Esfandiar & Eren, Ozkan, 2006. "The Information Basis of Matching with Propensity Score," Departmental Working Papers 0606, Southern Methodist University, Department of Economics.
    2. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
    3. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 246-261.
    4. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    5. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    6. Beibei Zhang & Rong Chen, 2018. "Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 394-421, October.
    7. Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
    8. Esfandiar Maasoumi & M. Melinda Pitts & Ke Wu, 2014. "The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering," FRB Atlanta Working Paper 2014-22, Federal Reserve Bank of Atlanta.
    9. Matilla-García, Mariano & Ruiz Marín, Manuel, 2009. "Detection of non-linear structure in time series," Economics Letters, Elsevier, vol. 105(1), pages 1-6, October.
    10. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    11. Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
    12. Pera, Jacek, 2017. "Linear and Non-linear Relationships Between Shares of the Agrifood Industries of the Warsaw Stock Exchange. Risk Aspect," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 17(32, Part ), December.
    13. Diks Cees & Panchenko Valentyn, 2008. "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-21, March.
    14. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    15. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.
    16. Liu, 2014. "Do futures prices exhibit maturity effect? A nonparametric revisit," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 813-825, March.
    17. L. Bagnato & L. De Capitani & A. Punzo, 2016. "The Kullback–Leibler autodependogram," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2574-2594, October.
    18. Mihaela SIMIONESCU, 2014. "The economic convergence in European Union based on concentration and entropy approach," EuroEconomica, Danubius University of Galati, issue 1(33), pages 31-42, May.
    19. Adeola Oyenubi & Martin Wittenberg, 2021. "Does the choice of balance-measure matter under genetic matching?," Empirical Economics, Springer, vol. 61(1), pages 489-502, July.
    20. Sondermann, David, 2012. "Productivity in the euro area: any evidence of convergence?," Working Paper Series 1431, European Central Bank.
    21. Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015. "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 95-115.
    22. Wahbeeah Mohti & Andreia Dionísio & Paulo Ferreira & Isabel Vieira, 2019. "Frontier markets’ efficiency: mutual information and detrended fluctuation analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 551-572, September.
    23. Matthew Salois & Charles Moss & Kenneth Erickson, 2012. "Farm income, population and farmland prices: a relative information approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 39(2), pages 289-307, April.
    24. Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S., 2014. "Comparison, utility, and partition of dependence under absolutely continuous and singular distributions," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 32-50.
    25. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    26. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    27. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
    28. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
    29. Heather M. Anderson, 2002. "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers 21/02, Monash University, Department of Econometrics and Business Statistics.
    30. Esfandiar Maasoumi & Le Wang, 2008. "Economic Reform, Growth and Convergence in China," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 128-154, March.
    31. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE 2017-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    32. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
    33. O‐Chia Chuang & Xiaojun Song & Abderrahim Taamouti, 2022. "Testing for Asymmetric Comovements," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1153-1180, October.
    34. Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007. "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 57-70.
    35. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.
    36. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    37. Henry Lam, 2018. "Sensitivity to Serial Dependency of Input Processes: A Robust Approach," Management Science, INFORMS, vol. 64(3), pages 1311-1327, March.
    38. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    39. Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva, 2004. "Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors," Econometrics 0411018, University Library of Munich, Germany.
    40. Panchenko, V., 2004. "Goodness-of-fit test for copulas," CeNDEF Working Papers 04-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    41. Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
    42. Ferreira, Paulo, 2018. "Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 454-470.
    43. Diks, C.G.H. & Panchenko, V., 2005. "Nonparametric Tests for Serial Independence Based on Quadratic Forms," CeNDEF Working Papers 05-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    44. Banerjee, Ameet Kumar & Dionisio, Andreia & Pradhan, H.K. & Mahapatra, Biplab, 2021. "Hunting the quicksilver: Using textual news and causality analysis to predict market volatility," International Review of Financial Analysis, Elsevier, vol. 77(C).
    45. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021. "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, vol. 122(C).
    46. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Can the electricity market be characterised by asymmetric behaviour?," Energy Policy, Elsevier, vol. 37(11), pages 4364-4372, November.
    47. Ferreira, Paulo & Dionísio, Andreia, 2016. "How long is the memory of the US stock market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 502-506.
    48. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    49. Yoon, Gawon, 2005. "Has the U.S. economy really become less correlated with that of the rest of the world?," Economic Modelling, Elsevier, vol. 22(1), pages 147-158, January.
    50. Ginindza, Mzwandile & Maasoumi, Esfandiar, 2013. "Evaluating inflation targeting based on the distribution of inflation and inflation volatility," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 497-518.
    51. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
    52. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
    53. Oyenubi, Adeola & Mosomi, Jacqueline, 2024. "Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 576-590.
    54. Salois, Matthew J., 2013. "Regional changes in the distribution of foreign aid: An entropy approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2893-2902.
    55. Bagnato, Luca & De Capitani, Lucio & Mazza, Angelo & Punzo, Antonio, 2015. "SDD: An R Package for Serial Dependence Diagrams," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(c02).
    56. Erik Alencar de Figueiredo & Cleiton Roberto da Fonseca Silva, 2012. "Fairness and Income Redistribution- an Analysis of the Latin American Tax System," Série Textos para Discussão (Working Papers) 4, Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba.
    57. Chen, Dongxu & Wu, Ke & Zhu, Yifeng, 2022. "Stock return asymmetry in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    58. M. Laura Donnet & Dave D. Weatherspoon & Charles B. Moss, 2010. "Measuring Food Product Differentiation by Quality Ratings: A Cross‐Entropy Analysis of Specialty Coffee e‐Auctions," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(1), pages 122-137, February.
    59. Polemis, Michael L. & Tzeremes, Nickolaos G., 2019. "Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1104-1118.
    60. Wali, Muammer & Chan, Felix & Manzur, Meher, 2017. "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, vol. 50(C), pages 62-72.
    61. Rui Menezes, 2013. "Globalization and Granger Causality in International Stock Markets," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(1), pages 413-413.
    62. Nikolay Gospodinov & Esfandiar Maasoumi, 2017. "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper 2017-10, Federal Reserve Bank of Atlanta.
    63. Matilla-Garci­a, Mariano & Ruiz Mari­n, Manuel, 2008. "A non-parametric independence test using permutation entropy," Journal of Econometrics, Elsevier, vol. 144(1), pages 139-155, May.
    64. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    65. Majid Asadi & Karthik Devarajan & Nader Ebrahimi & Ehsan Soofi & Lauren Spirko‐Burns, 2022. "Elaboration Models with Symmetric Information Divergence," International Statistical Review, International Statistical Institute, vol. 90(3), pages 499-524, December.
    66. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.
    67. François Caron & Emily B. Fox, 2017. "Sparse graphs using exchangeable random measures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1295-1366, November.
    68. Ferreira, Paulo, 2018. "Efficiency or speculation? A time-varying analysis of European sovereign debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1295-1308.
    69. Paulo Ferreira & Luís Carlos Loures, 2020. "An Econophysics Study of the S&P Global Clean Energy Index," Sustainability, MDPI, vol. 12(2), pages 1-9, January.
    70. Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
    71. Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi, 2015. "Information Measures for Nonparametric Kernel Estimation," Department of Economics Working Papers 2015-03, McMaster University.
    72. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
    73. Paulo Ferreira, 2012. "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers 2012_24, University of Evora, CEFAGE-UE (Portugal).

  48. Racine, Jeff & Li, Qi, 2004. "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, vol. 119(1), pages 99-130, March.

    Cited by:

    1. Escobari, Diego & Jindapon, Paan, 2014. "Price discrimination through refund contracts in airlines," International Journal of Industrial Organization, Elsevier, vol. 34(C), pages 1-8.
    2. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers 201598, University of Pretoria, Department of Economics.
    3. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    4. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
    5. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    6. Dewitte, Ruben & Dumont, Michel & Merlevede, Bruno & Rayp, Glenn & Verschelde, Marijn, 2020. "Firm-Heterogeneous Biased Technological Change: A nonparametric approach under endogeneity," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1172-1182.
    7. Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017. "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers 19/17, Monash University, Department of Econometrics and Business Statistics.
    8. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
    9. Léopold Simar, 2007. "How to improve the performances of DEA/FDH estimators in the presence of noise?," Journal of Productivity Analysis, Springer, vol. 28(3), pages 183-201, December.
    10. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    11. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    12. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
    13. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    14. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, Center for Economic and Financial Research (CEFIR).
    15. Koster, Paul R. & Koster, Hans R.A., 2015. "Commuters’ preferences for fast and reliable travel: A semi-parametric estimation approach," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 289-301.
    16. W. D. Walls & Jordi McKenzie, 2020. "Black swan models for the entertainment industry with an application to the movie business," Empirical Economics, Springer, vol. 59(6), pages 3019-3032, December.
    17. Tang, Shengfang & Huang, Zhilin, 2022. "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, vol. 216(C).
    18. Liang, Weifang & Liu, Yong & Somogyi, Simon & Anderson, David P., 2024. "A Multi-Model, Ensemble Approach to Forecasting United States Food Prices," 2024 Annual Meeting, July 28-30, New Orleans, LA 343687, Agricultural and Applied Economics Association.
    19. Fitzenberger, Bernd & Osikominu, Aderonke & Völter, Robert, 2006. "Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany," IZA Discussion Papers 2121, Institute of Labor Economics (IZA).
    20. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    21. Markus Frölich, 2008. "Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," International Statistical Review, International Statistical Institute, vol. 76(2), pages 214-227, August.
    22. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    23. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    24. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    25. Chen, Yuanyuan & Wang, Le & Zhang, Min, 2017. "Informal Search, Bad Search? The Effects of Job Search Method on Wages among Rural Migrants in Urban China," IZA Discussion Papers 11058, Institute of Labor Economics (IZA).
    26. Thanasis Stengos & Eleftherios Zaharias, 2002. "Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market," University of Cyprus Working Papers in Economics 0211, University of Cyprus Department of Economics.
    27. Min, Insik & Fang, Cheng & Li, Qi, 2004. "Investigation of patterns in food-away-from-home expenditure for China," China Economic Review, Elsevier, vol. 15(4), pages 457-476.
    28. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    29. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021. "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers 1053, Kyoto University, Institute of Economic Research.
    30. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
    31. Delgado, Michael S. & McCloud, Nadine & Kumbhakar, Subal C., 2014. "A generalized empirical model of corruption, foreign direct investment, and growth," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 298-316.
    32. Roman Matousek & Nickolaos G. Tzeremes, 2021. "The asymmetric impact of human capital on economic growth," Empirical Economics, Springer, vol. 60(3), pages 1309-1334, March.
    33. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    34. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    35. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    36. Dakshina G. De Silva & Rachel A. J. Pownall, 2014. "Going green: does it depend on education, gender or income?," Applied Economics, Taylor & Francis Journals, vol. 46(5), pages 573-586, February.
    37. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," Economics Discussion Paper Series 0504, Economics, The University of Manchester.
    38. Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018. "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, vol. 23(1), pages 111-143, March.
    39. Markus Froelich & Jean Bourdon & Katharina Michaelowa, 2007. "Teacher Shortages, Teacher Contracts and their Impact on Education in Africa," University of St. Gallen Department of Economics working paper series 2007 2007-20, Department of Economics, University of St. Gallen.
    40. Stephanie Thomas, 2016. "Playing by the rules? Agreement between predicted and observed binary choices," Department of Economics Working Papers 2016-12, McMaster University.
    41. Michael Delgado, 2013. "A smooth coefficient model of carbon emissions," Empirical Economics, Springer, vol. 45(3), pages 1049-1071, December.
    42. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    43. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016. "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201668, University of Pretoria, Department of Economics.
    44. Emmanuel Hagenimana & Song Lixin & Patrick Kandege, 2018. "Study of nonparametric estimation details of instant system availability average," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(2), pages 467-481, April.
    45. Guerrini, Andrea & Romano, Giulia & Mancuso, Fabrizio & Carosi, Laura, 2016. "Identifying the performance drivers of wastewater treatment plants through conditional order-m efficiency analysis," Utilities Policy, Elsevier, vol. 42(C), pages 20-31.
    46. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
    47. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
    48. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018. "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 74-87, January.
    49. C. Ordás Criado & S. Valente & T. Stengos, 2011. "Growth and Pollution Convergence: Theory and Evidence," Working Paper series 33_11, Rimini Centre for Economic Analysis.
    50. Yuanyuan Wan & Haiqing Xu, 2013. "Inference in Semiparametric Binary Response Models with Interval Data," Working Papers tecipa-492, University of Toronto, Department of Economics.
    51. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    52. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
    53. Hans R. A. Koster & Piet Rietveld & Jos Van Ommeren, 2013. "Historic Amenities, Income and Sorting of Households," SERC Discussion Papers 0124, Centre for Economic Performance, LSE.
    54. Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2018. "Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance," Applied Economics, Taylor & Francis Journals, vol. 50(17), pages 1891-1909, April.
    55. Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
    56. Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
    57. Lewbel, Arthur & Linton, Oliver & McFadden, D. L., 2006. "Estimating features of a distribution from binomial data," LSE Research Online Documents on Economics 4418, London School of Economics and Political Science, LSE Library.
    58. José Manuel Cordero & Carlos Díaz Caro & Francisco Pedraja Chaparro & Cristina Polo Fernández, 2020. "Tributos cedidos y eficiencia en la gestión tributaria de las Comunidades Autónomas," Hacienda Pública Española / Review of Public Economics, IEF, vol. 232(1), pages 75-112, March.
    59. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    60. Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
    61. Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera, 2021. "Nonparametric multiple regression estimation for circular response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 650-672, September.
    62. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
    63. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
    64. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    65. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    66. Dan A. Black & Jeffrey Smith, 2003. "How Robust is the Evidence on the Effects of College Quality? Evidence From Matching," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20033, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    67. Caponi, Vincenzo & Plesca, Miana, 2007. "Post-Secondary Education in Canada: Can Ability Bias Explain the Earnings Gap Between College and University Graduates?," IZA Discussion Papers 2784, Institute of Labor Economics (IZA).
    68. Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    69. Leonie Selk & Jan Gertheiss, 2023. "Nonparametric regression and classification with functional, categorical, and mixed covariates," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 519-543, June.
    70. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    71. Polachek, Solomon & Das, Tirthatanmoy & Thamma-Apiroam, Rewat, 2013. "Heterogeneity in the Production of Human Capital," IZA Discussion Papers 7335, Institute of Labor Economics (IZA).
    72. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    73. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    74. Marijn Verschelde & Michel Dumont & Bruno Merlevede & Glenn Rayp, 2014. "A constrained nonparametric regression analysis of factor-biased technical change and TFP growth at the firm level," Working Paper Research 266, National Bank of Belgium.
    75. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, Center for Economic and Financial Research (CEFIR).
    76. Paul Koster & Hans Koster, 2013. "Commuters' Preferences for Fast and Reliable Travel," Tinbergen Institute Discussion Papers 13-075/VIII, Tinbergen Institute, revised 30 Apr 2015.
    77. Haupt, Harry & Schnurbus, Joachim & Tschernig, Rolf, 2008. "On Nonparametric Estimation of a Hedonic Price Function," University of Regensburg Working Papers in Business, Economics and Management Information Systems 429, University of Regensburg, Department of Economics.
    78. Changwoo Nam & Jiyoon Oh, . "Changes in Competition of Small vs. Large Firms from International Trade," Chapters, in: Chin Hee Hahn & Dionisius A. Narjoko (ed.), Globalization and Performance of Small and Large Firms, chapter 5, pages V-1 - V-4, Economic Research Institute for ASEAN and East Asia (ERIA).
    79. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
    80. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013. "Market Channel Analysis of Ornamental Plants using Clustering Procedures," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143067, Southern Agricultural Economics Association.
    81. Karimu, Amin & Brännlund, Runar & Lundgren, Tommy & Söderholm, Patrik, 2016. "Energy Intensity and Convergence in Swedish Industry: A Combined Econometric and Decomposition Analysis," CERE Working Papers 2016:8, CERE - the Center for Environmental and Resource Economics.
    82. Seth Pruitt & Nicholas Turner, 2018. "The Nature of Household Labor Income Risk," Finance and Economics Discussion Series 2018-034, Board of Governors of the Federal Reserve System (U.S.).
    83. Marijn Verschelde & Marijke D’Haese & Glenn Rayp & Ellen Vandamme, 2013. "Challenging Small-Scale Farming: A Non-Parametric Analysis of the (Inverse) Relationship Between Farm Productivity and Farm Size in Burundi," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(2), pages 319-342, June.
    84. De Silva, Dakshina G. & McComb, Robert P. & Schiller, Anita R., 2011. "Do production subsidies have a wage incidence in wind power?," MPRA Paper 33861, University Library of Munich, Germany.
    85. Li, Qi & Ouyang, Desheng, 2005. "Uniform convergence rate of kernel estimation with mixed categorical and continuous data," Economics Letters, Elsevier, vol. 86(2), pages 291-296, February.
    86. Xiangping Liu & Lori Lynch, 2011. "Do Agricultural Land Preservation Programs Reduce Farmland Loss? Evidence from a Propensity Score Matching Estimator," Land Economics, University of Wisconsin Press, vol. 87(2), pages 183-201.
    87. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    88. Sudip Ranjan Basu & Monica Das, 2010. "Institution And Development Revisited: A Nonparametric Approach," UNCTAD Blue Series Papers 42, United Nations Conference on Trade and Development.
    89. Frölich, Markus & Michaelowa, Katharina, 2004. "Peer effects and textbooks in primary education: Evidence from francophone sub-Saharan Africa," HWWA Discussion Papers 311, Hamburg Institute of International Economics (HWWA).
    90. Daniel J. Henderson & Léopold Simar & Le Wang, 2017. "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1164-1184, March.
    91. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    92. Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang, 2015. "Gradient-based smoothing parameter selection for nonparametric regression estimation," Journal of Econometrics, Elsevier, vol. 184(2), pages 233-241.
    93. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    94. Kazianga, Harounan, 2004. "Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys," Center Discussion Papers 28388, Yale University, Economic Growth Center.
    95. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    96. Daniel J. Henderson, 2010. "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
    97. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    98. Shawn Ulrick, 2007. "Measuring the returns to education nonparametrically," Applied Economics Letters, Taylor & Francis Journals, vol. 14(13), pages 1005-1011.
    99. Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017. "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers 15-31, Eastern Mediterranean University, Department of Economics.
    100. Zhewen Pan, 2023. "On semiparametric estimation of the intercept of the sample selection model: a kernel approach," Papers 2302.05089, arXiv.org.
    101. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018. "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, vol. 71(C), pages 62-69.
    102. Daniel J. Henderson & Alexandre Olbrecht & Solomon W. Polachek, 2006. "Do Former College Athletes Earn More at Work?: A Nonparametric Assessment," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
    103. Nicolas GAVOILLE & Marijn VERSCHELDE, 2016. "Electoral competition and political selection: An analysis of the activity of French deputies, 1958-2012," Economics Working Paper from Condorcet Center for political Economy at CREM-CNRS 2016-02-ccr, Condorcet Center for political Economy.
    104. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    105. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2012. "Intensity of Integrated Pest Management (IPM) Practices Adoption by U.S. Nursery Crop Producers," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124942, Agricultural and Applied Economics Association.
    106. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    107. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    108. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    109. Yanyao Yi & Ting Ye & Menggang Yu & Jun Shao, 2020. "Cox regression with survival‐time‐dependent missing covariate values," Biometrics, The International Biometric Society, vol. 76(2), pages 460-471, June.
    110. Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
    111. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    112. Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017. "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 52(C), pages 257-265.
    113. Emmanuel Anoruo, 2019. "Asymmetric Causality Analysis of the Interactions Between Gold and REIT Returns," International Real Estate Review, Global Social Science Institute, vol. 22(4), pages 513-534.
    114. Figueiredo, Erik Alencar de & Annegues, Ana Claudia & Souza, Wallace Patrick Santos de Farias, 2015. "Determinants of unfair inequality in Brazil, 1995 and 2009," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    115. Jose M. Cordero & Francisco Pedraja-Chaparro & Elsa C. Pisaflores & Cristina Polo, 2017. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," Journal of Productivity Analysis, Springer, vol. 48(1), pages 1-24, August.
    116. Henderson, Daniel & Simar, Leopold & Wang, Le, 2013. "Schooling inputs, property tax caps and effciency scores in public schools," LIDAM Discussion Papers ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    117. Biewen, Martin & Fitzenberger, Bernd & Osikominu, Aderonke & Waller, Marie, 2007. "Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany," ZEW Discussion Papers 07-042, ZEW - Leibniz Centre for European Economic Research.
    118. Timothy Reese & Majid Mojirsheibani, 2017. "On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 81-112, March.
    119. Tobias Börger & Kolobe Mmonwa & Danny Campbell, 2024. "Hazardous human–wildlife encounters, risk attitudes, and the value of shark nets for coastal recreation," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 925-945, March.
    120. Eric Han & Majid Mojirsheibani, 2021. "On histogram-based regression and classification with incomplete data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(5), pages 635-662, July.
    121. Frölich, Markus & Huber, Martin, 2017. "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers 11138, Institute of Labor Economics (IZA).
    122. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    123. Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    124. José Manuel Cordero & Daniel Santín & Rosa Simancas, 2017. "Assessing European primary school performance through a conditional nonparametric model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 364-376, April.
    125. Sam, Abdoul G. & Ker, Alan P., 2004. "Nonparametric Regression Under Alternative Data Environments," 2004 Annual meeting, August 1-4, Denver, CO 20417, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    126. Boris Kaiser, 2013. "Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach," Diskussionsschriften dp1308, Universitaet Bern, Departement Volkswirtschaft.
    127. Koster, Hans R.A. & Pasidis, Ilias & van Ommeren, Jos, 2019. "Shopping externalities and retail concentration: Evidence from dutch shopping streets," Journal of Urban Economics, Elsevier, vol. 114(C).
    128. Markus Frolich & Blaise Melly, 2010. "Estimation of quantile treatment effects with Stata," Stata Journal, StataCorp LP, vol. 10(3), pages 423-457, September.
    129. Markus Frölich & Martin Huber, 2014. "Treatment Evaluation With Multiple Outcome Periods Under Endogeneity and Attrition," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1697-1711, December.
    130. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    131. Ph. Nguyen Van & Th. Azomahou, 2005. "Nonlinearties and heterogeneity in environmental quality : an empirical analysis of deforestation," THEMA Working Papers 2005-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    132. Rafael Boix‐Domenech & Jesús Peiró‐Palomino & Pau Rausell‐Köster, 2021. "Creative industries and productivity in the European regions. Is there a Mediterranean effect?," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1546-1564, October.
    133. Christina Felfe & Martin Huber, 2017. "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 475-502, February.
    134. Zhewen Pan & Zhengxin Wang & Junsen Zhang & Yahong Zhou, 2024. "Marginal treatment effects in the absence of instrumental variables," Papers 2401.17595, arXiv.org, revised Aug 2024.
    135. Leung, Michael P., 2015. "Two-step estimation of network-formation models with incomplete information," Journal of Econometrics, Elsevier, vol. 188(1), pages 182-195.
    136. Jha, Amit Prakash & Mahajan, Aarushi & Singh, Sanjay Kumar & Kumar, Piyush, 2022. "Renewable energy proliferation for sustainable development: Role of cross-border electricity trade," Renewable Energy, Elsevier, vol. 201(P1), pages 1189-1199.
    137. Amin Karimu & Samuel Salia & Javed G. Hussain & Ishmael Tingbani, 2021. "Are competitive microfinance services worth regulating? Evidence from microfinance institutions in Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 476-492, January.
    138. Marsh, L.C.Lawrence C., 2004. "The econometrics of higher education: editor's view," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 1-18.
    139. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    140. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2017. "The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 91-102.
    141. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
    142. Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008. "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper 8767, University Library of Munich, Germany.
    143. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
    144. David C. Wheelock & Paul W. Wilson, 2008. "Are credit unions too small?," Working Papers 2008-033, Federal Reserve Bank of St. Louis.
    145. Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter, 2015. "Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data," Econometrics, MDPI, vol. 3(2), pages 1-16, March.
    146. Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard, 2015. "The impact of infrastructure on productivity: new estimates for Québec," Cahiers de recherche Classification-JEL: C13, , Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    147. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    148. Emir Malikov & Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Estimation of banking technology under credit uncertainty," Empirical Economics, Springer, vol. 49(1), pages 185-211, August.
    149. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    150. Lawrence Dacuycuy, 2006. "The effects of bandwidth changes on model validity: an empirical study," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 629-633.
    151. Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017. "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers 10747, Institute of Labor Economics (IZA).
    152. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, Center for Economic and Financial Research (CEFIR).
    153. Miller, Steve, 2020. "Causal forest estimation of heterogeneous and time-varying environmental policy effects," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    154. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    155. Malikov, Emir & Sun, Kai & Kumbhakar, Subal C., 2018. "Nonparametric estimates of the clean and dirty energy substitutability," Economics Letters, Elsevier, vol. 168(C), pages 118-122.
    156. Olbrecht, Alexandre, 2009. "Do academically deficient scholarship athletes earn higher wages subsequent to graduation?," Economics of Education Review, Elsevier, vol. 28(5), pages 611-619, October.
    157. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
    158. Pang Du & Christopher F. Parmeter & Jeffrey S. Racine, 2012. "Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints," Department of Economics Working Papers 2012-08, McMaster University.
    159. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019. "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 65-82, February.
    160. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    161. Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, vol. 43(2), pages 199-214, April.
    162. David C. Wheelock & Paul W. Wilson, 2015. "The Evolution of Scale Economies in U.S. Banking," Working Papers 2015-21, Federal Reserve Bank of St. Louis.
    163. Xi Chen & Ye Luo & Martin Spindler, 2019. "Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data," Papers 1912.12867, arXiv.org, revised Jan 2020.
    164. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    165. Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos, 2006. "Economic development and the return to human capital: a smooth coefficient semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 111-132.
    166. Yong Liu & Alan P. Ker, 2021. "Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to rating crop insurance policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 231-257, March.
    167. Paul Koster & Hans Koster, 2013. "Analysing Heterogeneity in the Value of Travel Time and Reliability: A Semiparametric Estimation Approach," ERSA conference papers ersa13p1032, European Regional Science Association.
    168. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    169. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    170. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    171. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
    172. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    173. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    174. Dorothée Boccanfuso & Marcelin Joanis & Mathieu Paquet & Luc Savard, 2015. "Impact de productivité des infrastructures: Une application au Québec," Cahiers de recherche 15-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    175. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    176. Miller, Steve & Startz, Richard, 2019. "Feasible generalized least squares using support vector regression," Economics Letters, Elsevier, vol. 175(C), pages 28-31.
    177. Belmonte-Martin, Irene & Ortiz, Lidia & Polo, Cristina, 2021. "Local tax management in Spain: A study of the conditional efficiency of provincial tax agencies," Socio-Economic Planning Sciences, Elsevier, vol. 78(C).
    178. Liu, Y. & Ker, A., 2018. "Is There Too Much History in Historical Yield Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277293, International Association of Agricultural Economists.
    179. Shawn Ulrick, 2005. "A nonparametric analysis of the black/white wage gap," Applied Economics Letters, Taylor & Francis Journals, vol. 12(13), pages 811-815.
    180. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, vol. 134(C).
    181. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
    182. Gregg, Daniel & Rolfe, John, 2014. "The value of environmental health in agricultural production across nonparametric efficiency quantiles," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187499, New Zealand Agricultural and Resource Economics Society.
    183. Kibria, Ahsan & Akhundjanov, Sherzod B. & Oladi, Reza, 2019. "Fossil fuel share in the energy mix and economic growth," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 253-264.
    184. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019. "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 391-405.
    185. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
    186. Alan T. K. Wan & Shangyu Xie & Yong Zhou, 2017. "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(11), pages 1979-1999, August.
    187. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    188. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017. "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers 201754, University of Pretoria, Department of Economics.
    189. Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov, 2022. "Uniform convergence rates for nonparametric estimators smoothed by the beta kernel," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1353-1382, September.
    190. Henderson, Daniel & Millimet, Daniel, 2005. "Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment," Departmental Working Papers 0507, Southern Methodist University, Department of Economics.
    191. Anil Kumar, 2006. "Nonparametric conditional density estimation of labour force participation," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 835-841.
    192. Henderson, Daniel J. & Millimet, Daniel L., 2005. "Environmental regulation and US state-level production," Economics Letters, Elsevier, vol. 87(1), pages 47-53, April.
    193. Federico Belotti & Giancarlo Ferrara, 2019. "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper 462, Tor Vergata University, CEIS, revised 29 Jan 2021.
    194. Brännlund Runar & Karimu Amin & Söderholm Patrik, 2017. "Convergence in carbon dioxide emissions and the role of growth and institutions: a parametric and non-parametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(2), pages 359-390, April.
    195. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    196. Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, University Library of Munich, Germany.
    197. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    198. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
    199. Sudip Ranjan Basu & Monica Das, 2011. "Export Structure And Economic Performance In Developing Countries: Evidence From Nonparametric Methodology," UNCTAD Blue Series Papers 48, United Nations Conference on Trade and Development.
    200. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    201. Valentina Hartarska & Christopher F. Parmeter & Denis Nadolnyak & Beibei Zhu, 2010. "Economies Of Scope For Microfinance: Differences Across Output Measures," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 464-481, October.
    202. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    203. Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024. "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, vol. 61(C).
    204. Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2013. "Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model," IZA Discussion Papers 7277, Institute of Labor Economics (IZA).
    205. De Silva, Dakshina G. & Kosmopoulou, Georgia & Pagel, Beatrice & Peeters, Ronald, 2012. "The impact of timing on bidding behavior in procurement auctions of contracts with private costs," DICE Discussion Papers 54, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    206. Georgia Kosmopoulou & Xueqi Zhou, 2014. "Price Adjustment Policies in Procurement Contracting: An Analysis of Bidding Behavior," Journal of Industrial Economics, Wiley Blackwell, vol. 62(1), pages 77-112, March.
    207. Víctor Giménez & Diego Prior & Claudio Thieme & Emili Tortosa-Ausina, 2021. "International comparisons of the COVID-19 pandemic management: What can be learned from activity analysis techniques?," Working Papers 2021/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    208. Philippe Polomé, 2013. "Limited higher order beliefs and the welfare effects of public information," Working Papers 1325, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    209. Maghyereh, Aktham & Abdoh, Hussein, 2020. "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, vol. 68(C).
    210. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    211. Christian Dudel & Julian Schmied, 2019. "Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany," MPIDR Working Papers WP-2019-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    212. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    213. Eva Dettmann & Jutta Günther, 2013. "Subsidized Vocational Training: Stepping Stone or Trap? Assessing Empirical Effects Using Matching Techniques," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 405-443, December.
    214. Hongtao Hu & Krishna P. Paudel & Ying Tan, 2022. "Income, Policy, and Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 81(1), pages 131-153, January.
    215. Richard Dorsett, 2004. "The new deal for young people: effect of the options on the labour market status of young men," PSI Research Discussion Series 7, Policy Studies Institute, UK.
    216. Li, Zheng & Rejesus, Roderick M. & Zheng, Xiaoyong, 2018. "Nonparametric Estimation and Inference of Production Risk with Categorical Variables," 2018 Annual Meeting, August 5-7, Washington, D.C. 274400, Agricultural and Applied Economics Association.
    217. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-18, April.
    218. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, New Economic School (NES).
    219. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    220. Hayato Nakanishi, 2017. "Quasi-experimental evidence for the importance of accounting for fear when evaluating catastrophic events," Empirical Economics, Springer, vol. 52(2), pages 869-894, March.
    221. Gupta, Rangan & Yoon, Seong-Min, 2018. "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 206-214.
    222. Steven Caudill & James Long, 2010. "Do former athletes make better managers? Evidence from a partially adaptive grouped-data regression model," Empirical Economics, Springer, vol. 39(1), pages 275-290, August.
    223. Lynda Harfouche & Smail Adjabi & Nabil Zougab & Benedikt Funke, 2018. "Multiplicative bias correction for discrete kernels," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 253-276, June.
    224. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
    225. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
    226. Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017. "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201725, University of Pretoria, Department of Economics.
    227. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    228. Zonglin He & Jean D. Opsomer, 2015. "Local polynomial regression with an ordinal covariate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 516-531, December.
    229. Paul W. Wilson & Kathleen Carey, 2004. "Nonparametric analysis of returns to scale in the US hospital industry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 505-524.
    230. Blank, Sven & Egger, Peter H., 2021. "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, vol. 201(C).
    231. Hans R. A. Koster & Jos Ommeren & Piet Rietveld, 2014. "Agglomeration Economies and Productivity: A Structural Estimation Approach Using Commercial Rents," Economica, London School of Economics and Political Science, vol. 81(321), pages 63-85, January.
    232. Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007. "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers 13/2007, University of Bonn, Bonn Graduate School of Economics (BGSE).
    233. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    234. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    235. Abrevaya, Jason & Xu, Haiqing, 2023. "Estimation of treatment effects under endogenous heteroskedasticity," Journal of Econometrics, Elsevier, vol. 234(2), pages 451-478.
    236. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023. "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 25-47, February.
    237. Yuanyuan Chen & Le Wang & Min Zhang, 2018. "Informal search, bad search?: the effects of job search method on wages among rural migrants in urban China," Journal of Population Economics, Springer;European Society for Population Economics, vol. 31(3), pages 837-876, July.
    238. Mario Calderini & Chiara Franzoni & Andrea Vezzulli, 2007. "The Unequal Benefits of Academic Patenting for Science and Engineering Research," KITeS Working Papers 203, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Oct 2007.
    239. Xintong Han & Pu Zhao, 2019. "Pay for Content or Pay for Marketing? An Empirical Study on Content Pricing," Working Papers 19-03, NET Institute.
    240. Morrow, Peter & Smart, Michael & Swistak, Artur, 2022. "VAT compliance, trade, and institutions," Journal of Public Economics, Elsevier, vol. 208(C).
    241. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
    242. Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December.
    243. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    244. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, New Economic School (NES).
    245. Lu Lin & Lili Liu & Xia Cui & Kangning Wang, 2021. "A generalized semiparametric regression and its efficient estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 1-24, March.
    246. David C. Wheelock & Paul W. Wilson, 2009. "Are U.S. banks too large?," Working Papers 2009-054, Federal Reserve Bank of St. Louis.
    247. Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D., 2023. "Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies," Journal of International Money and Finance, Elsevier, vol. 139(C).
    248. Christopher F. Parmeter & Valentin Zelenyuk, 2016. "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers 2016-10, University of Miami, Department of Economics.
    249. Koch, Steven F. & Nkuna, Blessings & Ye, Yuxiang, 2024. "Income elasticity of residential electricity consumption in rural South Africa," Energy Economics, Elsevier, vol. 131(C).
    250. Henderson, Daniel J. & Polachek, Solomon & Wang, Le, 2011. "Heterogeneity in Schooling Rates of Return," IZA Discussion Papers 5662, Institute of Labor Economics (IZA).
    251. Faten Ben Bouheni & Hassan Obeid & Elena Margarint, 2022. "Nonperforming loan of European Islamic banks over the economic cycle," Annals of Operations Research, Springer, vol. 313(2), pages 773-808, June.
    252. Henningsen, Geraldine & Henningsen, Arne & Henning, Christian H.C.A., 2011. "Measuring the Influence of Information Networks on Transaction Costs Using a Non-parametric Regression Technique," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114547, European Association of Agricultural Economists.
    253. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    254. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    255. Junlong Feng, 2019. "Matching Points: Supplementing Instruments with Covariates in Triangular Models," Papers 1904.01159, arXiv.org, revised Jul 2020.
    256. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
    257. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    258. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.
    259. Cordero, José Manuel & Pedraja-Chaparro, Francisco & Pisaflores, Elsa C. & Polo, Cristina, 2016. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," MPRA Paper 70674, University Library of Munich, Germany.
    260. Sebastiaan Maes & Raghav Malhotra, 2023. "Robust Hicksian Welfare Analysis under Individual Heterogeneity," Papers 2303.01231, arXiv.org, revised Nov 2023.
    261. Fusco, Elisa & Vidoli, Francesco & Rogge, Nicky, 2020. "Spatial directional robust Benefit of the Doubt approach in presence of undesirable output: An application to Italian waste sector," Omega, Elsevier, vol. 94(C).
    262. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017. "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201719, University of Pretoria, Department of Economics.
    263. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    264. Zapata, Samuel D. & Carpio, Carlos E., . "Distribution-Free Methods to Estimate Willingness to Pay Models Using Discrete Response Valuation Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 49(1).
    265. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    266. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
    267. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.
    268. Eren,Ozkan & Henderson,J. Daniel, 2006. "The Impact of Homework on Student Achievement," Departmental Working Papers 0518, Southern Methodist University, Department of Economics, revised 12 May 2007.
    269. Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar, 2014. "Assessing the level of happiness across countries: A robust frontier approach," MPRA Paper 57784, University Library of Munich, Germany.
    270. Cordero, José Manuel & Gil, María & Pedraja Chaparro, Francisco, 2016. "Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data," MPRA Paper 75474, University Library of Munich, Germany.
    271. Esfandiar Maasoumi & Robin Sickles, 2017. "Peter Schmidt: Econometrician and consummate professional," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 1-5, March.
    272. López-Torres, Laura & Prior, Diego, 2022. "Long-term efficiency of public service provision in a context of budget restrictions. An application to the education sector," Socio-Economic Planning Sciences, Elsevier, vol. 81(C).
    273. Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2013. "Non-Parametric Approach to Dynamic Time Series Discrete Choice Models," LIDAM Discussion Papers ISBA 2013052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    274. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    275. Diego Restrepo-Tobón & Subal Kumbhakar, 2015. "Nonparametric estimation of returns to scale using input distance functions: an application to large U.S. banks," Empirical Economics, Springer, vol. 48(1), pages 143-168, February.
    276. Camilla Mastromarco & Lenka Stastna & Jana Votapkova, 2019. "Efficiency of hospitals in the Czech Republic: Conditional efficiency approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 73-89, February.
    277. Insik Min, 2007. "A nonparametric test of the conditional normality of housing demand," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 105-109.
    278. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    279. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    280. Sophie Dabo-Niang & Sidi Ould-Abdi & Ahmedoune Ould-Abdi & Aliou Diop, 2014. "Consistency of a nonparametric conditional mode estimator for random fields," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(1), pages 1-39, March.
    281. Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 10/22, Monash University, Department of Econometrics and Business Statistics.
    282. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.
    283. Kyle R. White & Leonard A. Stefanski & Yichao Wu, 2017. "Variable Selection in Kernel Regression Using Measurement Error Selection Likelihoods," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1587-1597, October.
    284. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    285. Yanghao Wang & Metin Çakır, 2021. "Welfare impacts of increasing teff prices on Ethiopian consumers," Agricultural Economics, International Association of Agricultural Economists, vol. 52(2), pages 195-213, March.
    286. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017. "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers 2017-11, University of Connecticut, Department of Economics.
    287. Tetsuya Michinaka, 2018. "Approximating Forest Resource Dynamics in Peninsular Malaysia Using Parametric and Nonparametric Models, and Its Implications for Establishing Forest Reference (Emission) Levels under REDD+," Land, MDPI, vol. 7(2), pages 1-16, June.
    288. Roger White & Bedassa Tadesse, 2011. "International Migration and Economic Integration," Books, Edward Elgar Publishing, number 14318.
    289. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    290. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    291. Henderson, Daniel J. & Maasoumi, Esfandiar, 2012. "Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment," IZA Discussion Papers 6874, Institute of Labor Economics (IZA).
    292. Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
    293. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    294. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    295. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    296. Alessandro Barbarino & Efstathia Bura, 2017. "A Unified Framework for Dimension Reduction in Forecasting," Finance and Economics Discussion Series 2017-004, Board of Governors of the Federal Reserve System (U.S.).
    297. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    298. Georgios Fotopoulos, 2012. "Nonlinearities in regional economic growth and convergence: the role of entrepreneurship in the European union regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 719-741, June.
    299. Galina Besstremyannaya & Jaak Simm, 2012. "The impact of private health insurers on the quality of Russian regional health systems," Working Papers w0177, New Economic School (NES).
    300. Liangjun Su & Xi Qu, 2017. "Specification Test for Spatial Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 572-584, October.
    301. Mustafa Koroglu, 2019. "Growth and Debt: An Endogenous Smooth Coefficient Approach," JRFM, MDPI, vol. 12(1), pages 1-22, February.
    302. López-Torres, Laura & Nicolini, Rosella & Prior, Diego, 2017. "Does strategic interaction affect demand for school places? A conditional efficiency approach," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 89-103.
    303. Zapata, Samuel D. & Carpio, Carlos E., 2014. "Distribution-free Methods for Estimation of Willingness to Pay Models Using Discrete Response Valuation Data," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170453, Agricultural and Applied Economics Association.
    304. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.
    305. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    306. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.
    307. L. A. Stefanski & Yichao Wu & Kyle White, 2014. "Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 574-589, June.
    308. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    309. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
    310. Zhang, Xue & Sweetman, Arthur, 2018. "Blended capitation and incentives: Fee codes inside and outside the capitated basket," Journal of Health Economics, Elsevier, vol. 60(C), pages 16-29.
    311. Coppejans, Mark, 2003. "Effective nonparametric estimation in the case of severely discretized data," Journal of Econometrics, Elsevier, vol. 117(2), pages 331-367, December.
    312. Steven B. Caudill & James E. Long & Franklin G. Mixon, 2012. "Female athletic participation and income: evidence from a latent class model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 477-488, June.
    313. Li, Dong & Li, Qi, 2010. "Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters," Journal of Econometrics, Elsevier, vol. 157(1), pages 179-190, July.
    314. Liu, Xiangping & Lynch, Lori, 2006. "Do Agricultural Preservation Programs Affect Farmland Conversion? Evidence from a Propensity Score Matching Estimator," Working Papers 28569, University of Maryland, Department of Agricultural and Resource Economics.

  49. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.

    Cited by:

    1. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    2. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    3. Adamopoulou, Effrosyni, 2013. "New facts on infidelity," Economics Letters, Elsevier, vol. 121(3), pages 458-462.
    4. Ian Smith, 2012. "Reinterpreting the economics of extramarital affairs," Review of Economics of the Household, Springer, vol. 10(3), pages 319-343, September.
    5. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.

  50. Li, Qi & Racine, Jeff, 2003. "Nonparametric estimation of distributions with categorical and continuous data," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 266-292, August.

    Cited by:

    1. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    2. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    3. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    4. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, Center for Economic and Financial Research (CEFIR).
    5. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    6. Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël, 2021. "Omnibus test for covariate effects in conditional copula models," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    7. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February.
    8. Hitzschke, Stephan, 2011. "The optimal size of German cities: An efficiency analysis perspective," Darmstadt Discussion Papers in Economics 202, Darmstadt University of Technology, Department of Law and Economics.
    9. Nagler, Thomas, 2018. "A generic approach to nonparametric function estimation with mixed data," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 326-330.
    10. Kim, Junyung & Shah, Asad Ullah Amin & Kang, Hyun Gook, 2020. "Dynamic risk assessment with bayesian network and clustering analysis," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    11. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    12. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    13. Emmanuel Hagenimana & Song Lixin & Patrick Kandege, 2018. "Study of nonparametric estimation details of instant system availability average," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(2), pages 467-481, April.
    14. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Kirschstein, T. & Liebscher, S. & Porzio, G.C. & Ragozini, G., 2016. "Minimum volume peeling: A robust nonparametric estimator of the multivariate mode," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 456-468.
    16. Dan A. Black & Jeffrey Smith, 2003. "How Robust is the Evidence on the Effects of College Quality? Evidence From Matching," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20033, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    17. Stefan Rass, 2017. "On Game-Theoretic Risk Management (Part Three) - Modeling and Applications," Papers 1711.00708, arXiv.org.
    18. McCloud, Nadine & Parmeter, Christopher F., 2020. "Determining the Number of Effective Parameters in Kernel Density Estimation," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
    19. Li, Qi & Ouyang, Desheng, 2005. "Uniform convergence rate of kernel estimation with mixed categorical and continuous data," Economics Letters, Elsevier, vol. 86(2), pages 291-296, February.
    20. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    21. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    22. Kazianga, Harounan, 2004. "Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys," Center Discussion Papers 28388, Yale University, Economic Growth Center.
    23. Antonio Fidalgo & Alberto Holly & Marco Pecoraro & Philippe Wanner, 2016. "A nonparametric analysis of the healthy immigrant effect," IRENE Working Papers 16-15, IRENE Institute of Economic Research.
    24. Daniel J. Henderson & Alexandre Olbrecht & Solomon W. Polachek, 2006. "Do Former College Athletes Earn More at Work?: A Nonparametric Assessment," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
    25. Guohua Feng & Keith R. McLaren & Ou Yang & Xiaohui Zhang & Xueyan Zhao, 2019. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Melbourne Institute Working Paper Series wp2019n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    26. Canavire Bacarreza, Gustavo J. & Carvajal-Osorio, Luis C., 2018. "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," IZA Discussion Papers 11584, Institute of Labor Economics (IZA).
    27. Obbey Elamin & Len Gill & Martyn Andrews, 2020. "Insights from kernel conditional-probability estimates into female labour force participation decision in the UK," Empirical Economics, Springer, vol. 58(6), pages 2981-3006, June.
    28. Yingying Dong & Arthur Lewbel, 2009. "Nonparametric Identification of a Binary Random Factor in Cross Section Data," Boston College Working Papers in Economics 707, Boston College Department of Economics, revised 01 Jul 2010.
    29. Thomas R., 2010. "Conditional Cash Transfers to Improve Education and Health: An Ex ante Evaluation of Red de Proteccion Social, Nicaragua," Health, Econometrics and Data Group (HEDG) Working Papers 10/04, HEDG, c/o Department of Economics, University of York.
    30. Besstremyannaya, Galina, 2015. "Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 3-20.
    31. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
    32. Vilarinho, Hermilio & D’Inverno, Giovanna & Nóvoa, Henriqueta & Camanho, Ana S., 2023. "The measurement of asset management performance of water companies," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    33. Shaw, Philip, 2014. "A nonparametric approach to solving a simple one-sector stochastic growth model," Economics Letters, Elsevier, vol. 125(3), pages 447-450.
    34. Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter, 2015. "Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data," Econometrics, MDPI, vol. 3(2), pages 1-16, March.
    35. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, Center for Economic and Financial Research (CEFIR).
    36. Olbrecht, Alexandre, 2009. "Do academically deficient scholarship athletes earn higher wages subsequent to graduation?," Economics of Education Review, Elsevier, vol. 28(5), pages 611-619, October.
    37. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany.
    38. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    39. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2011. "Nonparametric vs parametric binary choice models: An empirical investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116005, European Association of Agricultural Economists.
    40. Mergoni, Anna & D'Inverno, Giovanna & Carosi, Laura, 2022. "A composite indicator for measuring the environmental performance of water, wastewater, and solid waste utilities," Utilities Policy, Elsevier, vol. 74(C).
    41. Yong Liu & Alan P. Ker, 2021. "Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to rating crop insurance policies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 231-257, March.
    42. Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F., 2017. "On discrete Epanechnikov kernel functions," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 79-105.
    43. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    44. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    45. Andriy Norets & Justinas Pelenis, 2022. "Adaptive Bayesian Estimation of Discrete‐Continuous Distributions Under Smoothness and Sparsity," Econometrica, Econometric Society, vol. 90(3), pages 1355-1377, May.
    46. Amini, Shahram & Battisti, Michele & Parmeter, Christopher F., 2017. "Decomposing changes in the conditional variance of GDP over time," Economic Modelling, Elsevier, vol. 61(C), pages 376-387.
    47. Liu, Y. & Ker, A., 2018. "Is There Too Much History in Historical Yield Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277293, International Association of Agricultural Economists.
    48. Lee, Andrew C. & Kim, Man-Keun, 2011. "Captive Supply Impact On The U.S. Fed Cattle Price: An Application Of Nonparametric Analysis," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(4), pages 1-13, October.
    49. Racine, Jeff & Li, Qi, 2004. "Nonparametric estimation of regression functions with both categorical and continuous data," Journal of Econometrics, Elsevier, vol. 119(1), pages 99-130, March.
    50. Hitzschke, Stephan, 2011. "The Optimal Size of German Cities An Efficiency Analysis Perspective," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 50741, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    51. Anil Kumar, 2006. "Nonparametric conditional density estimation of labour force participation," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 835-841.
    52. Stefan Sperlich, 2022. "Comments on: hybrid semiparametric Bayesian networks," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 335-339, June.
    53. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    54. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    55. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    56. Vilarinho, Hermilio & D’Inverno, Giovanna & Nóvoa, Henriqueta & Camanho, Ana S., 2023. "Performance analytics for regulation in retail water utilities: Guiding asset management by identifying peers and targets," Utilities Policy, Elsevier, vol. 82(C).
    57. Li, Zheng & Rejesus, Roderick M. & Zheng, Xiaoyong, 2018. "Nonparametric Estimation and Inference of Production Risk with Categorical Variables," 2018 Annual Meeting, August 5-7, Washington, D.C. 274400, Agricultural and Applied Economics Association.
    58. Galina Besstremyannaya & Jaak Simm, 2014. "Multi-payer health insurance systems in Central and Eastern Europe: lessons from the Czech Republic, Slovakia, and Russia," Working Papers w0203, New Economic School (NES).
    59. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    60. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
    61. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
    62. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    63. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    64. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
    65. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    66. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
    67. Dong, Hao & Millimet, Daniel L., 2020. "Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions," IZA Discussion Papers 13893, Institute of Labor Economics (IZA).
    68. Thanasis Stengos & Brennan S. Thompson & Ximing Wu, 2009. "The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," Working Papers 0901, University of Guelph, Department of Economics and Finance.
    69. Takayuki Toda & Ayako Wakano & Takahiro Hoshino, 2019. "Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation," Papers 1905.04443, arXiv.org.
    70. Laura Borrajo & Ricardo Cao, 2021. "Nonparametric estimation for big-but-biased data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 861-883, December.
    71. Byunghoon Kim & Young-Seon Jeong & Myong K. Jeong, 2021. "New multivariate kernel density estimator for uncertain data classification," Annals of Operations Research, Springer, vol. 303(1), pages 413-431, August.
    72. James Taylor & Jochen Einbeck, 2013. "Challenging the curse of dimensionality in multivariate local linear regression," Computational Statistics, Springer, vol. 28(3), pages 955-976, June.
    73. Gordon Anderson & Kinda Hachem, 2013. "Institutions and Economic Outcomes: A Dominance-Based Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 164-182, January.
    74. Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011. "Decomposing The Conditional Variance of Cross-Country Output," Working Papers 2011-18, University of Miami, Department of Economics.
    75. Kevin L. McKinney & Andrew S. Green & Lars Vilhuber & John M. Abowd, 2017. "Total Error and Variability Measures with Integrated Disclosure Limitation for Quarterly Workforce Indicators and LEHD Origin Destination Employment Statistics in On The Map," Working Papers 17-71, Center for Economic Studies, U.S. Census Bureau.
    76. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.
    77. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
    78. Stephanie Thomas, 2016. "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers 2016-14, McMaster University.
    79. Jeff Racine & Qi Li & Xi Zhu, 2004. "Kernel Estimation of Multivariate Conditional Distributions," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 211-235, November.
    80. Zinde-Walsh, Victoria, 2008. "Kernel Estimation When Density May Not Exist," Econometric Theory, Cambridge University Press, vol. 24(3), pages 696-725, June.
    81. Nuno Baetas da Silva & João Sousa Andrade, 2016. "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers 2016-09, GEMF, Faculty of Economics, University of Coimbra.
    82. Thomas, R, 2011. "Using a Semiparametric Estimator to Forecast Education Outcomes in Nicaragua's Red de Proteccion Social," Health, Econometrics and Data Group (HEDG) Working Papers 11/02, HEDG, c/o Department of Economics, University of York.
    83. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.
    84. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.

  51. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.

    Cited by:

    1. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
    2. Omid M. Ardakani, 2022. "Option pricing with maximum entropy densities: The inclusion of higher‐order moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1821-1836, October.
    3. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
    4. Witold Orzeszko, 2010. "Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 97-106.
    5. Darrol J. Stanley & Levan Efremidze & Jannie Rossouw, 2017. "Entropy Risk Factor Model of Exchange Rate Prediction," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(3), pages 51-56, July.
    6. David McMillan & Alan Speight, 2006. "Non-linear long horizon returns predictability: evidence from six south-east Asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(2), pages 95-111, June.
    7. Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020. "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
    8. David G. McMillan, 2009. "Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 139-155.
    9. Gruber, Lutz F. & West, Mike, 2017. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models," Econometrics and Statistics, Elsevier, vol. 3(C), pages 3-22.
    10. Mastroeni, Loretta & Mazzoccoli, Alessandro & Vellucci, Pierluigi, 2024. "Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
    11. Esfandiar Maasoumi & M. Melinda Pitts & Ke Wu, 2014. "The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering," FRB Atlanta Working Paper 2014-22, Federal Reserve Bank of Atlanta.
    12. Lucia BALDI & Massimo PERI & Daniela VANDONE, 2010. "Is wine a financial parachute?," Departmental Working Papers 2010-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    13. Dong Hee Suh, 2018. "An Entropy Approach to Regional Differences in Carbon Dioxide Emissions: Implications for Ethanol Usage," Sustainability, MDPI, vol. 10(1), pages 1-11, January.
    14. Claudiu Vințe & Marcel Ausloos, 2023. "Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy," JRFM, MDPI, vol. 16(2), pages 1-24, February.
    15. D’Amico, Guglielmo & Gismondi, Fulvio & Petroni, Filippo & Prattico, Flavio, 2019. "Stock market daily volatility and information measures of predictability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 22-29.
    16. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    17. Vasile BRÄ‚TIAN, 2018. "Evaluation of Options using the Monte Carlo Method and the Entropy of Information," Expert Journal of Economics, Sprint Investify, vol. 6(2), pages 35-43.
    18. Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
    19. Salois, Matthew & Moss, Charles, 2010. "An Information Approach to the Dynamics in Farm Income: Implications for Farmland Markets," MPRA Paper 26850, University Library of Munich, Germany.
    20. Casarin, Roberto & Costola, Michele, 2019. "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, vol. 176(C), pages 55-59.
    21. Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015. "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 95-115.
    22. Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    23. Ardakani, Omid M., 2023. "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, vol. 57(C).
    24. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
    25. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009. "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, vol. 25(2), pages 373-399.
    26. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
    27. Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    28. Daniel Chiew & Judy Qiu & Sirimon Treepongkaruna & Jiping Yang & Chenxiao Shi, 2019. "The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-22, April.
    29. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
    30. Fujin Yi & Mengfei Zhou & Yu Yvette Zhang, 2020. "Value of Incorporating ENSO Forecast in Crop Insurance Programs," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 439-457, March.
    31. Mihály Ormos & Dávid Zibriczky, 2014. "Entropy-Based Financial Asset Pricing," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-21, December.
    32. Syed Jawad Hussain Shahzad & Dene Hurley & Román Ferrer, 2021. "U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3569-3587, July.
    33. Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011. "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 36(3), pages 323-353, April.
    34. Busu, Cristian & Busu, Mihail, 2019. "Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    35. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2021. "Nonlinearities and Chaos: A New Analysis of CEE Stock Markets," Mathematics, MDPI, vol. 9(7), pages 1-13, March.
    36. Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
    37. Claudiu Vinte & Ion Smeureanu & Titus-Felix Furtuna & Marcel Ausloos, 2022. "An Intrinsic Entropy Model for Exchange-Traded Securities," Papers 2205.01386, arXiv.org.
    38. Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar, 2020. "A perspective on correlation-based financial networks and entropy measures," Papers 2004.09448, arXiv.org.
    39. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
    40. Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007. "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 57-70.
    41. Ceccobelli, Matteo & Gitto, Simone & Paolo, Mancuso, 2012. "ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries," MPRA Paper 68642, University Library of Munich, Germany.
    42. Miller, Douglas J. & Liu, Wei-han, 2002. "On the recovery of joint distributions from limited information," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 259-274, March.
    43. Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang, 2017. "An efficient integrated nonparametric entropy estimator of serial dependence," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 728-780, October.
    44. Wei Pei & Lei Hao & Qiang Fu & Yongtai Ren & Tianxiao Li, 2023. "Study on Agricultural Drought Risk Assessment Based on Information Entropy and a Cluster Projection Pursuit Model," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(2), pages 619-638, January.
    45. David E. Allen & Michael McAleer, 2019. "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE 2019-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    46. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    47. Muhammad Hafeez & Chunhui Yuan & Issam Khelfaoui & Almalki Sultan Musaad O & Muhammad Waqas Akbar & Liu Jie, 2019. "Evaluating the Energy Consumption Inequalities in the One Belt and One Road Region: Implications for the Environment," Energies, MDPI, vol. 12(7), pages 1-15, April.
    48. Kleyton da Costa, 2023. "Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy," Papers 2308.02914, arXiv.org, revised Aug 2023.
    49. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    50. Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva, 2004. "Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors," Econometrics 0411018, University Library of Munich, Germany.
    51. McMillan, David G., 2007. "Non-linear forecasting of stock returns: Does volume help?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 115-126.
    52. Claudiu Vinte & Marcel Ausloos & Titus Felix Furtuna, 2022. "A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model," Papers 2205.01370, arXiv.org.
    53. Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
    54. Sylvia Gottschalk, 2016. "Entropy and credit risk in highly correlated markets," Papers 1604.07042, arXiv.org.
    55. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    56. Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    57. Banerjee, Ameet Kumar & Dionisio, Andreia & Pradhan, H.K. & Mahapatra, Biplab, 2021. "Hunting the quicksilver: Using textual news and causality analysis to predict market volatility," International Review of Financial Analysis, Elsevier, vol. 77(C).
    58. David G. McMillan, 2005. "Non‐linear dynamics in international stock market returns," Review of Financial Economics, John Wiley & Sons, vol. 14(1), pages 81-91.
    59. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021. "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, vol. 122(C).
    60. Alexis Rodriguez Carranza & Jos'e Luis Ponte Bejarano & Juan Carlos Ponte Bejarano & Segundo Eloy Soto Abanto, 2023. "Shannon entropy to quantify complexity in the financial market," Papers 2307.08666, arXiv.org.
    61. Wei Pei & Qiang Fu & Dong Liu & Tian-xiao Li & Kun Cheng, 2016. "Assessing agricultural drought vulnerability in the Sanjiang Plain based on an improved projection pursuit model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 82(1), pages 683-701, May.
    62. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Can the electricity market be characterised by asymmetric behaviour?," Energy Policy, Elsevier, vol. 37(11), pages 4364-4372, November.
    63. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    64. Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019. "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 43-58.
    65. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Espinosa-Paredes, Gilberto, 2012. "Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5643-5647.
    66. Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel J. Slottje, 2001. "Clusters of attributes and well-being in the USA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 445-460.
    67. Esfandiar Maasoumi & Xi Wu, 2021. "Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact," JRFM, MDPI, vol. 14(9), pages 1-15, September.
    68. Tseng, Chih-Hsiung & Cheng, Sheng-Tzong & Wang, Yi-Hsien & Peng, Jin-Tang, 2008. "Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3192-3200.
    69. Vamvakaris, Michail D. & Pantelous, Athanasios A. & Zuev, Konstantin M., 2018. "Time series analysis of S&P 500 index: A horizontal visibility graph approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 41-51.
    70. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
    71. Harimaya, Kozo & Ozaki, Yasufumi, 2021. "Effects of diversification on bank efficiency: Evidence from Shinkin banks in Japan," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 700-717.
    72. Salois, Matthew J., 2013. "Regional changes in the distribution of foreign aid: An entropy approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2893-2902.
    73. Marie-Hélène Felt, 2018. "A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions," Staff Working Papers 18-29, Bank of Canada.
    74. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
    75. Kim, Sei-Wan & Mollick, André V. & Nam, Kiseok, 2008. "Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets," Global Finance Journal, Elsevier, vol. 19(1), pages 19-31.
    76. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 649-669, September.
    77. Polemis, Michael L. & Tzeremes, Nickolaos G., 2019. "Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1104-1118.
    78. Liu, Li & Pan, Zhiyuan, 2020. "Forecasting stock market volatility: The role of technical variables," Economic Modelling, Elsevier, vol. 84(C), pages 55-65.
    79. McMillan, David G., 2005. "Non-linear dynamics in international stock market returns," Review of Financial Economics, Elsevier, vol. 14(1), pages 81-91.
    80. Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, vol. 4(2), pages 1-21, March.
    81. Galina Deeva, 2017. "Comparing Entropy and Beta as Measures of Risk in Asset Pricing," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(6), pages 1889-1894.
    82. Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
    83. Gottschalk, Sylvia, 2017. "Entropy measure of credit risk in highly correlated markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 478(C), pages 11-19.
    84. Nikolay Gospodinov & Esfandiar Maasoumi, 2017. "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper 2017-10, Federal Reserve Bank of Atlanta.
    85. Yoon, Gawon, 2010. "Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?," Economic Modelling, Elsevier, vol. 27(2), pages 605-612, March.
    86. Jing Chen, 2005. "Information Theory and Market Behavior," Finance 0503009, University Library of Munich, Germany.
    87. Gu, Rongbao, 2017. "Multiscale Shannon entropy and its application in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 215-224.
    88. Wang, Yu & Shang, Pengjian, 2020. "Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    89. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
    90. Reza Yarbakhsh & Mahdieh Soleymani Baghshah & Hamidreza Karimaghaie, 2023. "Predicting risk/reward ratio in financial markets for asset management using machine learning," Papers 2311.09148, arXiv.org.
    91. Ku, Seungmo & Lee, Changju & Chang, Woojin & Wook Song, Jae, 2020. "Fractal structure in the S&P500: A correlation-based threshold network approach," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    92. Paulo Ferreira, 2012. "Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece," CEFAGE-UE Working Papers 2012_24, University of Evora, CEFAGE-UE (Portugal).

  52. Racine, Jeff, 2002. "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 293-302, August.

    Cited by:

    1. Michael Creel, 2008. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
    2. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    3. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    4. McNicholas, P.D. & Murphy, T.B. & McDaid, A.F. & Frost, D., 2010. "Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 711-723, March.
    5. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 107-128, October.
    6. Michael Creel, 2016. "A Note on Julia and MPI, with Code Examples," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 535-546, October.
    7. Nakano, Junji, 2004. "Parallel computing techniques," Papers 2004,27, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

  53. Jeff Racine & Rob Hyndman, 2002. "Using R to teach econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 175-189.
    See citations under working paper version above.
  54. Racine, Jeffrey, 2001. "On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 380-382, July.

    Cited by:

    1. Marcos Álvarez-Díaz & Alberto Álvarez, 2002. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0205, Universidade de Vigo, Departamento de Economía Aplicada.
    2. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.
    3. Dahmene, Meriam & Boughrara, Adel & Slim, Skander, 2021. "Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 676-699.
    4. B.D. McCullough & Kerry Anne McGeary & Teresa D. Harrison, 2008. "Do economics journal archives promote replicable research?," Canadian Journal of Economics, Canadian Economics Association, vol. 41(4), pages 1406-1420, November.
    5. Seyed Mehrzad Asaad Sajadi & Pouya Khodaee & Ehsan Hajizadeh & Sabri Farhadi & Sohaib Dastgoshade & Bo Du, 2022. "Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect," Energies, MDPI, vol. 15(21), pages 1-23, October.
    6. Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008. "The Macroeconomic Determinants of Volatility in Precious Metals Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp255, IIIS.
    7. Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
    8. Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
    9. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    10. Marcos Álvarez-Díaz & Alberto Álvarez, 2003. "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers 0301, Universidade de Vigo, Departamento de Economía Aplicada.
    11. Leandro Maciel, 2012. "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(3), pages 337-367.
    12. Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019. "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 43-58.
    13. Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers wp677, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    14. Sevastjanov, Pavel & Dymova, Ludmila, 2009. "Stock screening with use of multiple criteria decision making and optimization," Omega, Elsevier, vol. 37(3), pages 659-671, June.
    15. Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
    16. Liu, Li & Pan, Zhiyuan, 2020. "Forecasting stock market volatility: The role of technical variables," Economic Modelling, Elsevier, vol. 84(C), pages 55-65.
    17. Neil Kellard & Denise Osborn & Jerry Coakley & Imanol Arrieta-ibarra & Ignacio N. Lobato, 2015. "Testing for Predictability in Financial Returns Using Statistical Learning Procedures," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 672-686, September.
    18. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.

  55. Racine, Jeff, 2000. "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, vol. 99(1), pages 39-61, November.

    Cited by:

    1. Cui, Can & Wu, Teresa & Hu, Mengqi & Weir, Jeffery D. & Li, Xiwang, 2016. "Short-term building energy model recommendation system: A meta-learning approach," Applied Energy, Elsevier, vol. 172(C), pages 251-263.
    2. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
    3. Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019. "Cross-validation based forecasting method: a machine learning approach," Textos para discussão 498, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    4. Filip Stanek, 2021. "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers wp712, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    5. Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
    6. Mariana Oliveira & Luís Torgo & Vítor Santos Costa, 2021. "Evaluation Procedures for Forecasting with Spatiotemporal Data," Mathematics, MDPI, vol. 9(6), pages 1-27, March.
    7. Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
    8. Benjamin Poignard & Manabu Asaiz, 2020. "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business 20-02, Osaka University, Graduate School of Economics.
    9. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2023. "On the Disagreement of Forecasting Model Selection Criteria," Forecasting, MDPI, vol. 5(2), pages 1-12, June.
    10. Momin M. Malik, 2020. "A Hierarchy of Limitations in Machine Learning," Papers 2002.05193, arXiv.org, revised Feb 2020.
    11. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
    12. Kutateladze, Varlam, 2022. "The kernel trick for nonlinear factor modeling," International Journal of Forecasting, Elsevier, vol. 38(1), pages 165-177.
    13. Muniain, Peru & Ziel, Florian, 2020. "Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1193-1210.
    14. Varlam Kutateladze, 2021. "The Kernel Trick for Nonlinear Factor Modeling," Papers 2103.01266, arXiv.org.
    15. Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo, 2018. "A note on the validity of cross-validation for evaluating autoregressive time series prediction," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 70-83.
    16. Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2021. "Generative adversarial networks for financial trading strategies fine-tuning and combination," Quantitative Finance, Taylor & Francis Journals, vol. 21(5), pages 797-813, May.
    17. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    18. Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
    19. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    20. Benjamin Poignard & Manabu Asai, 2023. "High‐dimensional sparse multivariate stochastic volatility models," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(1), pages 4-22, January.
    21. Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia, 2015. "Two-step estimation of the volatility functions in diffusion models with empirical applications," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 135-159.
    22. Patrick Carmack & Jeffrey Spence & William Schucany, 2012. "Generalised correlated cross-validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 269-282.
    23. Brownlees, Christian T. & Gallo, Giampiero M., 2011. "Shrinkage estimation of semiparametric multiplicative error models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 365-378.
    24. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers 08011, Concordia University, Department of Economics, revised Dec 2008.
    25. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006. "Time series forecasting by principal covariate regression," Econometric Institute Research Papers EI 2006-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    26. Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
    27. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    28. Rama K. Malladi, 2024. "Benchmark Analysis of Machine Learning Methods to Forecast the U.S. Annual Inflation Rate During a High-Decile Inflation Period," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 335-375, July.
    29. Xiaolu Wei & Hongbing Ouyang, 2023. "Forecasting Carbon Price Using Double Shrinkage Methods," IJERPH, MDPI, vol. 20(2), pages 1-20, January.
    30. Benjamin Poignard & Manabu Asai, 2023. "Estimation of high-dimensional vector autoregression via sparse precision matrix," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 307-326.
    31. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.
    32. Deng, Ai, 2023. "Time series cross validation: A theoretical result and finite sample performance," Economics Letters, Elsevier, vol. 233(C).
    33. Nadja Bodner & Laura Bringmann & Francis Tuerlinckx & Peter Jonge & Eva Ceulemans, 2022. "ConNEcT: A Novel Network Approach for Investigating the Co-occurrence of Binary Psychopathological Symptoms Over Time," Psychometrika, Springer;The Psychometric Society, vol. 87(1), pages 107-132, March.
    34. Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015. "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers 10/15, Monash University, Department of Econometrics and Business Statistics.
    35. Johann Pfitzinger, 2021. "An Interpretable Neural Network for Parameter Inference," Papers 2106.05536, arXiv.org.
    36. Pierre Masselot & Fateh Chebana & Taha B. M. J. Ouarda & Diane Bélanger & Pierre Gosselin, 2022. "Data-Enhancement Strategies in Weather-Related Health Studies," IJERPH, MDPI, vol. 19(2), pages 1-13, January.
    37. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
    38. Buckmann, Marcus & Joseph, Andreas, 2022. "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers 984, Bank of England.
    39. Caporin, Massimiliano & Poli, Francesco, 2022. "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    40. Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
    41. Roland Langrock & Théo Michelot & Alexander Sohn & Thomas Kneib, 2015. "Semiparametric stochastic volatility modelling using penalized splines," Computational Statistics, Springer, vol. 30(2), pages 517-537, June.
    42. Audrino, Francesco & Sigrist, Fabio & Ballinari, Daniele, 2020. "The impact of sentiment and attention measures on stock market volatility," International Journal of Forecasting, Elsevier, vol. 36(2), pages 334-357.
    43. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    44. Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
    45. Schratz, Patrick & Muenchow, Jannes & Iturritxa, Eugenia & Richter, Jakob & Brenning, Alexander, 2019. "Hyperparameter tuning and performance assessment of statistical and machine-learning algorithms using spatial data," Ecological Modelling, Elsevier, vol. 406(C), pages 109-120.
    46. Daniel Wochner, 2020. "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers 20-472, KOF Swiss Economic Institute, ETH Zurich.
    47. Benjamin Poignard, 2020. "Asymptotic theory of the adaptive Sparse Group Lasso," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 297-328, February.
    48. Kulaksizoglu, Tamer, 2015. "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper 62653, University Library of Munich, Germany.

  56. J. Racine, 2000. "The Cygwin tools: a GNU toolkit for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 331-341.

    Cited by:

    1. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Giovanni Baiocchi, 2003. "Managing econometric projects using Perl," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 371-378.
    3. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Springer;Society for Computational Economics, vol. 30(1), pages 19-40, August.

  57. Racine, Jeff, 1997. "Feasible Cross-Validatory Model Selection for General Stationary Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 169-179, March-Apr.

    Cited by:

    1. Park, Cheolbeom & Park, Suyeon, 2020. "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, vol. 36(C).
    2. Chen, Jiazi & Niu, Linlin, 2023. "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends," Finance Research Letters, Elsevier, vol. 53(C).
    3. Ann , Jihee & Park, Cheolbeom, 2022. "Demographic Structure and House Prices in the United States: Reconciliation Using Metropolitan Area Data," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(3), pages 57-71, September.
    4. Cheolbeom Park & Sookyung Park, 2022. "Tracking a central banker's preference: A nonparametric regression approach," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 291-307, January.
    5. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    6. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
    7. Racine, Jeff, 2000. "Consistent cross-validatory model-selection for dependent data: hv-block cross-validation," Journal of Econometrics, Elsevier, vol. 99(1), pages 39-61, November.
    8. Jiazi Chen & Zhiwu Hong & Linlin Niu, 2022. "Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure," Working Papers 2022-06-25, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    9. Kevin Boyle & Christopher Parmeter & Brent Boehlert & Robert Paterson, 2013. "Due Diligence in Meta-analyses to Support Benefit Transfers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 55(3), pages 357-386, July.
    10. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    11. Cheolbeom Park & Suyeon Park, 2018. "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers 2018-8, Economic Research Institute, Bank of Korea.
    12. Cheolbeom Park & Sookyung Park, 2020. "Reading a central banker's preference: A non parametric regression approach," Discussion Paper Series 2007, Institute of Economic Research, Korea University.
    13. Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.
    14. Zongwu Cai & Jiazi Chen & Linlin Niu, 2021. "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers 2021-01-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    15. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
    16. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
    17. Zongwu Cai & Jiazi Chen & Linlin Liu, 2021. "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202102, University of Kansas, Department of Economics, revised Jan 2021.

  58. Racine, Jeff, 1997. "Consistent Significance Testing for Nonparametric Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 369-378, July.

    Cited by:

    1. Spyridon Boikos & Alberto Bucci & Thanasis Stengos, 2012. "Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth," Working Papers 1213, University of Guelph, Department of Economics and Finance.
    2. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    3. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    4. Daraio, Cinzia & Simar, Léopold, 2014. "Directional distances and their robust versions: Computational and testing issues," European Journal of Operational Research, Elsevier, vol. 237(1), pages 358-369.
    5. Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Average derivative estimation under measurement error," STICERD - Econometrics Paper Series 602, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    7. Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Léopold, 2015. "Efficiency and economies of scale and specialization in European universities: A directional distance approach," Journal of Informetrics, Elsevier, vol. 9(3), pages 430-448.
    8. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    9. C. W. Granger & Esfandiar Maasoumi, 2000. "A Dependence Metric for Nonlinear Time Series," Econometric Society World Congress 2000 Contributed Papers 0421, Econometric Society.
    10. Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold, 2022. "Investigating the unobserved heterogeneity effect on microfinance social efficiency," LIDAM Discussion Papers ISBA 2022010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    11. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    12. José Manuel Cordero & Carlos Díaz Caro & Francisco Pedraja Chaparro & Cristina Polo Fernández, 2020. "Tributos cedidos y eficiencia en la gestión tributaria de las Comunidades Autónomas," Hacienda Pública Española / Review of Public Economics, IEF, vol. 232(1), pages 75-112, March.
    13. Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
    14. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    15. François-Seck Fall & Hubert Tchakoute Tchuigoua & Anne Vanhems & Léopold Simar, 2023. "Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions," Post-Print hal-04102122, HAL.
    16. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    17. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    18. Martin Huber & Eva-Maria Oe{ss}, 2024. "A joint test of unconfoundedness and common trends," Papers 2404.16961, arXiv.org, revised Jun 2024.
    19. Guccio, Calogero & Martorana, Marco & Mazza, Isidoro & Pignataro, Giacomo & Rizzo, Ilde, 2020. "An analysis of the managerial performance of Italian museums using a generalised conditional efficiency model," Socio-Economic Planning Sciences, Elsevier, vol. 72(C).
    20. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    21. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    22. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    23. Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
    24. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    25. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1619, Policy Center for the New South.
    26. Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    27. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    28. José Manuel Cordero & Daniel Santín & Rosa Simancas, 2017. "Assessing European primary school performance through a conditional nonparametric model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 364-376, April.
    29. Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold, 2024. "A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability," LIDAM Discussion Papers ISBA 2024020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    30. Fall, François Seck & Tchuigoua, Hubert Tchakoute & Vanhems, Anne & Simar, Léopold, 2020. "Gender effect on microfinance social efficiency: A robust nonparametric approach," LIDAM Discussion Papers ISBA 2020033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    31. Hu, Zihan & Li, Teng, 2016. "Too hot to hold: the effects of high temperatures during pregnancy on birth weight and adult welfare outcomes," MPRA Paper 68631, University Library of Munich, Germany.
    32. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
    33. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    34. De la Cruz, Marco & Mergoni, Anna, 2024. "Assessing the performance of Peruvian education system from a governance perspective," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).
    35. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    36. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    37. Abdul Qayyum & Khalid Riaz, 2018. "Incorporating Credit Quality in Bank Efficiency Measurements: A Directional Distance Function Approach," JRFM, MDPI, vol. 11(4), pages 1-19, November.
    38. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    39. Ansgar Belke & Clemens Domnick & Daniel Gros, 2016. "Business cycle synchronization in the EMU: Core vs. periphery," ROME Working Papers 201608, ROME Network.
    40. Hayfield, Tristen & Racine, Jeffrey S., 2008. "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i05).
    41. Eduardo de Carvalho Andrade & Márcio Laurini, 2010. "New Evidence on the Role of Cognitive Skill in Economic Development," IBMEC RJ Economics Discussion Papers 2010-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    42. Zhou, Niwen & Guo, Xu & Zhu, Lixing, 2024. "Significance test for semiparametric conditional average treatment effects and other structural functions," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    43. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    44. Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    45. Kourtesi, Sofia & De Witte, Kristof & Polymeros, Apostolos, 2016. "Technical Efficiency in the Agricultural Sector - Evidence from a Conditional Quantile-Based Approach," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
    46. Cordero, José Manuel & Alonso-Morán, Edurne & Nuño-Solinis, Roberto & Orueta, Juan F. & Arce, Regina Sauto, 2015. "Efficiency assessment of primary care providers: A conditional nonparametric approach," European Journal of Operational Research, Elsevier, vol. 240(1), pages 235-244.
    47. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    48. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    49. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    50. Belmonte-Martin, Irene & Ortiz, Lidia & Polo, Cristina, 2021. "Local tax management in Spain: A study of the conditional efficiency of provincial tax agencies," Socio-Economic Planning Sciences, Elsevier, vol. 78(C).
    51. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    52. Taining Wang & Jinjing Tian, 2020. "Recasting the trade impact on labor share: a fixed-effect semiparametric estimation study," Empirical Economics, Springer, vol. 58(5), pages 2465-2511, May.
    53. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    54. Sloboba, Brian W. & Yao, Vincent W., 2005. "An Analysis of Gender Differences in Vehicles Miles Traveled (VMT) Using Nonparametric Methods," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208165, Transportation Research Forum.
    55. Michael Zschille, 2014. "Nonparametric measures of returns to scale: an application to German water supply," Empirical Economics, Springer, vol. 47(3), pages 1029-1053, November.
    56. Zouhair Aït Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," Working Papers hal-04141608, HAL.
    57. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    58. Manuel Landajo & Celia Bilbao & Amelia Bilbao, 2012. "Nonparametric neural network modeling of hedonic prices in the housing market," Empirical Economics, Springer, vol. 42(3), pages 987-1009, June.
    59. Manuel Landajo & Javier De Andrés & Pedro Lorca, 2008. "Measuring firm performance by using linear and non‐parametric quantile regressions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(2), pages 227-250, April.
    60. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    61. Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
    62. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    63. Pedro André Cerqueira, 2010. "A Closer Look at the World Business Cycle Synchronization," GEMF Working Papers 2010-21, GEMF, Faculty of Economics, University of Coimbra.
    64. Tomasz Gerard Czekaj & Arne Henningsen, 2012. "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper 2012/12, University of Copenhagen, Department of Food and Resource Economics.
    65. Nickolaos G. Tzeremes, 2019. "Technological change, technological catch-up and export orientation: evidence from Latin American Countries," Journal of Productivity Analysis, Springer, vol. 52(1), pages 85-100, December.
    66. Henningsen, Geraldine & Henningsen, Arne & Henning, Christian H.C.A., 2011. "Measuring the Influence of Information Networks on Transaction Costs Using a Non-parametric Regression Technique," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114547, European Association of Agricultural Economists.
    67. Agasisti, Tommaso & Egorov, Aleksei & Serebrennikov, Pavel, 2023. "Universities’ efficiency and the socioeconomic characteristics of their environment — Evidence from an empirical analysis," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
    68. Dependra Bhatta & Krishna P. Paudel & Kai Liu, 2023. "Factors influencing water conservation practices adoptions by Nepali farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10879-10901, October.
    69. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    70. Cordero, José Manuel & Pedraja-Chaparro, Francisco & Pisaflores, Elsa C. & Polo, Cristina, 2016. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," MPRA Paper 70674, University Library of Munich, Germany.
    71. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    72. Michael Zschille, 2015. "Consolidating the water industry: an analysis of the potential gains from horizontal integration in a conditional efficiency framework," Journal of Productivity Analysis, Springer, vol. 44(1), pages 97-114, August.
    73. Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya, 2003. "On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA," Manchester School, University of Manchester, vol. 71(3), pages 242-264, June.
    74. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    75. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    76. Baležentis, Tomas & De Witte, Kristof, 2015. "One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms," European Journal of Operational Research, Elsevier, vol. 245(2), pages 612-622.
    77. Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar, 2014. "Assessing the level of happiness across countries: A robust frontier approach," MPRA Paper 57784, University Library of Munich, Germany.
    78. Cordero, José Manuel & Gil, María & Pedraja Chaparro, Francisco, 2016. "Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data," MPRA Paper 75474, University Library of Munich, Germany.
    79. Lei Jiang & Esfandiar Maasoumi & Jiening Pan & Ke Wu, 2018. "A test of general asymmetric dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1026-1043, November.
    80. Christopher F. Parmeter & Valentin Zelenyuk, 2019. "Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis," Operations Research, INFORMS, vol. 67(6), pages 1628-1658, November.
    81. Polemis, Michael L. & Tzeremes, Nickolaos G., 2019. "Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 276(3), pages 1104-1118.
    82. Meng-Shiuh Chang & Chih-Chun Kung, 2018. "The greenhouse gas impact of bioenergy in developing economies: Evidence from Taiwan," Energy & Environment, , vol. 29(3), pages 315-332, May.
    83. A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023. "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1759-1790.
    84. Camilla Mastromarco & Lenka Stastna & Jana Votapkova, 2019. "Efficiency of hospitals in the Czech Republic: Conditional efficiency approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 73-89, February.
    85. Cordero, José Manuel & Salinas-Jiménez, Javier & Salinas-Jiménez, M Mar, 2017. "Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis," European Journal of Operational Research, Elsevier, vol. 256(2), pages 663-672.
    86. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    87. Panayiotis Tzeremes, 2020. "Productivity, efficiency and firm’s market value: Microeconomic evidence from multinational corporations," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 95-105.
    88. Czekaj, Tomasz & Henningsen, Arne, 2011. "Using Non-parametric Methods in Econometric Production Analysis: An Application to Polish Family Farms," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114280, European Association of Agricultural Economists.
    89. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    90. Georgios Georgiadis & Ioannis Politis & Panagiotis Papaioannou, 2020. "How Does Operational Environment Influence Public Transport Effectiveness? Evidence from European Urban Bus Operators," Sustainability, MDPI, vol. 12(12), pages 1-19, June.
    91. Zouhair Ait Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers 2016-3, University of Paris Nanterre, EconomiX.
    92. Ong C. & Witte K. de, 2013. "Ethnic segregation and heterogeneous preferences of homeowners for housing and neighbourhood characteristics : evidence from the Netherlands," MERIT Working Papers 2013-061, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    93. Julián Ramajo & Miguel A. Márquez & Geoffrey J. D. Hewings, 2024. "Addressing spatial dependence when estimating technical efficiency: A spatialized data envelopment analysis of regional productive performance in the European Union," Growth and Change, Wiley Blackwell, vol. 55(1), March.
    94. Tomasz Gerard Czekaj & Arne Henningsen, 2013. "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper 2013/6, University of Copenhagen, Department of Food and Resource Economics.
    95. López-Herrera, Carmen & Cordero, José M. & Pedraja-Chaparro, Francisco & Polo, Cristina, 2023. "Fiscal rules and their influence on public sector efficiency," MPRA Paper 119018, University Library of Munich, Germany.
    96. Hu, Zihan & Li, Teng, 2016. "Too hot to hold: the effects of high temperatures during pregnancy on endowment and adult welfare outcomes," MPRA Paper 69644, University Library of Munich, Germany.

  59. Jeff Racine & Paul Rilstone, 1995. "The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification?," Canadian Journal of Economics, Canadian Economics Association, vol. 28(3), pages 502-531, August.
    See citations under working paper version above.

Chapters

  1. Bruce E. Hansen & Jeffrey S. Racine, 2024. "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 81-98, Emerald Group Publishing Limited.
    See citations under working paper version above.
  2. Jeffrey S. Racine, 2016. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 617-633, Emerald Group Publishing Limited.
    See citations under working paper version above.
  3. Qi Li & Jeffrey Scott Racine, 2006. "Density Estimation, from Nonparametric Econometrics: Theory and Practice," Introductory Chapters, in: Nonparametric Econometrics: Theory and Practice, Princeton University Press.

    Cited by:

    1. Shawna Grosskopf & Kathy Hayes & Lori Taylor & William L Weber, 2017. "Would weighted-student funding enhance intra-district equity in Texas? A simulation using DEA," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 377-389, April.
    2. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Michael L. Polemis, 2020. "A note on the estimation of competition-productivity nexus: a panel quantile approach," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
    4. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    5. Quoc-Anh Do & Kieu-Trang Nguyen & Anh Tran, 2017. "One Mandarin Benefits the Whole Clan: Hometown Favoritism in an Authoritarian Regime," Post-Print hal-03391952, HAL.
    6. Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson, 2021. "Performance of Empirical Risk Minimization for Linear Regression with Dependent Data," Papers 2104.12127, arXiv.org, revised May 2023.
    7. Karim M Abadir & Michel Lubrano, 2024. "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Post-Print hal-04678541, HAL.
    8. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2019. "Capital Cities, Conflict, and Misgovernance," SciencePo Working papers Main hal-03391885, HAL.
    9. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
    10. Hernandez, Manuel A. & Torero, Maximo, 2018. "A poverty-sensitive scorecard to prioritize lending and grant allocation: Evidence from Central America," Food Policy, Elsevier, vol. 77(C), pages 81-90.
    11. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2014. "Capital Cities, Conflict, and Misgovernance: Theory and Evidence," Working Papers hal-03460226, HAL.
    12. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    13. Hideo Akabayashi & Ryuichi Tanaka, 2024. "The Rate of Return to Early Childhood Education in Japan: Estimates from the Nationwide Expansion," Keio-IES Discussion Paper Series 2024-011, Institute for Economics Studies, Keio University.
    14. Peter H. Egger & Katharina Erhardt, 2024. "Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium," Quantitative Economics, Econometric Society, vol. 15(2), pages 453-487, May.
    15. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    16. Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    17. Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2020. "On the Time Trend of COVID-19: A Panel Data Study," Papers 2006.11060, arXiv.org, revised Jun 2020.
    18. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    19. Cornelius Christian & Lukas Hensel & Christopher Roth, 2019. "Income Shocks and Suicides: Causal Evidence From Indonesia," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 905-920, December.
    20. Karim M Abadir & Michel Lubrano, 2023. "Explicit solutions for the asymptotically-optimal bandwidth in cross validation," AMSE Working Papers 2336, Aix-Marseille School of Economics, France.
    21. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2013. "Isolated Capital Cities and Misgovernance: Theory and Evidence," SciencePo Working papers Main hal-03473904, HAL.
    22. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
    23. Matthias Krapf & Heinrich Ursprung & Christian Zimmermann, 2014. "Parenthood and Productivity of Highly Skilled Labor: Evidence from the Groves of Academe," CESifo Working Paper Series 4641, CESifo.
    24. Daniel J. Henderson & Léopold Simar & Le Wang, 2017. "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1164-1184, March.
    25. Hugo Bodory & Martin Huber & Michael Lechner, 2022. "The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates," Papers 2212.07379, arXiv.org.
    26. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
    27. Xu, Bing & Lin, Weiran & Taqi, Syed Ali, 2020. "The impact of wind and non-wind factors on PM2.5 levels," Technological Forecasting and Social Change, Elsevier, vol. 154(C).
    28. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    29. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
    30. Fe, Eduardo & Hollingsworth, Bruce, 2015. "Short and long run estimates of the local effects of retirement on health," MPRA Paper 65462, University Library of Munich, Germany.
    31. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    32. Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
    33. Darolles, Serge & Florens, Jean-Pierre & Simon, Guillaume, 2010. "Nonparametric Analysis of Hedge Funds Lifetimes," IDEI Working Papers 620, Institut d'Économie Industrielle (IDEI), Toulouse.
    34. Elia Lapenta & Pascal Lavergne, 2022. "Encompassing Tests for Nonparametric Regressions," Papers 2203.06685, arXiv.org, revised Oct 2023.
    35. Aline Bütikofer, 2012. "Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(I), pages 1-35, March.
    36. Gude, Alberto & Álvarez, Inmaculada C. & Orea, Luis, 2017. "Heterogeneous spillovers among Spanish provinces: A generalized spatial stochastic frontier model," Efficiency Series Papers 2017/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    37. Walter Sosa-Escudero & Sergio Petralia, 2011. "Anatomy of Distributive Changes in Argentina," Chapters, in: Werner Baer & David Fleischer (ed.), The Economies of Argentina and Brazil, chapter 10, Edward Elgar Publishing.
    38. Escanciano, J. Carlos & Olmo, Jose, 2010. "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
    39. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    40. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    41. Luis Alvarez & Cristine Pinto & Vladimir Ponczek, 2022. "Homophily in preferences or meetings? Identifying and estimating an iterative network formation model," Papers 2201.06694, arXiv.org, revised Mar 2024.
    42. W. D. Walls, 2009. "Robust Analysis of Movie Earnings," Journal of Media Economics, Taylor & Francis Journals, vol. 22(1), pages 20-35.
    43. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    44. Monika Merz, 2014. "Aggregation and Labor Supply Elasticities," 2014 Meeting Papers 51, Society for Economic Dynamics.
    45. Moriah Bostian & Rolf Färe & Shawna Grosskopf & Tommy Lundgren & William L. Weber, 2018. "Time substitution for environmental performance: The case of Swedish manufacturing," Empirical Economics, Springer, vol. 54(1), pages 129-152, February.
    46. NAKABAYASHI Jun & HIROSE Yohsuke, 2016. "Structural Estimation of the Scoring Auction Model," Discussion papers 16008, Research Institute of Economy, Trade and Industry (RIETI).
    47. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
    48. Tanninen Hannu & Tuomala Matti & Tuominen Elina, 2019. "Income inequality, redistributive preferences and the extent of redistribution : An empirical application of optimal tax approach," Working Papers 1824, Tampere University, Faculty of Management and Business, Economics.
    49. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    50. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    51. Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Oct 2024.
    52. Egger, Peter & , & Nigai, Sergey, 2020. "Empirical Productivity Distributions and International Trade," CEPR Discussion Papers 15160, C.E.P.R. Discussion Papers.
    53. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    54. Egger, Peter Hannes & Egger, Peter, 2016. "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change 145675, Verein für Socialpolitik / German Economic Association.
    55. Merz, Monika & Kneip, Alois & Storjohann, Lidia, 2013. "Aggregation and Labor Supply Elasticities," CEPR Discussion Papers 9718, C.E.P.R. Discussion Papers.
    56. Bostian, Moriah & Färe, Rolf & Grosskopf, Shawna & Lundgren, Tommy & Weber, William L., 2016. "Time substitution for environmental performance: The case of Sweden manufacturing," CERE Working Papers 2016:3, CERE - the Center for Environmental and Resource Economics.
    57. Philippe Van Kerm, 2012. "Kernel-smoothed cumulative distribution function estimation with akdensity," Stata Journal, StataCorp LP, vol. 12(3), pages 543-548, September.
    58. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    59. Senay SOKULLU & Sami STOULI, 2017. "Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models," Annals of Economics and Statistics, GENES, issue 128, pages 67-108.
    60. Blank, Sven & Egger, Peter H., 2021. "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, vol. 201(C).
    61. Christine Amsler & Yi Yi Chen & Peter Schmidt & Hung Jen Wang, 2021. "A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers," Empirical Economics, Springer, vol. 60(1), pages 353-363, January.
    62. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    63. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
    64. Boldron, François & Fève, Frédérique & Florens, Jean-Pierre & Panet-Amaro, C. & Valognes, C., 2010. "Econometric Models and the Evolution of Post-Offices Network," IDEI Working Papers 626, Institut d'Économie Industrielle (IDEI), Toulouse.
    65. Meng-Shiuh Chang & Victoria Salin & Yanhong Jin, 2011. "Diversification effect of real estate investment trusts: Comparing copula functions with kernel methods," Journal of Property Research, Taylor & Francis Journals, vol. 28(3), pages 189-212, January.
    66. Camelia Minoiu & Sanjay Reddy, 2014. "Kernel density estimation on grouped data: the case of poverty assessment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 12(2), pages 163-189, June.
    67. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
    68. Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
    69. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers 46/14, Institute for Fiscal Studies.
    70. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    71. Li, Yong & Zhang, Mingzhi & Zhang, Yonghui, 2022. "Sequential Bayesian bandwidth selection for multivariate kernel regression with applications," Economic Modelling, Elsevier, vol. 112(C).
    72. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    73. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    74. Jianqing Fan & Weining Wang & Yue Zhao, 2024. "Conditional nonparametric variable screening by neural factor regression," Papers 2408.10825, arXiv.org.
    75. Wei, Jie & Zhang, Yonghui, 2020. "A time-varying diffusion index forecasting model," Economics Letters, Elsevier, vol. 193(C).

Books

  1. Racine, Jeffrey & Su, Liangjun & Ullah, Aman, 2014. "The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics," OUP Catalogue, Oxford University Press, number 9780199857944.

    Cited by:

    1. Arthur Lewbel & Xun Tang, 2012. "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics 808, Boston College Department of Economics, revised 05 Mar 2013.
    2. Hwang, Jungbin & Sun, Yixiao, 2016. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt82k1x4rd, Department of Economics, UC San Diego.
    3. Abdelaati Daouia & Jean-Pierre Florens & Léopold Simar, 2020. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," Post-Print hal-02573853, HAL.
    4. Steven F. Koch & Jeffrey S. Racine, 2013. "Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting," Working Papers 201353, University of Pretoria, Department of Economics.
    5. Alexandra Ferreira‐Lopes & Luís Filipe Martins & Ruben Espanhol, 2020. "The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve," Bulletin of Economic Research, Wiley Blackwell, vol. 72(2), pages 121-145, April.
    6. Pablo Mitnik & Victoria Bryant & David Grusky, 2018. "A Very Uneven Playing Field: Economic Mobility in the United States," Working Papers 2018-097, Human Capital and Economic Opportunity Working Group.
    7. Lewbel, Arthur & Yang, Thomas Tao, 2016. "Identifying the average treatment effect in ordered treatment models without unconfoundedness," Journal of Econometrics, Elsevier, vol. 195(1), pages 1-22.
    8. Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014. "Semiparametric methods in nonlinear time series analysis: a selective review," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
    9. Thi Huong Trinh & Christine Thomas-Agnan & Michel Simioni, 2016. "Calorie intake and income in China: new evidence using semiparametric modelling with generalized additive models," Post-Print hal-01515007, HAL.
    10. D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2018. "Extremal quantile regressions for selection models and the black–white wage gap," Journal of Econometrics, Elsevier, vol. 203(1), pages 129-142.
    11. Steven Berry & Philip Haile, 2023. "Nonparametric Identification of Differentiated Products Demand Using Micro Data," Cowles Foundation Discussion Papers 2357, Cowles Foundation for Research in Economics, Yale University.
    12. Härdle, Wolfgang Karl & Prastyo, Dedy Dwi, 2013. "Default risk calculation based on predictor selection for the Southeast Asian industry," SFB 649 Discussion Papers 2013-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    13. Daniel J. Henderson & Léopold Simar & Le Wang, 2017. "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1164-1184, March.
    14. Stefan Faridani, 2024. "Testing for Underpowered Literatures," Papers 2406.13122, arXiv.org.
    15. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
    16. Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "A Fresh Look at the Nutrition Transition in Vietnam using Semiparametric Modeling," TSE Working Papers 17-842, Toulouse School of Economics (TSE).
    18. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
    19. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    20. Deniz Ozabaci & Daniel Henderson, 2015. "Additive kernel estimates of returns to schooling," Empirical Economics, Springer, vol. 48(1), pages 227-251, February.
    21. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
    22. Feeny, Simon & Vuong, Vu, 2017. "Explaining Aid Project and Program Success: Findings from Asian Development Bank Interventions," World Development, Elsevier, vol. 90(C), pages 329-343.
    23. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
    24. Xu, Ke-Li, 2018. "A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes," Journal of Econometrics, Elsevier, vol. 206(1), pages 258-278.
    25. Etayibtalnam Koudjom & Boris O. K. Lokonon & Aklesso Y. G. Egbendewe, 2024. "Climate Change, Malaria Prevalence and Cereal Yields in Sub-Saharan Africa," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 36(5), pages 1171-1197, October.
    26. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    27. Nir Billfeld & Moshe Kim, 2019. "Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision," Papers 1902.06286, arXiv.org.
    28. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    29. Olesen, O.B. & Ruggiero, J., 2018. "An improved Afriat–Diewert–Parkan nonparametric production function estimator," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1172-1188.

  2. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

    Cited by:

    1. Shawna Grosskopf & Kathy Hayes & Lori Taylor & William L Weber, 2017. "Would weighted-student funding enhance intra-district equity in Texas? A simulation using DEA," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 377-389, April.
    2. Linton, Oliver & Srisuma, Sorawoot, 2010. "Semiparametric estimation of Markov decision processeswith continuous state space," LSE Research Online Documents on Economics 58187, London School of Economics and Political Science, LSE Library.
    3. Asaftei, Gabriel & Parmeter, Christopher F., 2010. "Market power, EU integration and privatization: The case of Romania," Journal of Comparative Economics, Elsevier, vol. 38(3), pages 340-356, September.
    4. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
    5. Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015. "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, vol. 48(2), pages 125-168, October.
    6. Baghana, Rufin, 2010. "Public R&D Subsidies and Productivity: Evidence from Firm-Level Data in Quebec," MERIT Working Papers 2010-055, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    7. Alois Kneip & Monika Merz & Lidia Storjohann, 2020. "Aggregation and Labor Supply Elasticities [Do Reservation Wages Really Decline? Some International Evidence on the Determinants of Reservation Wages]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2315-2358.
    8. Roberto Martino & Phu Nguyen-Van, 2016. "Environmental Kuznets curve and environmental convergence: A unified empirical framework for CO2 emissions," Working Papers of BETA 2016-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    9. Feng, Andy & Graetz, Georg, 2013. "A question of degree: the effects of degree class on labor market outcomes," LSE Research Online Documents on Economics 51562, London School of Economics and Political Science, LSE Library.
    10. Wedimu, Mengistu A. & Henningsen, Arne & Czekaj, Tomasz G., 2015. "Incentives and Moral Hazard: Plot Level Productivity of Factory-Operated and Outgrower-Operated Sugarcane Production in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 211900, International Association of Agricultural Economists.
    11. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
    12. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    13. Jean Joseph Minviel & Kristof De Witte, 2016. "The influence of public subsidies on farm technical efficiency: A robust conditional nonparametric approach," Working Papers SMART 16-10, INRAE UMR SMART.
    14. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    15. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
    16. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    17. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    18. Michael L. Polemis, 2020. "A note on the estimation of competition-productivity nexus: a panel quantile approach," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(4), pages 663-676, December.
    19. Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
    20. Daraio, Cinzia & Simar, Léopold, 2014. "Directional distances and their robust versions: Computational and testing issues," European Journal of Operational Research, Elsevier, vol. 237(1), pages 358-369.
    21. Timo Dimitriadis & Andrew J. Patton & Patrick W. Schmidt, 2019. "Testing Forecast Rationality for Measures of Central Tendency," Papers 1910.12545, arXiv.org, revised Jul 2024.
    22. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
    23. Quoc-Anh Do & Kieu-Trang Nguyen & Anh Tran, 2017. "One Mandarin Benefits the Whole Clan: Hometown Favoritism in an Authoritarian Regime," Post-Print hal-03391952, HAL.
    24. Fernando Antonio Slaibe Postali, 2016. "Oil windfalls and X-inefficiency: evidence from Brazil," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(5), pages 699-718, October.
    25. Creel, Michael & Kristensen, Dennis, 2011. "Indirect Likelihood Inference," Dynare Working Papers 8, CEPREMAP.
    26. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    27. De Witte, Kristof & Rogge, Nicky, 2009. "Accounting for exogenous influences in a benevolent performance evaluation of teachers," Working Papers 2009/15, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    28. Victor Aguiar & Roberto Serrano, 2015. "Slutsky Matrix Norms and Revealed Preference Tests of Consumer Behaviour," Working Papers 2015-1, Brown University, Department of Economics.
    29. Ural Marchand, Beyza, 2012. "Tariff pass-through and the distributional effects of trade liberalization," Journal of Development Economics, Elsevier, vol. 99(2), pages 265-281.
    30. Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
    31. Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
    32. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    33. Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016. "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers hal-01512154, HAL.
    34. Maria Rosaria Alfano & Anna Laura Baraldi & Erasmo Papagni, 2015. "The Effect of the Proportionality Degree of Electoral Systems on Corruption," EERI Research Paper Series EERI RP 2015/03, Economics and Econometrics Research Institute (EERI), Brussels.
    35. BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    36. Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson, 2021. "Performance of Empirical Risk Minimization for Linear Regression with Dependent Data," Papers 2104.12127, arXiv.org, revised May 2023.
    37. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP) dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    38. Karim M Abadir & Michel Lubrano, 2024. "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Post-Print hal-04678541, HAL.
    39. Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013. "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper 51926, University Library of Munich, Germany.
    40. Harry Haupt & Kathrin Kagerer & Joachim Schnurbus, 2011. "Cross-validating fit and predictive accuracy of nonlinear quantile regressions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2939-2954, March.
    41. Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 51, Peruvian Economic Association.
    42. Min, Insik & Fang, Cheng & Li, Qi, 2004. "Investigation of patterns in food-away-from-home expenditure for China," China Economic Review, Elsevier, vol. 15(4), pages 457-476.
    43. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2019. "Capital Cities, Conflict, and Misgovernance," SciencePo Working papers Main hal-03391885, HAL.
    44. Sharma, Abhijit & Bailey, Alastair & Fraser, Iain, 2009. "Technology Adoption And Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," MPRA Paper 15805, University Library of Munich, Germany.
    45. Daniel J. Henderson & Subal C. Kumbhakar, 2006. "Public and Private Capital Productivity Puzzle: A Nonparametric Approach," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 219-232, July.
    46. Eduardo Fé, 2012. "Instrumental variable estimation of heteroskedasticity adaptive error component models," Statistical Papers, Springer, vol. 53(3), pages 577-615, August.
    47. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
    48. Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
    49. Kenneth L. Sørensen & Rune Vejlin, 2012. "Return to Experience and Initial Wage Level: Do Low Wage Workers Catch Up?," Economics Working Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
    50. Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009. "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers 201049, Fundacion BBVA / BBVA Foundation.
    51. Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
    52. Bjørndal, Endre & Bjørndal, Mette & Cullmann, Astrid & Nieswand, Maria, 2016. "Finding the Right Yardstick: Regulation under Heterogeneous Environments," Discussion Papers 2016/4, Norwegian School of Economics, Department of Business and Management Science.
    53. Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
    54. Liguo Zhang & Xuerong Li, 2016. "The Impact of Traditional Culture on Farmers’ Moral Hazard Behavior in Crop Production: Evidence from China," Sustainability, MDPI, vol. 8(7), pages 1-15, July.
    55. Hernandez, Manuel A. & Torero, Maximo, 2018. "A poverty-sensitive scorecard to prioritize lending and grant allocation: Evidence from Central America," Food Policy, Elsevier, vol. 77(C), pages 81-90.
    56. Gross, Marco, 2009. "Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area," Working Paper Series 1119, European Central Bank.
    57. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    58. Gupta, Eshita, 2012. "Global warming and electricity demand in the rapidly growing city of Delhi: A semi-parametric variable coefficient approach," Energy Economics, Elsevier, vol. 34(5), pages 1407-1421.
    59. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios & Hammoudeh, Shawkat, 2017. "The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries," MPRA Paper 79019, University Library of Munich, Germany, revised 07 May 2017.
    60. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    61. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2014. "Capital Cities, Conflict, and Misgovernance: Theory and Evidence," Working Papers hal-03460226, HAL.
    62. Brennan Thompson, 2010. "Statistical inference for vector measures of inequality and poverty," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(4), pages 451-462, December.
    63. Jürgen Bierbaumer, 2012. "Regionale Konjunkturzyklen in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 85(11), pages 833-848, November.
    64. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
    65. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
    66. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018. "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, vol. 70(C), pages 301-309.
    67. Hideo Akabayashi & Ryuichi Tanaka, 2024. "The Rate of Return to Early Childhood Education in Japan: Estimates from the Nationwide Expansion," Keio-IES Discussion Paper Series 2024-011, Institute for Economics Studies, Keio University.
    68. Bach, P. & Farbmacher, H. & Spindler, M., 2016. "Semiparametric Count Data Modeling with an Application to Health Service Demand," Health, Econometrics and Data Group (HEDG) Working Papers 16/20, HEDG, c/o Department of Economics, University of York.
    69. Peter H. Egger & Katharina Erhardt, 2024. "Heterogeneous effects of tariff and nontariff trade‐policy barriers in quantitative general equilibrium," Quantitative Economics, Econometric Society, vol. 15(2), pages 453-487, May.
    70. Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
    71. Takahide Yanagi, 2014. "The Effect of Measurement Error in the Sharp Regression Discontinuity Design," KIER Working Papers 910, Kyoto University, Institute of Economic Research.
    72. Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015. "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, vol. 188(2), pages 502-513.
    73. Nickolaos G. Tzeremes, 2018. "Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-13, August.
    74. Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," Centre for Growth and Business Cycle Research Discussion Paper Series 151, Economics, The University of Manchester.
    75. Sweetman, Arthur & Warman, Casey, 2009. "Temporary Foreign Workers and Former International Students as a Source of Permanent Immigration," CLSSRN working papers clsrn_admin-2009-34, Vancouver School of Economics, revised 22 Jun 2009.
    76. Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    77. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    78. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    79. Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014. "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers 2014-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    80. Meng-Shiuh Chang & Chih-Chun Kung, 2014. "Nonparametric Forecasting for Biochar Utilization in Poyang Lake Eco-Economic Zone in China," Sustainability, MDPI, vol. 6(1), pages 1-16, January.
    81. Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2020. "On the Time Trend of COVID-19: A Panel Data Study," Papers 2006.11060, arXiv.org, revised Jun 2020.
    82. Cordero, Jose M. & Polo, Cristina & Santín, Daniel & Simancas, Rosa, 2018. "Efficiency measurement and cross-country differences among schools: A robust conditional nonparametric analysis," Economic Modelling, Elsevier, vol. 74(C), pages 45-60.
    83. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2010. "Optimal bandwidth selection for conditional efficiency measures: A data-driven approach," LIDAM Reprints ISBA 2010003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    84. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    85. Nikola Jovanoski, 2015. "Estimating the Value of Preserving the Doubs," IRENE Working Papers 15-02, IRENE Institute of Economic Research.
    86. Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
    87. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
    88. Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.
    89. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    90. Maria Rosaria Alfano & Anna Laura Baraldi & Claudia Cantabene, 2014. "The Effect of the Decentralization Degree on Corruption: A New Interpretation," Working papers 4, Società Italiana di Economia Pubblica.
    91. Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
    92. Cornelius Christian & Lukas Hensel & Christopher Roth, 2019. "Income Shocks and Suicides: Causal Evidence From Indonesia," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 905-920, December.
    93. Steven F. Koch & Adl Bosch, 2009. "Inflation and the HouseholdTowards a Measurement of the Welfare Costs of Inflation," Working Papers 3488, South African Reserve Bank.
    94. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers 1512, Department of Economics, University of Missouri.
    95. Karim M Abadir & Michel Lubrano, 2023. "Explicit solutions for the asymptotically-optimal bandwidth in cross validation," AMSE Working Papers 2336, Aix-Marseille School of Economics, France.
    96. M. Ballings & D. Van Den Poel, 2012. "Kernel Factory: An Ensemble of Kernel Machines," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/825, Ghent University, Faculty of Economics and Business Administration.
    97. Brantly Callaway & Weige Huang, 2018. "Local Intergenerational Elasticities," DETU Working Papers 1805, Department of Economics, Temple University.
    98. Jesus Gonzalo & Jose Olmo, 2014. "Conditional Stochastic Dominance Tests In Dynamic Settings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 819-838, August.
    99. Filipe Campante & Quoc-Anh Do & Bernardo Guimaraes, 2013. "Isolated Capital Cities and Misgovernance: Theory and Evidence," SciencePo Working papers Main hal-03473904, HAL.
    100. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
    101. Haupt, Harry & Schnurbus, Joachim & Tschernig, Rolf, 2008. "On Nonparametric Estimation of a Hedonic Price Function," University of Regensburg Working Papers in Business, Economics and Management Information Systems 429, University of Regensburg, Department of Economics.
    102. Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc.
    103. Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014. "Semiparametric methods in nonlinear time series analysis: a selective review," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
    104. Guoying Deng & Li Gan & Manuel A. Hernandez, 2013. "Do People Overreact? Evidence from the Housing Market After the Wenchuan Earthquake," NBER Working Papers 19515, National Bureau of Economic Research, Inc.
    105. Halkos, George & Tzeremes, Nickolaos, 2012. "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper 38147, University Library of Munich, Germany.
    106. Pandit, Mahesh & Paudel, Krishna P. & Hinson, Roger A., 2013. "Market Channel Analysis of Ornamental Plants using Clustering Procedures," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143067, Southern Agricultural Economics Association.
    107. Bonaccorsi, Andrea & Daraio, Cinzia & Simar, Leopold, 2014. "Efficiency and economies of scale and scope in European universities: a directional distance approach," LIDAM Discussion Papers ISBA 2014020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    108. Omneya Abdelsalam & Meryem Duygun & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2014. "Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence of Islamic and Socially Responsible Funds," Working Papers 2014/19, Economics Department, Universitat Jaume I, Castellón (Spain).
    109. Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2016. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 14/16, Monash University, Department of Econometrics and Business Statistics.
    110. Matthias Krapf & Heinrich Ursprung & Christian Zimmermann, 2014. "Parenthood and Productivity of Highly Skilled Labor: Evidence from the Groves of Academe," CESifo Working Paper Series 4641, CESifo.
    111. Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011. "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers 17095, National Bureau of Economic Research, Inc.
    112. Marijn Verschelde & Marijke D’Haese & Glenn Rayp & Ellen Vandamme, 2013. "Challenging Small-Scale Farming: A Non-Parametric Analysis of the (Inverse) Relationship Between Farm Productivity and Farm Size in Burundi," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(2), pages 319-342, June.
    113. Li, Qi & Ouyang, Desheng, 2005. "Uniform convergence rate of kernel estimation with mixed categorical and continuous data," Economics Letters, Elsevier, vol. 86(2), pages 291-296, February.
    114. George Halkos & Nickolaos Tzeremes, 2012. "Measuring German regions’ environmental efficiency: a directional distance function approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(1), pages 7-16, March.
    115. Spyros Vliamos & Nickolaos Tzeremes, 2012. "Factors Influencing Entrepreneurial Process and Firm Start-Ups: Evidence from Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(3), pages 250-264, September.
    116. Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
    117. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised May 2019.
    118. Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013. "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper 48890, University Library of Munich, Germany.
    119. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017. "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
    120. Daniel J. Henderson & Léopold Simar & Le Wang, 2017. "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1164-1184, March.
    121. Daniel J. Henderson, 2009. "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(4), pages 519-538, August.
    122. Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2014. "More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?," IZA Discussion Papers 7886, Institute of Labor Economics (IZA).
    123. Hugo Bodory & Martin Huber & Michael Lechner, 2022. "The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates," Papers 2212.07379, arXiv.org.
    124. Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
    125. Daniel J. Henderson, 2010. "A test for multimodality of regression derivatives with application to nonparametric growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 458-480.
    126. Slawomir Juszczyk & Rafal Balina, 2013. "Effectiveness of Polish and Foreign Disdcriminant Models," Diversity, Technology, and Innovation for Operational Competitiveness: Proceedings of the 2013 International Conference on Technology Innovation and Industrial Management,, ToKnowPress.
    127. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    128. Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
    129. Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2013. "How to measure the impact of environmental factors in a nonparametric production model," LIDAM Reprints ISBA 2013015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    130. Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
    131. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
    132. Delgado, Michael S. & Harriger, Jessica L. & Khanna, Neha, 2015. "The value of environmental status signaling," Ecological Economics, Elsevier, vol. 111(C), pages 1-11.
    133. Halkos, George & Tzeremes, Nickolaos, 2011. "Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency," MPRA Paper 30099, University Library of Munich, Germany.
    134. Charpentier, Arthur & Flachaire, Emmanuel, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159, Mars-Juin.
    135. Daniel J. Henderson & Alexandre Olbrecht & Solomon W. Polachek, 2006. "Do Former College Athletes Earn More at Work?: A Nonparametric Assessment," Journal of Human Resources, University of Wisconsin Press, vol. 41(3).
    136. Xu, Bing & Lin, Weiran & Taqi, Syed Ali, 2020. "The impact of wind and non-wind factors on PM2.5 levels," Technological Forecasting and Social Change, Elsevier, vol. 154(C).
    137. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
    138. Haupt, Harry & Meier, Verena, 2016. "Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach," Center for Mathematical Economics Working Papers 455, Center for Mathematical Economics, Bielefeld University.
    139. Michael Delgado & Christopher Parmeter & Valentina Hartarska & Roy Mersland, 2015. "Should all microfinance institutions mobilize microsavings? Evidence from economies of scope," Empirical Economics, Springer, vol. 48(1), pages 193-225, February.
    140. Manuel Hernandez & Maximo Torero, 2014. "Parametric versus nonparametric methods in risk scoring: an application to microcredit," Empirical Economics, Springer, vol. 46(3), pages 1057-1079, May.
    141. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
    142. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
    143. Fe, Eduardo & Hollingsworth, Bruce, 2015. "Short and long run estimates of the local effects of retirement on health," MPRA Paper 65462, University Library of Munich, Germany.
    144. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    145. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
    146. Suzanna-Maria Paleologou, 2016. "The long-run tendency of government expenditure: a semi-parametric modelling approach," Empirical Economics, Springer, vol. 50(3), pages 753-776, May.
    147. Mendez-Guerra, Carlos, 2018. "¿Convergencia beta, sigma y distribucional en desarrollo humano? Evidencia de las regiones metropolitanas de Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 30, pages 88-117, November.
    148. Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.
    149. Morteza Haghiri, 2013. "Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 25-34, February.
    150. Monica DAS & Debasri MUKHERJEE, 2011. "The J-Curve for the relationship between Pollution Abatement Expenditure and Income per capita: A New Empirical Investigation from US Regional Data," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
    151. Li, Gan & Jaeun, Shin & Qi, Li, 2010. "Initial Wage, Human Capital and Post Wage Differentials," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(2), pages 23-42, December.
    152. George Halkos & Nickolaos Tzeremes, 2013. "National culture and eco-efficiency: an application of conditional partial nonparametric frontiers," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(4), pages 423-441, October.
    153. Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
    154. Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018. "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 103-128.
    155. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    156. Darolles, Serge & Florens, Jean-Pierre & Simon, Guillaume, 2010. "Nonparametric Analysis of Hedge Funds Lifetimes," IDEI Working Papers 620, Institut d'Économie Industrielle (IDEI), Toulouse.
    157. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    158. Elia Lapenta & Pascal Lavergne, 2022. "Encompassing Tests for Nonparametric Regressions," Papers 2203.06685, arXiv.org, revised Oct 2023.
    159. Xin Geng & Carlos Martins-Filho & Feng Yao, 2015. "Estimation of a Partially Linear Regression in Triangular Systems," Working Papers 15-46, Department of Economics, West Virginia University.
    160. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    161. Aline Bütikofer, 2012. "Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(I), pages 1-35, March.
    162. Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017. "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA 2017026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    163. Jukka Pirttilä & Ilpo Suoniemi, 2010. "Public provision, commodity demand and hours of work: An empirical analysis," Working Papers 1079, Tampere University, Faculty of Management and Business, Economics.
    164. George Halkos & Aksel Sundström & Nickolaos Tzeremes, 2015. "Regional environmental performance and governance quality: a nonparametric analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 17(4), pages 621-644, October.
    165. Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
    166. Gao, Jiti, 2012. "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper 39256, University Library of Munich, Germany, revised 14 May 2012.
    167. Gude, Alberto & Álvarez, Inmaculada C. & Orea, Luis, 2017. "Heterogeneous spillovers among Spanish provinces: A generalized spatial stochastic frontier model," Efficiency Series Papers 2017/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    168. G. Ardizzi & F. Crudu & C. Petraglia, 2015. "The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence," Working Paper CRENoS 201517, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    169. Walter Sosa-Escudero & Sergio Petralia, 2011. "Anatomy of Distributive Changes in Argentina," Chapters, in: Werner Baer & David Fleischer (ed.), The Economies of Argentina and Brazil, chapter 10, Edward Elgar Publishing.
    170. Fosgerau, Mogens & Nielsen, Søren Feodor, 2007. "Deconvoluting preferences and errors: a model for binomial panel data," MPRA Paper 3950, University Library of Munich, Germany.
    171. Xiaohong Chen & . . & Yixiao Sun, 2012. "Sieve inference on semi-nonparametric time series models," CeMMAP working papers CWP06/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    172. Chen, Xue-Dong & Tang, Nian-Sheng, 2010. "Bayesian analysis of semiparametric reproductive dispersion mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2145-2158, September.
    173. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2014. "Does Education Matter for Economic Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 334-359, June.
    174. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
    175. Ralf Becker & Adam Clements & Robert O'Neill, 2018. "A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns," Econometrics, MDPI, vol. 6(1), pages 1-27, February.
    176. Alfano, Maria Rosaria & Baraldi, Anna Laura & Papagni, Erasmo, 2014. "Electoral Systems and Corruption: the Effect of the Proportionality Degree," MPRA Paper 53138, University Library of Munich, Germany, revised 11 Nov 2013.
    177. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    178. Loyalka, Prashant & Song, Yingquan & Wei, Jianguo, 2012. "The distribution of financial aid in China: Is aid reaching poor students?," China Economic Review, Elsevier, vol. 23(4), pages 898-917.
    179. Escanciano, J. Carlos & Olmo, Jose, 2010. "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
    180. Chaohua Dong & Jiti Gao, 2012. "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers 2/12, Monash University, Department of Econometrics and Business Statistics.
    181. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
    182. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    183. Halkos, George & Tzeremes, Nickolaos, 2013. "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper 50630, University Library of Munich, Germany.
    184. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    185. Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter, 2015. "Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data," Econometrics, MDPI, vol. 3(2), pages 1-16, March.
    186. Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018. "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 76-97.
    187. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
    188. Halkos, George & Tzeremes, Nickolaos, 2011. "Does the Kyoto Protocol Agreement matters? An environmental efficiency analysis," MPRA Paper 30652, University Library of Munich, Germany.
    189. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    190. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    191. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    192. Chen, Jia & Li, Degui & Zhang, Lixin, 2010. "Robust estimation in a nonlinear cointegration model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 706-717, March.
    193. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    194. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    195. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
    196. Cassandro Mendes & Olugbenga Adesida, 2013. "Income inequality and economic development: evidence from sub-Saharan African countries," Economics Bulletin, AccessEcon, vol. 33(2), pages 1565-1574.
    197. Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017. "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers 10747, Institute of Labor Economics (IZA).
    198. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13383, University Library of Munich, Germany, revised 03 Feb 2009.
    199. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    200. Bolle, Friedel & Grimm, Veronika & Ockenfels, Axel & del Pozo, Xavier, 2013. "An experiment on supply function competition," European Economic Review, Elsevier, vol. 63(C), pages 170-185.
    201. Anastasia Semykina & Jeffrey M. Wooldridge, 2018. "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 179-197, March.
    202. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    203. Nguimkeu, Pierre, 2014. "A structural econometric analysis of the informal sector heterogeneity," Journal of Development Economics, Elsevier, vol. 107(C), pages 175-191.
    204. SÅ‚awomir Czarniewski, 2016. "Modification of Methods and Tools for Modern Management: A Model and Conceptual Approach," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 7(2), pages 83-98.
    205. Pipat Wongsaart & Jiti Gao, 2011. "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 18/11, Monash University, Department of Econometrics and Business Statistics.
    206. Chaohua Dong & Jiti Gao, 2013. "Orthogonal Expansion of Levy Process Functionals: Theory and Practice," Monash Econometrics and Business Statistics Working Papers 3/13, Monash University, Department of Econometrics and Business Statistics.
    207. Luis Alvarez & Cristine Pinto & Vladimir Ponczek, 2022. "Homophily in preferences or meetings? Identifying and estimating an iterative network formation model," Papers 2201.06694, arXiv.org, revised Mar 2024.
    208. Byeong Park & Léopold Simar & Valentin Zelenyuk, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," Journal of Productivity Analysis, Springer, vol. 43(2), pages 199-214, April.
    209. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2011. "Nonparametric vs parametric binary choice models: An empirical investigation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116005, European Association of Agricultural Economists.
    210. W. D. Walls, 2009. "Robust Analysis of Movie Earnings," Journal of Media Economics, Taylor & Francis Journals, vol. 22(1), pages 20-35.
    211. Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
    212. Lange, Ian & Moro, Mirko & Rahman, Mohammad Mahbubur, 2014. "Policy Labels and Investment Decision-making," SIRE Discussion Papers 2014-005, Scottish Institute for Research in Economics (SIRE).
    213. Fosgerau, Mogens & Karlström, Anders, 2010. "The value of reliability," Transportation Research Part B: Methodological, Elsevier, vol. 44(1), pages 38-49, January.
    214. Pavia, Jose M., 2015. "Testing Goodness-of-Fit with the Kernel Density Estimator: GoFKernel," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(c01).
    215. De Witte, K. & Rogge, N., 2010. "To publish or not to publish? On the aggregation and drivers of research performance," Working Papers 33, Top Institute for Evidence Based Education Research.
    216. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
    217. Haelermans, Carla & De Witte, Kristof, 2012. "The role of innovations in secondary school performance – Evidence from a conditional efficiency model," European Journal of Operational Research, Elsevier, vol. 223(2), pages 541-549.
    218. Huynh, Kim P. & Jacho-Chávez, David T., 2009. "Growth and governance: A nonparametric analysis," Journal of Comparative Economics, Elsevier, vol. 37(1), pages 121-143, March.
    219. Robin Sickles, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 31-32, May.
    220. Honda, Toshio, 2013. "Nonparametric LAD cointegrating regression," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 150-162.
    221. Gearhart, Richard S. & Michieka, Nyakundi M., 2018. "A comparison of the robust conditional order-m estimation and two stage DEA in measuring healthcare efficiency among California counties," Economic Modelling, Elsevier, vol. 73(C), pages 395-406.
    222. López-Torres, Laura & Johnes, Jill & Elliott, Caroline & Polo, Cristina, 2021. "The effects of competition and collaboration on efficiency in the UK independent school sector," Economic Modelling, Elsevier, vol. 96(C), pages 40-53.
    223. Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018. "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, vol. 206(2), pages 472-514.
    224. Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012. "Are University Admissions Academically Fair?," Economics Series Working Papers 608, University of Oxford, Department of Economics.
    225. Hideaki Aoyama & Yoshi Fujiwara & Mauro Gallegati, 2015. "Micro-macro relation of production: double scaling law for statistical physics of economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 67-78, April.
    226. Bowden, Roger, 2013. "Entropic kernels for data smoothing," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 916-922.
    227. Halkos, George & Tzeremes, Nickolaos, 2012. "Regional economic growth and environmental efficiency in greenhouse emissions: A conditional directional distance function approach," MPRA Paper 40015, University Library of Munich, Germany.
    228. Wang, Le, 2012. "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers 7103, Institute of Labor Economics (IZA).
    229. Saarimaa, Tuukka & Kortelainen, Mika, 2012. "Do homeowners benefit urban neighborhoods? Evidence from housing prices," Working Papers 36, VATT Institute for Economic Research.
    230. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
    231. Bae, Suk Joo & Kim, Seong-Joon & Lee, Jin-Hwa & Song, Inseob & Kim, Nam-In & Seo, Yongho & Kim, Ki Buem & Lee, Naesung & Park, Jun-Young, 2014. "Degradation pattern prediction of a polymer electrolyte membrane fuel cell stack with series reliability structure via durability data of single cells," Applied Energy, Elsevier, vol. 131(C), pages 48-55.
    232. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
    233. Monika Merz, 2014. "Aggregation and Labor Supply Elasticities," 2014 Meeting Papers 51, Society for Economic Dynamics.
    234. Maria Nieswand & Stefan Seifert, 2016. "Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis," Discussion Papers of DIW Berlin 1585, DIW Berlin, German Institute for Economic Research.
    235. Escanciano, Juan Carlos & Pei, Pei, 2012. "Pitfalls in backtesting Historical Simulation VaR models," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2233-2244.
    236. Halkos, George & Tzeremes, Nickolaos, 2012. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper 40387, University Library of Munich, Germany.
    237. Angelos Liontakis & Christos T. Papadas, 2010. "Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach," Working Papers 2010-6, Agricultural University of Athens, Department Of Agricultural Economics.
    238. Marcos Sanso-Navarro & Maria Vera-Cabello, 2015. "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers ersa15p949, European Regional Science Association.
    239. Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Assessing the nonlinearity of the calorie-income relationship: an estimation strategy – with new insights on nutritional transition in Vietnam," Post-Print hal-02628994, HAL.
    240. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    241. Heindl, Peter, 2012. "Transaction costs and tradable permits: Empirical evidence from the EU emissions trading scheme," ZEW Discussion Papers 12-021, ZEW - Leibniz Centre for European Economic Research.
    242. Frédérique Fève & Jean-Pierre Florens, 2010. "The practice of non-parametric estimation by solving inverse problems: the example of transformation models," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 1-27, October.
    243. Moriah Bostian & Rolf Färe & Shawna Grosskopf & Tommy Lundgren & William L. Weber, 2018. "Time substitution for environmental performance: The case of Swedish manufacturing," Empirical Economics, Springer, vol. 54(1), pages 129-152, February.
    244. Gregg, Daniel & Rolfe, John, 2014. "The value of environmental health in agricultural production across nonparametric efficiency quantiles," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187499, New Zealand Agricultural and Resource Economics Society.
    245. Lee, Andrew C. & Kim, Man-Keun, 2011. "Captive Supply Impact On The U.S. Fed Cattle Price: An Application Of Nonparametric Analysis," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(4), pages 1-13, October.
    246. Xu, Ke-Li & Phillips, Peter C. B., 2011. "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 518-528.
    247. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
    248. Casey Warman, 2007. "You Can Take It With You! The Returns To Foreign Human Capital Of Male Temporary Foreign Workers," Working Paper 1125, Economics Department, Queen's University.
    249. Tobias Adrian & Richard K. Crump & Erik Vogt, 2019. "Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds," Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
    250. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    251. NAKABAYASHI Jun & HIROSE Yohsuke, 2016. "Structural Estimation of the Scoring Auction Model," Discussion papers 16008, Research Institute of Economy, Trade and Industry (RIETI).
    252. Joachim Freyberger & Joel L. Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP31/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    253. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    254. Yu Zhang & Jingping Gu & Qi Li, 2011. "Nonparametric panel estimation of online auction price processes," Empirical Economics, Springer, vol. 40(1), pages 51-68, February.
    255. Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
    256. Richard Ashley, 2012. "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, vol. 28, pages 5-25.
    257. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    258. José Manuel Pastor & Jose M. Pavía & Lorenzo Serrano & Emili Tortosa-Ausina, 2017. "Rich regions, poor regions and bank branch deregulation in Spain," Regional Studies, Taylor & Francis Journals, vol. 51(11), pages 1678-1694, November.
    259. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
    260. Jinhu Li & Jeffrey S. Racine, 2008. "Maxima: An open source computer algebra system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 515-523.
    261. Tanninen Hannu & Tuomala Matti & Tuominen Elina, 2019. "Income inequality, redistributive preferences and the extent of redistribution : An empirical application of optimal tax approach," Working Papers 1824, Tampere University, Faculty of Management and Business, Economics.
    262. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    263. Liontakis, Angelos E. & Papadas, Christos T., 2009. "Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach," 113th Seminar, September 3-6, 2009, Chania, Crete, Greece 58084, European Association of Agricultural Economists.
    264. Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
    265. Roberto Gómez-Calvet & David Conesa & Ana Rosa Gómez-Calvet & Emili Tortosa-Ausina, 2013. "Energy efficiency in the European Union: What can be learned from the joint application of directional distance functions and slacks-based measures?," Working Papers 2013/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    266. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    267. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    268. Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
    269. Deniz Ozabaci & Daniel Henderson, 2015. "Additive kernel estimates of returns to schooling," Empirical Economics, Springer, vol. 48(1), pages 227-251, February.
    270. Zhu, Rong, 2011. "Individual heterogeneity in returns to education in urban China during 1995-2002," Economics Letters, Elsevier, vol. 113(1), pages 84-87, October.
    271. Xiaolin Sun, 2022. "Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach," Papers 2210.15829, arXiv.org, revised Oct 2024.
    272. Jesús Peiró-Palomino, 2016. "Social Capital and Economic Growth in Europe: Nonlinear Trends and Heterogeneous Regional Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 717-751, October.
    273. Egger, Peter & , & Nigai, Sergey, 2020. "Empirical Productivity Distributions and International Trade," CEPR Discussion Papers 15160, C.E.P.R. Discussion Papers.
    274. Peter Phillips, 2005. "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152.
    275. Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
    276. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
    277. Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai, 2013. "Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model," IZA Discussion Papers 7277, Institute of Labor Economics (IZA).
    278. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    279. Ichimura, Tsuyoshi & Fukuda, Daisuke, 2010. "A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3404-3410, December.
    280. Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019. "Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator," Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
    281. Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie, 2010. "Nonparametric estimation of risk-neutral densities," SFB 649 Discussion Papers 2010-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    282. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
    283. Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017. "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, vol. 19(4), pages 319-348, October.
    284. Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
    285. Daniel J. Henderson & Christopher F. Parmeter, 2011. "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers 2011-15, University of Miami, Department of Economics.
    286. Wenchuan Liu & Yu Zhang & Qi Li, 2015. "A semiparametric varying coefficient model of monotone auction bidding processes," Empirical Economics, Springer, vol. 48(1), pages 313-335, February.
    287. Anning Hu, 2015. "The Changing Happiness-Enhancing Effect of a College Degree Under Higher Education Expansion: Evidence from China," Journal of Happiness Studies, Springer, vol. 16(3), pages 669-685, June.
    288. Tomasz Czekaj & Arne Henningsen, 2013. "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper 2013/5, University of Copenhagen, Department of Food and Resource Economics.
    289. Katrine Hjorth & Mogens Fosgerau, 2011. "Loss Aversion and Individual Characteristics," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 49(4), pages 573-596, August.
    290. Nieswand, Maria & Baake, Pio & Wagner, Lilo, 2015. "Voting for Inefficiency," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113068, Verein für Socialpolitik / German Economic Association.
    291. Egger, Peter Hannes & Egger, Peter, 2016. "Heterogeneous Effects of Tariff and Nontariff Policy Barriers in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change 145675, Verein für Socialpolitik / German Economic Association.
    292. Merz, Monika & Kneip, Alois & Storjohann, Lidia, 2013. "Aggregation and Labor Supply Elasticities," CEPR Discussion Papers 9718, C.E.P.R. Discussion Papers.
    293. Bostian, Moriah & Färe, Rolf & Grosskopf, Shawna & Lundgren, Tommy & Weber, William L., 2016. "Time substitution for environmental performance: The case of Sweden manufacturing," CERE Working Papers 2016:3, CERE - the Center for Environmental and Resource Economics.
    294. Sofia KOURTESI & Panos FOUSEKIS & Apostolos POLYMEROS, 2012. "Conditional Efficiency Estimation With Environmental Variables: Evidence From Greek Cereal Farms," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 43-52.
    295. Spanos, Aris, 2010. "Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification," Journal of Econometrics, Elsevier, vol. 158(2), pages 204-220, October.
    296. Ivailo Arsov & Matthew Brooks & Mitch Kosev, 2013. "New Measures of Australian Corporate Credit Spreads," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 15-26, December.
    297. Asatryan, Zareh & De Witte, Kristof, 2015. "Direct democracy and local government efficiency," European Journal of Political Economy, Elsevier, vol. 39(C), pages 58-66.
    298. F. Alfonso Arellano, 2010. "Do Training Programmes Get The Unemployed Back To Work? A Look At The Spanish Experience," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 18(2), pages 39-65, Autumn.
    299. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
    300. Philippe Van Kerm, 2012. "Kernel-smoothed cumulative distribution function estimation with akdensity," Stata Journal, StataCorp LP, vol. 12(3), pages 543-548, September.
    301. Durga P. Gautam, 2014. "Remittances and Governance: Does the Government Free Ride?," Working Papers 14-40, Department of Economics, West Virginia University.
    302. Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012. "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 127-141.
    303. Jun Nakabayashi, 2009. "Small Business Set-asides in Procurement Auctions: An Empirical Analysis," Tsukuba Economics Working Papers 2009-005, Faculty of Humanities and Social Sciences, University of Tsukuba, revised Nov 2009.
    304. Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
    305. Senay SOKULLU & Sami STOULI, 2017. "Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models," Annals of Economics and Statistics, GENES, issue 128, pages 67-108.
    306. Blank, Sven & Egger, Peter H., 2021. "Melting constants in trade gravity’s rainbow," Economics Letters, Elsevier, vol. 201(C).
    307. Chengyu Li & Mark Wang & Jianghao Wang & Wenjie Wu, 2016. "The Geography of City Liveliness and Land Use Configurations: Evidence from Location-Based Big Data in Beijing," SERC Discussion Papers 0201, Centre for Economic Performance, LSE.
    308. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    309. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    310. Pan, Li & Politis, Dimitris, 2014. "Bootstrap prediction intervals for Markov processes," University of California at San Diego, Economics Working Paper Series qt7555757g, Department of Economics, UC San Diego.
    311. Kerstin Enflo, 2010. "Productivity and employment—Is there a trade-off? Comparing Western European regions and American states 1950–2000," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 45(2), pages 401-421, October.
    312. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    313. Christine Amsler & Yi Yi Chen & Peter Schmidt & Hung Jen Wang, 2021. "A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers," Empirical Economics, Springer, vol. 60(1), pages 353-363, January.
    314. Jeong, Daehee & Kim, Hwagyun & Park, Joon Y., 2015. "Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility," Journal of Financial Economics, Elsevier, vol. 115(2), pages 361-382.
    315. De Brabanter, K. & De Brabanter, J. & Suykens, J.A.K. & De Moor, B., 2010. "Optimized fixed-size kernel models for large data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1484-1504, June.
    316. Patrick Eozenou, 2009. "The Determinants of Private Transfers in Rural Vietnam," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
    317. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
    318. Monica Raileanu Szeles & Rodrigo Mendieta Muñoz, 2016. "Analyzing the Regional Economic Convergence in Ecuador. Insights from Parametric and Nonparametric Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 43-65, June.
    319. Rogge, Nicky & De Jaeger, Simon, 2013. "Measuring and explaining the cost efficiency of municipal solid waste collection and processing services," Omega, Elsevier, vol. 41(4), pages 653-664.
    320. Sohn, Keemin & Kim, Daehyun, 2010. "Zonal centrality measures and the neighborhood effect," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(9), pages 733-743, November.
    321. Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.
    322. : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012. "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers 2013-07, University of Miami, Department of Economics.
    323. Emanuele Felice, 2011. "The Rule and the Exception: Italy’s Regional Imbalances (1891-2001) through a Shift-Share Analysis," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 4, December.
    324. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    325. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    326. Nicoletti, Cheti, 2008. "Multiple sample selection in the estimation of intergenerational occupational mobility," ISER Working Paper Series 2008-20, Institute for Social and Economic Research.
    327. Henderson, Daniel J. & Polachek, Solomon & Wang, Le, 2011. "Heterogeneity in Schooling Rates of Return," IZA Discussion Papers 5662, Institute of Labor Economics (IZA).
    328. Polemis, Michael & Stengos, Thanasis & Tzeremes, Nickolaos, 2018. "Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector," MPRA Paper 89240, University Library of Munich, Germany.
    329. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
    330. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
    331. Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute of Labor Economics (IZA).
    332. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
    333. Boldron, François & Fève, Frédérique & Florens, Jean-Pierre & Panet-Amaro, C. & Valognes, C., 2010. "Econometric Models and the Evolution of Post-Offices Network," IDEI Working Papers 626, Institut d'Économie Industrielle (IDEI), Toulouse.
    334. Meng-Shiuh Chang & Victoria Salin & Yanhong Jin, 2011. "Diversification effect of real estate investment trusts: Comparing copula functions with kernel methods," Journal of Property Research, Taylor & Francis Journals, vol. 28(3), pages 189-212, January.
    335. Mendez-Guerra, Carlos, 2018. "Beta, Sigma and Distributional Convergence in Human Development? Evidence from the Metropolitan Regions of Bolivia," MPRA Paper 87627, University Library of Munich, Germany.
    336. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    337. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    338. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
    339. Tingting Cheng & Jiti Gao & Oliver Linton, 2017. "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers 13/17, Monash University, Department of Econometrics and Business Statistics.
    340. Goldman, Matt & Kaplan, David M., 2017. "Fractional order statistic approximation for nonparametric conditional quantile inference," Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.
    341. Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013. "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público 10943, Universidad EAFIT.
    342. Cordero, José Manuel & Pedraja-Chaparro, Francisco & Pisaflores, Elsa C. & Polo, Cristina, 2016. "Efficiency assessment of Portuguese municipalities using a conditional nonparametric approach," MPRA Paper 70674, University Library of Munich, Germany.
    343. Lee, Wang-Sheng, 2014. "Big and Tall: Is there a Height Premium or Obesity Penalty in the Labor Market?," IZA Discussion Papers 8606, Institute of Labor Economics (IZA).
    344. Zhong, Sheng, 2016. "The dynamics of vehicle energy efficiency: Evidence from the Massachusetts Vehicle Census," MERIT Working Papers 2016-014, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    345. Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2012. "Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach," IZA Discussion Papers 6351, Institute of Labor Economics (IZA).
    346. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    347. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    348. Camelia Minoiu & Sanjay Reddy, 2014. "Kernel density estimation on grouped data: the case of poverty assessment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 12(2), pages 163-189, June.
    349. Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1466-1497, December.
    350. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
    351. Claire de Oliveira, 2009. "Good Health to All: Reducing Health Inequalities among Children in High- and Low-Income Canadian Families," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 288, May.
    352. Jan Bruha & Jiri Polansky, 2015. "Empirical Analysis of Labor Markets over Business Cycles: An International Comparison," Working Papers 2015/15, Czech National Bank.
    353. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    354. Wang, Le, 2012. "Economic transition and college premium in urban China," China Economic Review, Elsevier, vol. 23(2), pages 238-252.
    355. Degui Li & Oliver Linton & Zudi Lu, 2010. "Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate," STICERD - Econometrics Paper Series 549, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    356. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
    357. Halkos, George & Tzeremes, Nickolaos, 2011. "Regional environmental efficiency and economic growth: NUTS2 evidence from Germany, France and the UK," MPRA Paper 33698, University Library of Munich, Germany.
    358. Jiti Gao, 2012. "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers 6/12, Monash University, Department of Econometrics and Business Statistics.
    359. Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011. "Decomposing The Conditional Variance of Cross-Country Output," Working Papers 2011-18, University of Miami, Department of Economics.
    360. Hayat, Aziz & Mishra, Sagarika, 2010. "Federal reserve monetary policy and the non-linearity of the Taylor rule," Economic Modelling, Elsevier, vol. 27(5), pages 1292-1301, September.
    361. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
    362. Kuminoff, Nicolai V. & Parmeter, Christopher F. & Pope, Jaren C., 2008. "Hedonic Price Functions: Guidance On Empirical Specification," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6555, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    363. Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
    364. Shi, Hao & Huang, Shaoqing, 2014. "How Much Infrastructure Is Too Much? A New Approach and Evidence from China," World Development, Elsevier, vol. 56(C), pages 272-286.
    365. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    366. Chakrabarty, Manisha & Hildenbrand, Werner, 2011. "Engel's Law Reconsidered," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 289-299.
    367. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
    368. Qi Gao & Long Liu & Jeffrey S. Racine, 2015. "A Partially Linear Kernel Estimator for Categorical Data," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 959-978, December.
    369. Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2014. "Ordinary Least Squares Estimation for a Dynamic Game," Working Papers, Department of Economics 2014_19, University of São Paulo (FEA-USP), revised 23 Feb 2015.
    370. George Athanasopoulos & Minfeng Deng & Gang Li & Haiyan Song, 2013. "Domestic and outbound tourism demand in Australia: a System-of-Equations Approach," Monash Econometrics and Business Statistics Working Papers 6/13, Monash University, Department of Econometrics and Business Statistics.
    371. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    372. Karen X. Yan & Qi Li, 2018. "Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model," JRFM, MDPI, vol. 11(3), pages 1-10, August.
    373. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
    374. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers 46/14, Institute for Fiscal Studies.
    375. Amin Mugera & Michael Langemeier & Allen Featherstone, 2012. "Labor productivity convergence in the Kansas farm sector: a three-stage procedure using data envelopment analysis and semiparametric regression analysis," Journal of Productivity Analysis, Springer, vol. 38(1), pages 63-79, August.
    376. George Halkos & Shunsuke Managi & Nickolaos Tzeremes, 2015. "The effect of natural and man-made disasters on countries’ production efficiency," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 4(1), pages 1-13, December.
    377. FUJIWARA Yoshi & AOYAMA Hideaki & Mauro GALLEGATI, 2012. "Scaling Laws in Labor Productivity," Discussion papers 12040, Research Institute of Economy, Trade and Industry (RIETI).
    378. Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
    379. Stefan Hupfeld, 2011. "Non-monotonicity in the longevity–income relationship," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(1), pages 191-211, January.
    380. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    381. Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia, 2015. "Estimation of panel data partly specified Tobit regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 316-326.
    382. Sant'Anna, Marcelo Castello Branco, 2017. "Empirical analysis of scoring auctions for oil and gas leases," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 789, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    383. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
    384. Sven Blank & Peter H. Egger, 2022. "On the sensitivity of trade costs to services trade restrictions†," The World Economy, Wiley Blackwell, vol. 45(3), pages 592-607, March.
    385. George Halkos & Nickolaos Tzeremes, 2014. "Measuring the effect of Kyoto protocol agreement on countries’ environmental efficiency in CO 2 emissions: an application of conditional full frontiers," Journal of Productivity Analysis, Springer, vol. 41(3), pages 367-382, June.
    386. Kim, S, 1977. "Instability Of Primary Exports, Income Stabilisation Policies And Welf Are," Working Papers 11, University of Sydney, School of Economics.
    387. Li, Xiaofeng & Shang, Ying & Su, Zhi, 2015. "Semiparametric estimation of default probability: Evidence from the Prosper online credit market," Economics Letters, Elsevier, vol. 127(C), pages 54-57.
    388. Michael S. Delgado & Nadine McCloud, 2017. "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, vol. 53(4), pages 1587-1637, December.
    389. Das, Sonali & Racine, Jeffrey S., 2018. "Interactive nonparametric analysis of nonlinear systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 290-301.
    390. Hassouneh, Islam & Serra, Teresa & Gil, Jose Maria, 2011. "Non-parametric and Parametric Modeling of Biodiesel - Sunflower Oil - Crude Oil Price Relationships," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114554, European Association of Agricultural Economists.
    391. Joao Ricardo Faria & Le Wang & Zhongmin Wu, 2009. "Debts on debts," NBS Discussion Papers in Economics 2009/7, Economics, Nottingham Business School, Nottingham Trent University.
    392. Bernard, Carole & Czado, Claudia, 2015. "Conditional quantiles and tail dependence," Journal of Multivariate Analysis, Elsevier, vol. 138(C), pages 104-126.
    393. De Witte, Kristof & Rogge, Nicky, 2011. "Accounting for exogenous influences in performance evaluations of teachers," Economics of Education Review, Elsevier, vol. 30(4), pages 641-653, August.
    394. Millie Yi Mao & Aman Ullah, 2019. "Information Theoretic Estimation of Econometric Functions," Working Papers 201923, University of California at Riverside, Department of Economics.
    395. Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
    396. Li, Yong & Zhang, Mingzhi & Zhang, Yonghui, 2022. "Sequential Bayesian bandwidth selection for multivariate kernel regression with applications," Economic Modelling, Elsevier, vol. 112(C).
    397. Yang, Jian & Su, Xiaojing & Kolari, James W., 2008. "Do Euro exchange rates follow a martingale? Some out-of-sample evidence," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 729-740, May.
    398. Marc Aliana & Diego Prior & Emili Tortosa-Ausina, 2024. "Assessing the impact of environmental factors on emergency healthcare quality: Implications for budget allocation," Working Papers 2024/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    399. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.
    400. Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The Research Efficiency of US Universities: a Nonparametric Frontier Modelling Approach," Working Papers ECARES ECARES 2013-31, ULB -- Universite Libre de Bruxelles.
    401. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    402. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    403. Livanis, Grigorios T. & Salois, Matthew J. & Moss, Charles B., 2009. "A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland 51063, Agricultural Economics Society.
    404. Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    405. Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.
    406. Jianqing Fan & Weining Wang & Yue Zhao, 2024. "Conditional nonparametric variable screening by neural factor regression," Papers 2408.10825, arXiv.org.
    407. Geoffrey Pofahl, 2009. "Merger Simulation in the Presence of Large Choice Sets and Consumer Stockpiling: The Case of the Bottled Juice Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 34(3), pages 245-266, May.
    408. Meryem Duygun & Silvia Pazzi & Emili Tortosa-Ausina & Simona Zambelli, 2014. "Does local public ownership matter for the efficiency of water utilities? Evidence from Italy," Working Papers 2014/21, Economics Department, Universitat Jaume I, Castellón (Spain).
    409. Long, Wei & Ouyang, Min & Shang, Ying, 2013. "Efficient estimation of partially linear varying coefficient models," Economics Letters, Elsevier, vol. 121(1), pages 79-81.
    410. Wei, Jie & Zhang, Yonghui, 2020. "A time-varying diffusion index forecasting model," Economics Letters, Elsevier, vol. 193(C).
    411. Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University.
    412. Chaohua Dong & Jiti Gao, 2011. "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers 19/11, Monash University, Department of Econometrics and Business Statistics.
    413. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.