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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. Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.

    Cited by:

    1. Alexandra Soberon & Antonio Musolesi & Juan M. Rodriguez‐Poo, 2024. "A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 905-927, August.

  2. 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.

  3. 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. Ivan Korolev, 2019. "A Consistent LM Type Specification Test for Semiparametric Panel Data Models," Papers 1909.05649, arXiv.org.
    3. 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.
    4. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    5. 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.
    6. 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.
    7. 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.
    8. 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.

  4. 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).

  5. 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. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
    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, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
    4. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.

  6. 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).

  7. 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.

  8. 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.

  9. 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.

  10. 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).

  11. 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.

  12. 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. Simplice Asongu & Joseph Nnanna, 2018. "Foreign aid and sustainable inclusive human development in Africa," Working Papers of the African Governance and Development Institute. 18/044, African Governance and Development Institute..
    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. 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.
    5. Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
    6. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Foreign Aid Complementarities and Inclusive Human Development in Africa," Working Papers of the African Governance and Development Institute. 19/021, African Governance and Development Institute..
    7. 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.
    8. Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - Leibniz Information Centre for Economics.
    9. Asongu, Simplice & Tchamyou, Vanessa, 2015. "Foreign aid, education and lifelong learning in Africa," MPRA Paper 70240, University Library of Munich, Germany.
    10. 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).
    11. Asongu, Simplice & Uduji, Joseph & Okolo-Obasi, Elda, 2019. "Foreign aid volatility and lifelong learning," MPRA Paper 102032, University Library of Munich, Germany.
    12. Asongu, Simplice & Jellal, Mohamed, 2015. "Foreign Aid Fiscal Policy: Theory and Evidence," MPRA Paper 71789, University Library of Munich, Germany, revised May 2016.
    13. Asongu, Simplice A & Nwachukwu, Jacinta C., 2015. "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper 71783, University Library of Munich, Germany.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. Simplice A. Asongu, 2014. "A brief clarification to the questionable economics of foreign aid for inclusive human development," Research Africa Network Working Papers 14/028, Research Africa Network (RAN).

  13. 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. Kettlewell, Nathan & Siminski, Peter, 2020. "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," IZA Discussion Papers 13639, Institute of Labor Economics (IZA).
    2. 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.
    3. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    4. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    5. 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.
    6. 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.
    7. 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.
    8. Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
    9. Daniel J. Henderson & Anne-Charlotte Souto, 2018. "An Introduction to Nonparametric Regression for Labor Economists," Journal of Labor Research, Springer, vol. 39(4), pages 355-382, December.
    10. 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.
    11. 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.
    12. 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.
    13. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    14. Zhuan Pei & David S. Lee & David Card & Andrea Weber, 2022. "Local Polynomial Order in Regression Discontinuity Designs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1259-1267, June.
    15. 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.
    16. Peter G. Hall & Jeffrey S. Racine, 2013. "Infinite Order Cross-Validated Local Polynomial Regression," Department of Economics Working Papers 2013-05, McMaster University.
    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.

  14. 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 01), 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. Mamonov, Mikhail & Parmeter, Christopher F. & Prokhorov, Artem B., 2024. "Bank cost efficiency and credit market structure under a volatile exchange rate," Journal of Banking & Finance, Elsevier, vol. 168(C).
    7. 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.
    8. 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.
    9. 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.
    10. 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).

  15. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    8. 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.
    9. 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.
    10. Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. "Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam," World Development, Elsevier, vol. 110(C), pages 192-204.
    11. 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).

  16. 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. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    3. 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.
    4. 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).
    5. 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.
    6. 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.
    7. 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.
    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.

  17. 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. 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.
    3. 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.
    4. Jeffrey S. Racine, 2015. "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers 2015-02, McMaster University.
    5. Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
    6. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
    7. 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.
    8. 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.
    9. Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous scope economies in microfinance institutions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 162-182.
    10. 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.
    11. 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.
    12. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    20. 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.

  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.

    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. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009. "Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation," TSE Working Papers 09-126, Toulouse School of Economics (TSE).
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018. "Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam," World Development, Elsevier, vol. 110(C), pages 192-204.

  19. 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. Cinzia Daraio & Léopold Simar & Paul W. Wilson, 2019. "Quality and its Impact on Efficiency," DIAG Technical Reports 2019-01, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël, 2021. "Omnibus test for covariate effects in conditional copula models," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    10. 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.
    11. 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.
    12. 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).
    13. 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".
    14. Camilla Mastromarco & Léopold Simar, 2021. "Latent heterogeneity to evaluate the effect of human capital on world technology frontier," Journal of Productivity Analysis, Springer, vol. 55(2), pages 71-89, April.
    15. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2015. "Testing the "separability" condition in two-stage nonparametric models of production," LEM Papers Series 2015/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    16. 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.
    17. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA 2021011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. 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.
    19. 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.
    20. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.
    21. 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.
    22. 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.
    23. 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.
    24. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    25. 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.
    26. 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.
    27. 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.
    28. Kraus, Daniel & Czado, Claudia, 2017. "D-vine copula based quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 1-18.
    29. 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).
    30. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    31. 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.
    32. 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.
    33. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    34. 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).
    35. 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).
    36. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2018. "Fast and Efficient Computation of Directional Distance Estimators," LEM Papers Series 2018/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    37. 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.
    38. 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.
    39. 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.
    40. 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.
    41. 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.
    42. 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.
    43. 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).
    44. 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).
    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.

  20. 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. 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.
    2. 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.
    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. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.

  21. 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. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.
    2. 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.
    3. Clingingsmith, David, 2017. "Negative Emotions, Income, and Welfare: Causal Estimates from the PSID," SocArXiv q2mxt_v1, Center for Open Science.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Daniel J. Henderson & Anne-Charlotte Souto, 2018. "An Introduction to Nonparametric Regression for Labor Economists," Journal of Labor Research, Springer, vol. 39(4), pages 355-382, December.
    10. Daniel J. Henderson & Anne-Charlotte Souto & Le Wang, 2020. "Higher-Order Risk–Returns to Education," JRFM, MDPI, vol. 13(11), pages 1-25, October.
    11. Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
    12. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    13. 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.
    14. Clingingsmith, David, 2016. "Negative Emotions, Income, and Welfare: Casual Estimates from the PSID," SocArXiv fae4x, Center for Open Science.
    15. Clingingsmith, David, 2016. "Negative Emotions, Income, and Welfare: Casual Estimates from the PSID," SocArXiv fae4x_v1, Center for Open Science.
    16. 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.
    17. 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.
    18. 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.
    19. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    20. 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.
    21. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    22. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    23. 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.
    24. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    25. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    26. Clingingsmith, David, 2017. "Negative Emotions, Income, and Welfare: Causal Estimates from the PSID," SocArXiv q2mxt, Center for Open Science.
    27. Shintaro Yamaguchi, 2013. "Changes in Returns to Task-Specific Skills and Gender Wage Gap," Global COE Hi-Stat Discussion Paper Series gd12-275, Institute of Economic Research, Hitotsubashi University.
    28. 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.
    29. 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.
    30. 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.
    31. 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.
    32. 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.
    33. 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.
    34. 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.

  22. 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. 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.
    2. 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.
    3. 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.

  23. 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.

  24. 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. Rosa Bernardini Papalia & Silvia Bertarelli, 2013. "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, vol. 44(3), pages 1171-1202, June.
    2. 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.
    3. Donal O.Neill, 2005. "The Welfare Implications of Growth Regressions," Economics Department Working Paper Series n1570505, Department of Economics, National University of Ireland - Maynooth.
    4. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.
    5. 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.
    6. Walheer, Barnabé, 2023. "Meta-frontier and technology switchers: A nonparametric approach," European Journal of Operational Research, Elsevier, vol. 305(1), pages 463-474.
    7. Abhijit Sharma & Alastair Bailey & Iain Fraser, 2011. "Technology Adoption and Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(1), pages 73-92, February.
    8. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
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    3. 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.
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    5. 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.
    6. 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.
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    8. 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.
    9. 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.
    10. 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.
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    13. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    14. 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.
    15. 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.
    16. 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.
    17. 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.
    18. Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015. "The Inequality-Growth Plateau," IZA Discussion Papers 8771, Institute of Labor Economics (IZA).
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    24. Jibonayan Raychaudhuri & Ada Wossink, 2018. "Ecolabels and The Economic Recession," Economics Discussion Paper Series 1807, Economics, The University of Manchester.
    25. 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.
    26. 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(01), pages 1-18, April.
    27. 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).
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    39. 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.
    40. 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.
    41. 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.
    42. 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.
    43. : 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.
    44. 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.
    45. Galina Besstremyannaya, 2014. "Urban inequity in the performance of social health insurance system: evidence from Russian regions," Working Papers w0204, New Economic School (NES).
    46. 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.
    47. Henderson, Daniel J. & Polachek, Solomon & Wang, Le, 2011. "Heterogeneity in Schooling Rates of Return," IZA Discussion Papers 5662, Institute of Labor Economics (IZA).
    48. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
    49. 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.
    50. 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.
    51. 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.
    52. 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).
    53. 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.
    54. 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).
    55. 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.
    56. Giorgia Zotti, 2024. "Regional Differences in Italian School Efficiency: A Conditional DEA Approach," SERIES 05-2024, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Nov 2024.
    57. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    58. 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.
    59. 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.
    60. 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.
    61. Wang, Le, 2013. "Estimating returns to education when the IV sample is selective," Labour Economics, Elsevier, vol. 21(C), pages 74-85.
    62. Liu, Liyi & McManus, Doug & Yannopoulos, Elias, 2022. "Geographic and temporal variation in housing filtering rates," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    63. 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.
    64. 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.
    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. 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.
    67. 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.
    68. 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.
    69. 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.
    70. 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.
    71. 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.
    72. 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.
    73. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    74. 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.
    75. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    76. 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.
    77. 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.
    78. 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.
    79. Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
    80. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    81. 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.
    82. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
    83. 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.
    84. 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.
    85. 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.
    86. 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.
    87. 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.
    88. 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).
    89. 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.
    90. 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.
    91. Zhilun Jiao & Muhammad Shafiullah & Usman Khalid & Malin Song & Muhammad Shahbaz, 2024. "The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve," The World Economy, Wiley Blackwell, vol. 47(3), pages 898-929, March.
    92. 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.
    93. 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.
    94. 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.
    95. 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.
    96. 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.
    97. 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.
    98. Syed F. Mahmud & Murat Tiniç, 2018. "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, vol. 55(2), pages 679-711, September.
    99. 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.
    100. 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).
    101. 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.
    102. 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.
    103. 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.
    104. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    105. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    106. Kumbhakar, Subal C. & Li, Mingyang & Lien, Gudbrand, 2023. "Do subsidies matter in productivity and profitability changes?," Economic Modelling, Elsevier, vol. 123(C).
    107. 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.
    108. 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.
    109. 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.
    110. 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.

  26. 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. 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.
    3. 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.
    4. 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.
    5. Lechner, Michael & Downward, Paul, 2013. "Heterogeneous sports participation and labour market outcomes in England," Economics Working Paper Series 1323, University of St. Gallen, School of Economics and Political Science.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
    11. 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.
    12. 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.

  27. 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. 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.
    2. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    3. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
    4. 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.
    5. 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.
    6. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
    7. 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.

  28. 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. 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).
    2. 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.
    3. Jakubik, Petr, 2011. "Households response to economic crisis," BOFIT Discussion Papers 7/2011, Bank of Finland Institute for Emerging Economies (BOFIT).

  29. 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. 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.
    2. Miguel Rodrigues, 2005. "Regression with R," Econometrics 0508016, University Library of Munich, Germany.
    3. 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.
    4. Shahram Amini & Christopher F. Parmeter, 2011. "A Review of the `BMS' Package for R," Working Papers 2011-8, University of Miami, Department of Economics.
    5. Robert Finger, 2010. "Review of ‘Robustbase’ software for R," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1205-1210, November/.
    6. Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
    7. 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.
    8. 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.
    9. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.
    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.

  30. 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.

  31. 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.

  32. 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. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2020. "Nonparametric estimation of marginal effects in regression-spline random effects models," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 792-825, September.
    See citations under working paper version above.
  2. 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.
  3. 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.
  4. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Jean-Pierre Florens & Elia Lapenta, 2024. "Partly linear instrumental variables regressions without smoothing on the instruments," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(3), pages 897-920, September.
    6. 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.
    7. 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.

  5. 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. 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.
    4. 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).
    5. 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.
    6. 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.
    7. Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(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.

  6. 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.
  7. 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.
  8. 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.

  9. 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.
  10. 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.

  11. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    See citations under working paper version above.
  12. 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.
  13. 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.
  14. 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. Johnson, Paul & Papageorgiou, Chris, 2018. "What Remains of Cross-Country Convergence?," MPRA Paper 89355, University Library of Munich, Germany.
    2. 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.
    3. 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.
    4. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    5. 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.
    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.

  15. 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.
  16. 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. 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.
    2. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
    3. 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.
    4. 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.
    5. 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.
    6. Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, vol. 100(C).
    7. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    8. 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.
    9. 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).
    10. 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.
    11. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    12. 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.
    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.

  17. 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.
  18. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    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 1-20, 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.
    7. 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_v1, Center for Open Science.

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

    Cited by:

    1. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers CWP62/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
    3. 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.
    4. Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
    5. Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
    6. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
    7. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    8. 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.
    9. Zhang, Xinyu, 2015. "Consistency of model averaging estimators," Economics Letters, Elsevier, vol. 130(C), pages 120-123.
    10. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.
    11. Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).
    12. Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024. "Adapting to Misspecification," NBER Working Papers 32906, National Bureau of Economic Research, Inc.
    13. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
    14. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    15. 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.
    16. Aman Ullah & Alan T.K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2014. "A Semiparametric Generalized Ridge Estimator and Link with Model Averaging," Working Papers 201412, University of California at Riverside, Department of Economics.
    17. 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.
    18. 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.
    19. 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.
    20. Anthoulla Phella, 2020. "Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach," Papers 2010.12263, arXiv.org.
    21. 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.
    22. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
    23. Meryem Duygun & Jiaqi Hao & Anders Isaksson & Robin C. Sickles, 2017. "World Productivity Growth: A Model Averaging Approach," Pacific Economic Review, Wiley Blackwell, vol. 22(4), pages 587-619, October.
    24. Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
    25. 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.
    26. 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).
    27. 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.
    28. Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen, 2016. "Model averaging with averaging covariance matrix," Economics Letters, Elsevier, vol. 145(C), pages 214-217.
    29. 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.
    30. 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.
    31. 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.
    32. Tu, Yundong & Wang, Siwei, 2020. "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, vol. 197(C).
    33. 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.
    34. Lastauskas, Povilas & Stakėnas, Julius, 2024. "Labor market policies in high- and low-interest rate environments: Evidence from the euro area," Economic Modelling, Elsevier, vol. 141(C).
    35. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
    36. 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.
    37. Gong, Binlei, 2020. "Measuring and Achieving World Agricultural Convergence," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304347, Agricultural and Applied Economics Association.
    38. 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.
    39. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
    40. 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.
    41. 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.
    42. Haili Zhang & Guohua Zou, 2020. "Cross-Validation Model Averaging for Generalized Functional Linear Model," Econometrics, MDPI, vol. 8(1), pages 1-35, February.
    43. Zhang, Xinyu & Liu, Chu-An, 2023. "Model averaging prediction by K-fold cross-validation," Journal of Econometrics, Elsevier, vol. 235(1), pages 280-301.
    44. Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
    45. Shi, Pengfei & Zhang, Xinyu & Zhong, Wei, 2024. "Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching," Economics Letters, Elsevier, vol. 238(C).
    46. Gong, Binlei, 2020. "Agricultural productivity convergence in China," China Economic Review, Elsevier, vol. 60(C).
    47. 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.
    48. 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.
    49. Chen, Yi-Ting & Liu, Chu-An, 2023. "Model averaging for asymptotically optimal combined forecasts," Journal of Econometrics, Elsevier, vol. 235(2), pages 592-607.
    50. 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.
    51. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
    52. 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).
    53. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    54. Xie, Tian, 2015. "Prediction model averaging estimator," Economics Letters, Elsevier, vol. 131(C), pages 5-8.
    55. Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
    56. 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.
    57. Milan Nedeljkovic & Branko Uroševic & Emir Zildžovic, 2012. "Jackknife Model Averaging of the Current Account Determinants," Working papers 23, National Bank of Serbia.
    58. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
    59. 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).
    60. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    61. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
    62. 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.
    63. 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.
    64. 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.
    65. 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.
    66. Wang, Weiwei & Zhang, Qi & Zhang, Xinyu & Li, Xinmin, 2021. "Model averaging based on generalized method of moments," Economics Letters, Elsevier, vol. 200(C).
    67. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    68. Fang, Fang & Yu, Zhou, 2020. "Model averaging assisted sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
    69. Liu, Chu-An, 2015. "Distribution theory of the least squares averaging estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 142-159.
    70. 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.
    71. 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.
    72. Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023. "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
    73. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
    74. Jing Zhou & Gerda Claeskens & Jelena Bradic, 2020. "Detangling robustness in high dimensions: composite versus model-averaged estimation," Papers 2006.07457, arXiv.org.
    75. Martin Guth, 2022. "Predicting Default Probabilities for Stress Tests: A Comparison of Models," Papers 2202.03110, arXiv.org.
    76. 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.
    77. 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.
    78. 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.
    79. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    80. 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.
    81. 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.
    82. 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).
    83. 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.
    84. 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.
    85. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
    86. 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.
    87. 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.
    88. Lavancier, F. & Rochet, P., 2016. "A general procedure to combine estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 175-192.
    89. 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.
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    129. Qingfeng Liu & Andrey L. Vasnev, 2019. "A Combination Method for Averaging OLS and GLS Estimators," Econometrics, MDPI, vol. 7(3), pages 1-12, September.
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    134. 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 –.
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    137. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
    138. 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.
    139. 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.
    140. Jan Lohmeyer & Franz Palm & Jean‐Pierre Urbain, 2024. "Consistency of averaged impulse response estimators in vector autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(5), pages 691-713, September.
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    146. Zhongqi Liang & Qihua Wang, 2023. "A robust model averaging approach for partially linear models with responses missing at random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(4), pages 1933-1952, December.
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  20. 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. 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.
    3. Munyanyi, Musharavati Ephraim & Awaworyi Churchill, Sefa, 2022. "Foreign aid and energy poverty: Sub-national evidence from Senegal," Energy Economics, Elsevier, vol. 108(C).
    4. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    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.
    7. Yunhee Choi & Uk Heo, 2024. "The economic effects of winning coalition size on the aid‐growth nexus," Social Science Quarterly, Southwestern Social Science Association, vol. 105(4), pages 1107-1122, July.

  21. 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. 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).
    2. 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.
    3. 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.
    4. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    5. 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.
    6. 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).
    7. 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.
    8. 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).
    9. 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.
    10. Workneh, Migbaru Alamirew, 2018. "Poverty and unemployment in Spain during the 2008's financial crises," MPRA Paper 92145, University Library of Munich, Germany.
    11. 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.

  22. 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. 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.
    2. 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.
    3. 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.
    4. Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
    5. Peng, Bin, 2016. "Inference on modelling cross-sectional dependence for a varying-coefficient model," Economics Letters, Elsevier, vol. 145(C), pages 1-5.
    6. 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.
    7. 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).
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
    13. Valérie Mignon & Blaise Gnimassoun & Carl Grekou, 2024. "The industrial cost of fixed exchange rate regimes," EconomiX Working Papers 2024-18, University of Paris Nanterre, EconomiX.
    14. 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).
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. Michael Delgado, 2013. "A smooth coefficient model of carbon emissions," Empirical Economics, Springer, vol. 45(3), pages 1049-1071, December.
    22. Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, vol. 100(C).
    23. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    24. 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.
    25. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    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. Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
    28. 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).
    29. 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.
    30. 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.
    31. 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).
    32. 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.
    33. 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).
    34. 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.
    35. 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).
    36. Andersson, Fredrik N.G., 2023. "Income inequality and carbon emissions in the United States 1929–2019," Ecological Economics, Elsevier, vol. 204(PA).
    37. 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.
    38. 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.
    39. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    40. 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.
    41. 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.
    42. 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).
    43. 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.
    44. 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.
    45. 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.
    46. 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.
    47. 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.
    48. 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.
    49. 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.
    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.

  23. 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. 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.
    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. Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2015. "Estimators in step regression models," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 124-129.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Phillip Heiler, 2022. "Efficient Covariate Balancing for the Local Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1569-1582, October.
    10. 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.
    11. 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.
    12. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  24. 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. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation," FSES Working Papers 454, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    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. Lv, Xiaofeng & Li, Rui & Fang, Zheng, 2017. "Efficient semiparametric estimation for Gini inequality treatment effects," Economics Letters, Elsevier, vol. 154(C), pages 96-100.
    4. Tang, Shengfang & Huang, Zhilin, 2022. "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, vol. 216(C).
    5. 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.
    6. 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.
    7. 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.
    8. Pedro H. C. Sant'Anna & Xiaojun Song, 2016. "Specification Tests for the Propensity Score," Papers 1611.06217, arXiv.org, revised Feb 2019.
    9. Phillip Heiler, 2022. "Efficient Covariate Balancing for the Local Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1569-1582, October.
    10. 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).
    11. 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.
    12. 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.
    13. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    14. 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.
    15. Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
    16. Vera Chiodi & Gabriel Montes‐Rojas, 2022. "Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme," LABOUR, CEIS, vol. 36(2), pages 145-166, June.
    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. 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.
    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.

  25. 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.
  26. 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. 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).
    7. 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.
    8. 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.

  27. 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. Jeffrey S. Racine, 2024. "Quarto the Assassin," Department of Economics Working Papers 2024-11, McMaster University.
    2. 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.
    3. 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.
    4. 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).

  28. 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. 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.
    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. 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.
    5. 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).
    6. Jin, Qianying & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2020. "Metafrontier productivity indices: Questioning the common convexification strategy," European Journal of Operational Research, Elsevier, vol. 283(2), pages 737-747.
    7. Ren, Tiantian & Kerstens, Kristiaan & Kumar, Saurav, 2024. "Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy," European Journal of Operational Research, Elsevier, vol. 319(1), pages 332-344.
    8. Kristiaan Kerstens & Jafar Sadeghi & Ignace van de Woestyne, 2019. "Convex and nonconvex input-oriented technical and economic capacity measures: An empirical comparison," Post-Print hal-02108539, HAL.
    9. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    10. 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.
    11. 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.
    12. Xiaoqing Chen & Kristiaan Kerstens & Mike Tsionas, 2024. "Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers," Post-Print hal-04548513, HAL.
    13. Martin Huber, 2010. "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010 2010-18, Department of Economics, University of St. Gallen.
    14. 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).
    15. Hidemichi Fujii & Jing Cao & Shunsuke Managi, 2015. "Decomposition of Productivity Considering Multi-environmental Pollutants in Chinese Industrial Sector," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 75-84, February.
    16. 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.
    17. 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.
    18. 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.
    19. Malikov, Emir, 2015. "Dynamic Responses to Oil Price Shocks: Conditional vs Unconditional (A)symmetry," MPRA Paper 68453, University Library of Munich, Germany.
    20. 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.
    21. 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.
    22. Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021. "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA 2021011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    23. 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.
    24. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    25. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. 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.
    31. 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.
    32. Halkos, George & Tzeremes, Nickolaos, 2012. "Measuring seaports’ productivity: A Malmquist productivity index decomposition approach," MPRA Paper 40174, University Library of Munich, Germany.
    33. Pieralli, Simone, 2012. "Sources of measured agricultural yield difference," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124771, Agricultural and Applied Economics Association.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. 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.
    39. 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.
    40. Kristiaan Kerstens & Majid Azadi & Reza Kazemi Matin & Reza Farzipoor Saen, 2024. "Double hedonic price-characteristics frontier estimation for IoT service providers in the industry 5.0 era: A nonconvex perspective accommodating ratios," Post-Print hal-04750670, HAL.
    41. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
    42. 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.
    43. 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.
    44. 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.
    45. 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).
    46. 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.
    47. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    48. 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.
    49. 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.
    50. 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.
    51. Cherchye, Laurens & Rock, Bram De & Saelens, Dieter & Verschelde, Marijn & Roets, Bart, 2024. "Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management," European Journal of Operational Research, Elsevier, vol. 313(2), pages 678-690.
    52. 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.
    53. 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.
    54. 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.
    55. 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.
    56. 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.
    57. 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.
    58. Subal Kumbhakar & Kai Sun, 2012. "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, vol. 43(1), pages 1-24, August.
    59. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    60. 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.
    61. 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.
    62. Laurens Cherchye & Bram De Rock, 2016. "Production with Storable and Durable Inputs: Nonparametric Analysis of Intertemporal Efficiency," Working Papers ECARES ECARES 2016-33, ULB -- Universite Libre de Bruxelles.
    63. 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.
    64. 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).
    65. 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.
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    68. 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.
    69. 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.
    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. 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.
    74. 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.
    75. 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.

  29. 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. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.

  30. 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. 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.
    3. Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel, 2015. "The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation," FSES Working Papers 454, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Kobus, Martyna & Kapera, Marek & Maasoumi, Esfandiar, 2024. "Gap in many dimensions: Application to gender," Labour Economics, Elsevier, vol. 89(C).
    9. 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).
    10. 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.
    11. 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.
    12. 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.
    13. Abhijit Sharma & Alastair Bailey & Iain Fraser, 2011. "Technology Adoption and Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(1), pages 73-92, February.
    14. 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.
    15. 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.
    16. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    17. Daraio, Cinzia & Simar, Leopold, 2013. "Directional Distances and their Robust versions: Computational and Testing Issues," LIDAM Discussion Papers ISBA 2013038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. 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).
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Steven F. Koch, 2022. "Equivalence scales with endogeneity and base independence," Working Papers 874, Economic Research Southern Africa.
    24. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    25. 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.
    26. Marijn Verschelde & Michel Dumont & Glenn Rayp & Bruno Merlevede, 2015. "Semiparametric stochastic metafrontier efficiency of European manufacturing firms," Post-Print hal-01563023, HAL.
    27. 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).
    28. Yuxiang Ye & Steven F. Koch, 2020. "Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption," Working Papers 2020108, University of Pretoria, Department of Economics.
    29. 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.
    30. 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.
    31. 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).
    32. 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).
    33. Marie Hušková & Simos G. Meintanis & Charl Pretorius, 2022. "Tests for heteroskedasticity in transformation models," Statistical Papers, Springer, vol. 63(4), pages 1013-1049, August.
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    37. 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.
    38. 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.
    39. 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).
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    42. 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.
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    45. 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.
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    49. Martin Huber, 2010. "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010 2010-18, Department of Economics, University of St. Gallen.
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    51. 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.
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    54. 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.
    55. Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers 31/14, Institute for Fiscal Studies.
    56. 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.
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    59. 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.
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    61. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    62. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    63. 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.
    64. 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.
    65. 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.
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    74. 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.
    75. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
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    81. 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.
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    83. 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.
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    85. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011. "Does Education Matter for Economic Growth?," Working Papers 2011-13, University of Miami, Department of Economics.
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    244. 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.
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    249. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    250. 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.
    251. 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.
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    253. 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.
    254. Menghua Zhang & Mengjiao Peng & Yong Zhou, 2025. "Semi-supervised learning for various comparison functions across two populations," Statistical Papers, Springer, vol. 66(1), pages 1-59, January.
    255. 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.
    256. 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.
    257. 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.
    258. 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).
    259. 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.
    260. 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.
    261. 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.
    262. Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019. "lpdensity: Local Polynomial Density Estimation and Inference," Papers 1906.06529, arXiv.org, revised Feb 2021.
    263. 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).
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    266. 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.
    267. 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.
    268. 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.
    269. 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.
    270. 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.
    271. 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.
    272. 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.
    273. 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.
    274. 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.
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    277. 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).
    278. Syed F. Mahmud & Murat Tiniç, 2018. "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, vol. 55(2), pages 679-711, September.
    279. 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.
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    284. 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).
    285. 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.
    286. 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.
    287. 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.
    288. 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.
    289. 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.
    290. 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.
    291. 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.
    292. 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.
    293. 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.
    294. 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.
    295. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
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    305. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.

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    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. Helmi Jedidi & Georges Dionne, 2024. "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, vol. 12(12), pages 1-40, November.
    3. 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.
    4. 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.
    5. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    6. 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.
    7. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    8. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
    9. Cinzia Daraio & Léopold Simar, 2016. "Efficiency and benchmarking with directional distances: a data-driven approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(7), pages 928-944, July.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. Halkos, George & Tzeremes, Nickolaos, 2012. "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper 42675, University Library of Munich, Germany.
    16. 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.
    17. Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
    18. 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.
    19. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    20. 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.
    21. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. 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.
    23. Adenbaum, Jacob & Copeland, Adam & Stevens, John, 2019. "Do long-haul truckers undervalue future fuel savings?," Energy Economics, Elsevier, vol. 81(C), pages 1148-1166.
    24. 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.
    25. 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.
    26. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    27. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    28. 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.
    29. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
    30. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    31. 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.
    32. 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).
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. Baranyi, Máté & Bolla, Marianna, 2021. "Iterated conditional expectation algorithm on DAGs and regression graphs," Econometrics and Statistics, Elsevier, vol. 20(C), pages 131-152.
    39. 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.
    40. 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.
    41. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, vol. 40(C), pages 110-118.
    42. 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.
    43. Subal Kumbhakar & Christopher Parmeter, 2015. "Introduction," Empirical Economics, Springer, vol. 48(1), pages 1-8, February.
    44. 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.
    45. 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.
    46. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    47. 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.
    48. Kešeljević, Aleksandar & Spruk, Rok, 2013. "Global distribution and dynamics of economic freedom: Non-parametric approach," Economic Modelling, Elsevier, vol. 33(C), pages 560-571.
    49. Michael Lechner & Gabriel Okasa, 2019. "Random Forest Estimation of the Ordered Choice Model," Papers 1907.02436, arXiv.org, revised Sep 2022.
    50. 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.
    51. 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.
    52. 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.
    53. 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.
    54. 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).
    55. 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.
    56. 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.
    57. 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.
    58. 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.

  32. 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.

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    1. 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.
    2. Helmi Jedidi & Georges Dionne, 2024. "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, vol. 12(12), pages 1-40, November.
    3. 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.
    4. Gauthier Tshiswaka-Kashalala & Steven F. Koch, 2015. "The Demand for Reproductive Health Care," Working Papers 533, Economic Research Southern Africa.
    5. Mastromarco, Camilla & Simar, Leopold, 2013. "Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis," LIDAM Discussion Papers ISBA 2013015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. 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.
    7. 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.
    8. 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.
    9. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    10. 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.
    11. Luiza Badin & Cinzia Daraio & Léopold Simar, 2008. "Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach," LEM Papers Series 2008/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    12. 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.
    13. 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.
    14. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    15. 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.
    16. 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).
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011. "Does Education Matter for Economic Growth?," Working Papers 2011-13, University of Miami, Department of Economics.
    24. 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.
    25. 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.
    26. 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.
    27. 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).
    28. 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.
    29. Abdelaati Daouia & Irène Gijbels & Gilles Stupfler, 2022. "Extremile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(539), pages 1579-1586, September.
    30. 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).
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    35. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    36. 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.
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    40. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021. "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers 14364, Institute of Labor Economics (IZA).
    41. 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.
    42. 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.
    43. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    44. 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.
    45. 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.
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    47. 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.
    48. Ying Deng & Qianqian Yue & Xin Zhao, 2024. "What Does Air Quality Information Disclosure Deliver and to Whom? Evidence from the Ambient Air Quality Standard (2012) Program in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(11), pages 2859-2887, November.
    49. 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).
    50. 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.
    51. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    52. 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.
    53. 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.
    54. 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.
    55. 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).
    56. Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
    57. 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.
    58. 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.
    59. 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).
    60. 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.
    61. 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.
    62. 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.
    63. Yanqin Fan & Ruixuan Liu, 2015. "Symmetrized Multivariate k -NN Estimators," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 828-848, December.
    64. 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.
    65. 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.
    66. Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2016. "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Reprints ISBA 2016007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    67. 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.
    68. 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.
    69. Wang, Qiao, 2023. "A simple nonparametric conditional quantile estimator for time series with thin tails," Economics Letters, Elsevier, vol. 232(C).
    70. 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.
    71. 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.
    72. 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.
    73. 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).
    74. 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.
    75. 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.
    76. 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.
    77. 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.
    78. 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).
    79. 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.
    80. 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).
    81. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
    82. 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.
    83. 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.
    84. 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).
    85. 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.
    86. 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).
    87. 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.
    88. Esfandiar Maasoumi & Jeffrey S. Racine, 2013. "Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions," Department of Economics Working Papers 2013-07, McMaster University.
    89. 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.
    90. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    91. Martins-Filho, Carlos & Yao, Feng, 2008. "A smooth nonparametric conditional quantile frontier estimator," Journal of Econometrics, Elsevier, vol. 143(2), pages 317-333, April.
    92. 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.
    93. 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.
    94. 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.
    95. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    96. 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).

  33. 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.

  34. 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. 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.
    5. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRJE F-Series CIRJE-F-835, CIRJE, Faculty of Economics, University of Tokyo.
    6. 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.
    7. 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).
    8. 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.
    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.

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

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    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. 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.
    4. Helmi Jedidi & Georges Dionne, 2024. "Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market," Risks, MDPI, vol. 12(12), pages 1-40, November.
    5. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    6. 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.
    7. 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.
    8. 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.
    9. Anne Musson, 2012. "The importance of the stakeholders’ involvement in building indicators. The case of environmental regulation in France," Working Papers hal-02947023, HAL.
    10. 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.
    11. James Berry & Greg Fischer & Raymond Guiteras, 2020. "Eliciting and Utilizing Willingness to Pay: Evidence from Field Trials in Northern Ghana," Journal of Political Economy, University of Chicago Press, vol. 128(4), pages 1436-1473.
    12. 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.
    13. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    14. 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.
    15. 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.
    16. Antonio Merlo & Áureo de Paula, 2013. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP51/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. 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.
    18. Connor, Gregory & Hagmann, Matthias & Linton, Oliver, 2007. "Efficient estimation of a semiparametric characteristic-based factor model of security returns," LSE Research Online Documents on Economics 24504, London School of Economics and Political Science, LSE Library.
    19. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    20. 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.
    21. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    22. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
    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. Benjamin David, 2014. "Contribution of ICT on Labor Market Polarization: an Evolutionary Approach," EconomiX Working Papers 2014-25, University of Paris Nanterre, EconomiX.
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    Cited by:

    1. Tommaso Proietti, 2020. "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper 492, Tor Vergata University, CEIS, revised 17 Jun 2020.
    2. 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.
    3. 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.
    4. 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.
    5. Liu, 2014. "Do futures prices exhibit maturity effect? A nonparametric revisit," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 813-825, March.
    6. Beare, Brendan K. & Seo, Juwon, 2012. "Time irreversible copula-based Markov Models," University of California at San Diego, Economics Working Paper Series qt31f8500p, Department of Economics, UC San Diego.
    7. Zacharias Psaradakis, 2008. "Assessing Time‐Reversibility Under Minimal Assumptions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 881-905, September.
    8. 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.
    9. 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.
    10. 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.
    11. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    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.

  37. 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.
  38. 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. Abhijit Sharma & Alastair Bailey & Iain Fraser, 2011. "Technology Adoption and Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(1), pages 73-92, February.
    4. 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.
    5. Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," LIDAM Reprints ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. 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.
    7. Johnson, Paul & Papageorgiou, Chris, 2018. "What Remains of Cross-Country Convergence?," MPRA Paper 89355, University Library of Munich, Germany.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    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. Cinzia Daraio & Léopold Simar, 2016. "Efficiency and benchmarking with directional distances: a data-driven approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(7), pages 928-944, July.
    16. 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.
    17. 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.
    18. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    19. 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.
    20. 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.
    21. 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).
    22. 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.
    23. 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).
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011. "Does Education Matter for Economic Growth?," Working Papers 2011-13, University of Miami, Department of Economics.
    29. 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.
    30. Wang, Shaoping & Li, Ang & Wen, Kuangyu & Wu, Ximing, 2020. "Robust kernels for kernel density estimation," Economics Letters, Elsevier, vol. 191(C).
    31. 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).
    32. Liu, Weiwei & Egan, Kevin J, 2019. "A Semiparametric Smooth Coefficient Estimator for Recreation Demand," MPRA Paper 95294, University Library of Munich, Germany.
    33. Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2016. "Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data," CEPA Working Papers Series WP062016, School of Economics, University of Queensland, Australia.
    34. 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.
    35. Liu, Weiwei, 2015. "Gasoline taxes or efficiency standards? A heterogeneous household demand analysis," Energy Policy, Elsevier, vol. 80(C), pages 54-64.
    36. 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.
    37. 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.
    38. 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.
    39. James Bugden & Robert Waschik & Iain Fraser & Jeffrey S. Racine, 2016. "Parametric and non-parametric analysis of tax changes," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 18(5), pages 533-549.
    40. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    41. 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.
    42. 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.
    43. 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.
    44. 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.
    45. 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).
    46. 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.
    47. 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.
    48. : 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.
    49. 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.
    50. Daniel J. Henderson & Andrew Houtenville & Le Wang, 2017. "The Distribution of Returns to Education for People with Disabilities," Journal of Labor Research, Springer, vol. 38(3), pages 261-282, September.
    51. 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.
    52. Gavoille, Nicolas & Verschelde, Marijn, 2017. "Electoral competition and political selection: An analysis of the activity of French deputies, 1958–2012," European Economic Review, Elsevier, vol. 92(C), pages 180-195.
    53. 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.
    54. 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.
    55. 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.
    56. 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.
    57. 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.
    58. 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.
    59. 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).
    60. Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017. "External imbalances and growth," Working Papers 2017/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    61. 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.
    62. Wang, Le, 2013. "Estimating returns to education when the IV sample is selective," Labour Economics, Elsevier, vol. 21(C), pages 74-85.
    63. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    64. 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.
    65. 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.
    66. Vidaurre, Diego & Bielza, Concha & Larrañaga, Pedro, 2013. "Sparse regularized local regression," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 122-135.
    67. 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.
    68. 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).
    69. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    70. 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).
    71. 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.
    72. 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.
    73. 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.
    74. 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.
    75. 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.
    76. 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.
    77. 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.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. 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.
    83. Miller, Steve, 2020. "Causal forest estimation of heterogeneous and time-varying environmental policy effects," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).
    84. 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.
    85. 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.
    86. 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.
    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. 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.
    90. 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.
    91. Camarero, Mariam & Peiró-Palomino, Jesús & Tamarit, Cecilio, 2019. "Growth in a time of external imbalances," Economic Modelling, Elsevier, vol. 79(C), pages 262-275.
    92. 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.
    93. 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.
    94. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    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. 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.
    97. 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.

  39. 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.
  40. 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.
  41. 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(01), 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. 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.
    3. 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).
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.

  42. 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. 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.
    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. 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.
    4. Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    5. Christine Choirat & Raffello Seri, 2009. "Econometrics with Python," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 698-704.

  43. 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. Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," LIDAM Reprints ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Duncan, Roberto, 2016. "Does the US current account show a symmetric behavior over the business cycle?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 202-219.
    4. Thisse, Jacques-François & Gaigtné, Carl & Koster, Hans & Moizeau, Fabien, 2017. "Who Lives Where in the City? Amenities, Commuting and Income Sorting," CEPR Discussion Papers 11958, C.E.P.R. Discussion Papers.
    5. 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.
    6. Zouhair Aït Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," Working Papers hal-04141608, HAL.
    7. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    8. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    9. Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016. "Migrants' Remittances, Governance and Heterogeneity," MPRA Paper 74753, University Library of Munich, Germany.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    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. 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.
    16. 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.
    17. 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.
    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. 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.
    20. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    21. 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.
    22. 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.
    23. 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.
    24. 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).
    25. James Bugden & Robert Waschik & Iain Fraser & Jeffrey S. Racine, 2016. "Parametric and non-parametric analysis of tax changes," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 18(5), pages 533-549.
    26. 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.
    27. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    28. 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.
    29. : 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.
    30. 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.
    31. Ansgar Belke & Clemens Domnick & Daniel Gros, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," Open Economies Review, Springer, vol. 28(5), pages 863-892, November.
    32. Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo, 2012. "New evidence on the role of cognitive skill in economic development," Economics Letters, Elsevier, vol. 117(1), pages 123-126.
    33. 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.
    34. 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.
    35. 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.
    36. 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).
    37. 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).
    38. 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.
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    40. 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.
    41. 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).
    42. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    43. 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.
    44. 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.
    45. 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.
    46. 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.
    47. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, vol. 40(C), pages 110-118.
    48. 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.
    49. 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.
    50. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1601, Policy Center for the New South.
    51. 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.
    52. 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.
    53. 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.
    54. 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).
    55. 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.
    56. 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.
    57. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    58. 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.
    59. Kristof Witte & Nicky Rogge, 2010. "To publish or not to publish? On the aggregation and drivers of research performance," Scientometrics, Springer;Akadémiai Kiadó, vol. 85(3), pages 657-680, December.
    60. 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.
    61. 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.
    62. 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.
    63. 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.
    64. Aureo de Paula & Xun Tang, 2020. "Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types," Papers 2012.00787, arXiv.org.
    65. 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.
    66. 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.
    67. 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.
    68. 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.
    69. 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.
    70. 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.
    71. 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.
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    74. 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).
    75. 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.
    76. 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.
    77. 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.
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    79. 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.
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    81. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    82. 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.
    83. 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.

  44. 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.
  45. 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. 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.
    3. Murphy, David M.A., 2023. "Sobriety, social capital, and village network structures," World Development, Elsevier, vol. 166(C).

  46. 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.

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    1. 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.
    2. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    3. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    4. 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.
    5. 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.
    6. Mastromarco, Camilla & Simar, Leopold, 2013. "Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis," LIDAM Discussion Papers ISBA 2013015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. 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.
    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. Daraio, Cinzia & Simar, Leopold, 2013. "Directional Distances and their Robust versions: Computational and Testing Issues," LIDAM Discussion Papers ISBA 2013038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    10. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    11. 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.
    12. 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.
    13. 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.
    14. Yoo, James & Ready, Richard C., 2014. "Preference heterogeneity for renewable energy technology," Energy Economics, Elsevier, vol. 42(C), pages 101-114.
    15. 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.
    16. 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.
    17. Luiza Badin & Cinzia Daraio & Léopold Simar, 2008. "Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach," LEM Papers Series 2008/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    18. Léopold Simar & Paul W. Wilson, 2015. "Statistical Approaches for Non-parametric Frontier Models: A Guided Tour," International Statistical Review, International Statistical Institute, vol. 83(1), pages 77-110, April.
    19. Tzeremes, Nickolaos G., 2014. "The effect of human capital on countries’ economic efficiency," Economics Letters, Elsevier, vol. 124(1), pages 127-131.
    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. 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.
    22. 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).
    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. 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).
    25. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. 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.
    31. 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.
    32. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
    33. Jianqing Fan, 2004. "A selective overview of nonparametric methods in financial econometrics," Papers math/0411034, arXiv.org.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. 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.
    39. 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).
    40. 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.
    41. 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".
    42. 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.
    43. 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.
    44. 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.
    45. Daniel J. Henderson & Daniel L. Millimet, 2008. "Is gravity linear?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 137-172.
    46. 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.
    47. Taylor, James W. & Jeon, Jooyoung, 2015. "Forecasting wind power quantiles using conditional kernel estimation," Renewable Energy, Elsevier, vol. 80(C), pages 370-379.
    48. Cinzia Daraio & Leopold Simar & Paul W. Wilson, 2015. "Testing the "separability" condition in two-stage nonparametric models of production," LEM Papers Series 2015/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    49. Wang, Xiao-Feng & Ye, Deping, 2015. "Conditional density estimation in measurement error problems," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 38-50.
    50. 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.
    51. 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.
    52. 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.
    53. Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011. "Does Education Matter for Economic Growth?," Working Papers 2011-13, University of Miami, Department of Economics.
    54. Zongyuan Shang & Alan Ker, 2021. "Two generalized nonparametric methods for estimating like densities," Computational Statistics, Springer, vol. 36(1), pages 113-126, March.
    55. 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.
    56. 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.
    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. 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.
    59. 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.
    60. 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.
    61. Toma, Pierluigi & Laurens, Patricia, 2024. "Regional development and intellectual capital: Unveiling the innovation-tradition dilemma," Socio-Economic Planning Sciences, Elsevier, vol. 96(C).
    62. 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.
    63. Olmo, José & Sanso-Navarro, Marcos, 2012. "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2351-2365.
    64. 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).
    65. 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.
    66. 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.
    67. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009. "Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation," TSE Working Papers 09-126, Toulouse School of Economics (TSE).
    68. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    69. 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.
    70. Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey, 2003. "Using State Administrative Data to Measure Program Performance," IZA Discussion Papers 786, Institute of Labor Economics (IZA).
    71. 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).
    72. 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.
    73. 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.
    74. Nickolaos G. Tzeremes, 2018. "Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-13, August.
    75. 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.
    76. 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).
    77. 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).
    78. 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.
    79. 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.
    80. 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.
    81. Halkos, George & Tzeremes, Nickolaos, 2011. "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper 30467, University Library of Munich, Germany.
    82. 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.
    83. 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.
    84. 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.
    85. 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.
    86. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
    87. Sonali Das & Jeffrey S. Racine, 2016. "Nonparametric Analysis of Complex Nonlinear Systems," Department of Economics Working Papers 2016-07, McMaster University.
    88. Halkos, George & Tzeremes, Nickolaos, 2011. "Measuring regional environmental efficiency: A directional distance function approach," MPRA Paper 32934, University Library of Munich, Germany.
    89. 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.
    90. Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
    91. 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.
    92. 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.
    93. 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.
    94. 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.
    95. 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.
    96. 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.
    97. 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).
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    146. W. Walls, 2009. "Screen wars, star wars, and sequels," Empirical Economics, Springer, vol. 37(2), pages 447-461, October.
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    148. 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.
    149. 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.
    150. 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.
    151. 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.
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    153. 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.
    154. 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.
    155. 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.
    156. 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.
    157. 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.
    158. 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.
    159. 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).
    160. 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.
    161. 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.
    162. 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.
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    167. 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.
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  47. 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.

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    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. 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.
    4. 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.
    5. 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.
    6. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  48. 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.

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    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. 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.
    4. 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.
    5. 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.
    6. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    7. 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.
    8. 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.
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    22. Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
    23. Antonio Fidalgo, 2018. "Testing for normality in truncated anthropometric samples," Working Papers 0142, European Historical Economics Society (EHES).
    24. 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.
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    27. 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.
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    30. 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.
    31. 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.
    32. 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.
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. 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.
    39. 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.
    40. 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.
    41. 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.
    42. 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).
    43. 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.
    44. Chen, Dongxu & Wu, Ke & Zhu, Yifeng, 2022. "Stock return asymmetry in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    45. 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.
    46. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
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    36. 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.
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    41. Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, University Library of Munich, Germany.
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    43. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
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  50. 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. Adamopoulou, Effrosyni, 2013. "New facts on infidelity," Economics Letters, Elsevier, vol. 121(3), pages 458-462.
    2. Ian Smith, 2012. "Reinterpreting the economics of extramarital affairs," Review of Economics of the Household, Springer, vol. 10(3), pages 319-343, September.
    3. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.
    4. 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.
    5. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  51. 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. 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.
    2. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
    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. 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.
    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. 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).
    7. 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).
    8. Anil Kumar, 2006. "Nonparametric conditional density estimation of labour force participation," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 835-841.
    9. 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.
    10. Man, Georg, 2014. "Political competition and economic growth: A nonlinear relationship?," European Journal of Political Economy, Elsevier, vol. 36(C), pages 287-302.
    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. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    13. Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël, 2021. "Omnibus test for covariate effects in conditional copula models," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    14. 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.
    15. 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.
    16. 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.
    17. Nagler, Thomas, 2018. "A generic approach to nonparametric function estimation with mixed data," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 326-330.
    18. 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).
    19. 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).
    20. 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.
    21. 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.
    22. 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.
    23. 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.
    24. Feng, Guohua & McLaren, Keith R. & Yang, Ou & Zhang, Xiaohui & Zhao, Xueyan, 2021. "The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries," Energy Economics, Elsevier, vol. 100(C).
    25. 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).
    26. 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).
    27. 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.
    28. 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.
    29. Bontemps, Christophe & Racine, Jeffrey S. & Simioni, Michel, 2009. "Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation," TSE Working Papers 09-126, Toulouse School of Economics (TSE).
    30. 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.
    31. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
    32. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    33. 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).
    34. Stefan Rass, 2017. "On Game-Theoretic Risk Management (Part Three) - Modeling and Applications," Papers 1711.00708, arXiv.org.
    35. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
    36. 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.
    37. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
    38. Dong, Yingying & Lewbel, Arthur, 2011. "Nonparametric identification of a binary random factor in cross section data," Journal of Econometrics, Elsevier, vol. 163(2), pages 163-171, August.
    39. 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.
    40. McCloud, Nadine & Parmeter, Christopher F., 2020. "Determining the Number of Effective Parameters in Kernel Density Estimation," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
    41. 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.
    42. 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).
    43. 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.
    44. 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.
    45. 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.
    46. 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.
    47. 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.
    48. 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).
    49. Takayuki Toda & Ayako Wakano & Takahiro Hoshino, 2019. "Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation," Papers 1905.04443, arXiv.org.
    50. 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.
    51. 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.
    52. 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.
    53. 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).
    54. 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.
    55. 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.
    56. 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.
    57. 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.
    58. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535.
    59. 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.
    60. 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.
    61. 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.
    62. 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).
    63. Shaw, Philip, 2014. "A nonparametric approach to solving a simple one-sector stochastic growth model," Economics Letters, Elsevier, vol. 125(3), pages 447-450.
    64. Stephanie Thomas, 2016. "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers 2016-14, McMaster University.
    65. 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.
    66. Zinde-Walsh, Victoria, 2008. "Kernel Estimation When Density May Not Exist," Econometric Theory, Cambridge University Press, vol. 24(3), pages 696-725, June.
    67. 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.
    68. 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).
    69. 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.
    70. 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.
    71. 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.
    72. 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.
    73. 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).
    74. 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.
    75. Kwabena Gyimah-Brempong & Jeffrey Racine, 2006. "Alcohol availability and crime: a robust approach," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1293-1307.
    76. 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.
    77. 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.
    78. 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.
    79. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    80. 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.
    81. 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.
    82. 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.

  52. 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. McMillan, David G., 2007. "Non-linear forecasting of stock returns: Does volume help?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 115-126.
    2. 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.
    3. 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.
    4. 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.
    5. D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE 2012-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. 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.
    7. Sylvia Gottschalk, 2016. "Entropy and credit risk in highly correlated markets," Papers 1604.07042, arXiv.org.
    8. Ceccobelli, M. & Gitto, S. & Mancuso, P., 2012. "ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries," Telecommunications Policy, Elsevier, vol. 36(4), pages 282-292.
    9. Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
    10. Witold Orzeszko, 2010. "Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 97-106.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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).
    18. 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).
    19. 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.
    20. 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).
    21. 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.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155, arXiv.org.
    27. 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.
    28. 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.
    29. 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.
    30. 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.
    31. 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.
    32. 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.
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. Casarin, Roberto & Costola, Michele, 2019. "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, vol. 176(C), pages 55-59.
    39. 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.
    40. 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.
    41. Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    42. Ardakani, Omid M., 2023. "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, vol. 57(C).
    43. 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.
    44. 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.
    45. 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.
    46. 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.
    47. 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.
    48. 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.
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    50. 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.
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    52. 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.
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    56. 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.
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    58. 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.
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    63. 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.
    64. 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.
    65. 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.
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    67. 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.
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    70. 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).
    71. 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.
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    73. Claudiu Vinte & Ion Smeureanu & Titus-Felix Furtuna & Marcel Ausloos, 2022. "An Intrinsic Entropy Model for Exchange-Traded Securities," Papers 2205.01386, arXiv.org.
    74. Jing Chen, 2005. "Information Theory and Market Behavior," Finance 0503009, University Library of Munich, Germany.
    75. 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.
    76. 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.
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    79. Alvaro Montenegro, 2012. "Information as an explanatory variable," Applied Financial Economics, Taylor & Francis Journals, vol. 22(5), pages 351-356, March.
    80. 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.
    81. 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.
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    83. 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.
    84. 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).
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    86. 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.
    87. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    88. 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.
    89. 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).
    90. 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.
    91. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
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    93. Paulo Jorge Silveira 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).

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

    Cited by:

    1. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    2. 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.
    3. 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.
    4. Michael Creel, 2005. "User-Friendly Parallel Computations with Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 107-128, October.
    5. 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.
    6. Nakano, Junji, 2004. "Parallel computing techniques," Papers 2004,27, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    7. 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.

  54. 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.
  55. 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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Zhang, Li & Wang, Lu & Nguyen, Thong Trung & Ren, Ruiyi, 2024. "Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model," Finance Research Letters, Elsevier, vol. 70(C).
    12. Liu, Li & Pan, Zhiyuan, 2020. "Forecasting stock market volatility: The role of technical variables," Economic Modelling, Elsevier, vol. 84(C), pages 55-65.
    13. 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.
    14. 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.
    15. Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
    16. 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.
    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.
    18. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    19. 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.

  56. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    7. 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.
    8. 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).
    9. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
    10. 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.
    11. 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.
    12. 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.
    13. Mariana Oliveira & Luís Torgo & Vítor Santos Costa, 2021. "Evaluation Procedures for Forecasting with Spatiotemporal Data," Mathematics, MDPI, vol. 9(6), pages 1-27, March.
    14. Xiaolu Wei & Hongbing Ouyang, 2023. "Forecasting Carbon Price Using Double Shrinkage Methods," IJERPH, MDPI, vol. 20(2), pages 1-20, January.
    15. 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.
    16. 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.
    17. 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.
    18. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2023. "On the Disagreement of Forecasting Model Selection Criteria," Forecasting, MDPI, vol. 5(2), pages 1-12, June.
    19. 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.
    20. Deng, Ai, 2023. "Time series cross validation: A theoretical result and finite sample performance," Economics Letters, Elsevier, vol. 233(C).
    21. 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.
    22. Momin M. Malik, 2020. "A Hierarchy of Limitations in Machine Learning," Papers 2002.05193, arXiv.org, revised Feb 2020.
    23. 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.
    24. 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.
    25. Kutateladze, Varlam, 2022. "The kernel trick for nonlinear factor modeling," International Journal of Forecasting, Elsevier, vol. 38(1), pages 165-177.
    26. 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.
    27. Varlam Kutateladze, 2021. "The Kernel Trick for Nonlinear Factor Modeling," Papers 2103.01266, arXiv.org.
    28. Johann Pfitzinger, 2021. "An Interpretable Neural Network for Parameter Inference," Papers 2106.05536, arXiv.org.
    29. 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.
    30. 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.
    31. 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.
    32. 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.
    33. 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.).
    34. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
    35. 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.
    36. 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).
    37. 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.
    38. Liu, Yang & Swanson, Norman R., 2024. "An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1391-1409.
    39. 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.
    40. 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.
    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. Patrick Carmack & Jeffrey Spence & William Schucany, 2012. "Generalised correlated cross-validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 269-282.
    49. Kulaksizoglu, Tamer, 2015. "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper 62653, University Library of Munich, Germany.

  57. 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. Giovanni Baiocchi, 2003. "Managing econometric projects using Perl," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 371-378.
    2. 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.
    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.

  58. 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. 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.
    3. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
    4. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    5. 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.
    6. 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).
    7. 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.
    8. Hong Li & Yang Lu, 2016. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," Post-Print halshs-02418954, HAL.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. Hansen, Bruce E. & Racine, Jeffrey S., 2012. "Jackknife model averaging," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46.
    16. 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.
    17. 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.

  59. 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. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    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. 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. 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.
    5. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    6. Daraio, Cinzia & Simar, Leopold, 2013. "Directional Distances and their Robust versions: Computational and Testing Issues," LIDAM Discussion Papers ISBA 2013038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. 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.
    8. Zouhair Aït Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," Working Papers hal-04141608, HAL.
    9. Jeffrey Racine, 2008. "Nonparametric econometrics: a primer (in Russian)," Quantile, Quantile, issue 4, pages 7-56, March.
    10. 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.
    11. 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.
    12. 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.
    13. Leopold Simar & Ingrid Van Keilegom & Valentin Zelenyuk, 2014. "Nonparametric Least Squares Methods for Stochastic Frontier Models," CEPA Working Papers Series WP032014, School of Economics, University of Queensland, Australia.
    14. 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.
    15. 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.
    16. C. W. Granger & Esfandiar Maasoumi, 2000. "A Dependence Metric for Nonlinear Time Series," Econometric Society World Congress 2000 Contributed Papers 0421, Econometric Society.
    17. 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.
    18. 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.
    19. 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.
    20. 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).
    21. Fall, François & Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold, 2021. "Gender effect on microfinance social efficiency: A robust nonparametric approach," LIDAM Reprints ISBA 2021012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    22. 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.
    23. 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.
    24. 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.
    25. Chuku, Chuku & Onye, Kenneth & Ajah, Hycent, 2015. "Structural and institutional determinants of investment activity in Africa," MPRA Paper 68163, University Library of Munich, Germany.
    26. 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.
    27. 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).
    28. 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.
    29. 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.
    30. 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.
    31. Halkos, George & Tzeremes, Nickolaos, 2011. "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper 32546, University Library of Munich, Germany.
    32. Kwabena Gyimah-Brempong & Jeffrey S. Racine, 2014. "Aid and Economic Growth: A Robust Approach," Department of Economics Working Papers 2014-03, McMaster University.
    33. Martin Huber & Eva-Maria Oe{ss}, 2024. "A joint test of unconfoundedness and common trends," Papers 2404.16961, arXiv.org, revised Jun 2024.
    34. 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).
    35. 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.
    36. Ansgar Belke & Clemens Domnick & Daniel Gros, 2017. "Business Cycle Synchronization in the EMU: Core vs. Periphery," Open Economies Review, Springer, vol. 28(5), pages 863-892, November.
    37. Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo, 2012. "New evidence on the role of cognitive skill in economic development," Economics Letters, Elsevier, vol. 117(1), pages 123-126.
    38. 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.
    39. 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.
    40. 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).
    41. Liu, Yakun & Chen, Yan, 2024. "Skewness risk and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    42. 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.
    43. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    44. 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.
    45. 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.
    46. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper 35491, University Library of Munich, Germany.
    47. 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.
    48. 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.
    49. 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.
    50. 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.
    51. 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.
    52. Halkos, George E. & Tzeremes, Nickolaos G., 2013. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, vol. 40(C), pages 110-118.
    53. 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.
    54. 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.
    55. Zouhair Aït Benhamou, 2016. "Fluctuations in Emerging Economies: Regional and Global Factors," Research papers & Policy papers on Economic Trends and Policies 1601, Policy Center for the New South.
    56. 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.
    57. 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.
    58. 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.
    59. Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
    60. 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.
    61. 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).
    62. 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.
    63. 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.
    64. 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.
    65. 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.
    66. 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.
    67. 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.
    68. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    69. 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.
    70. 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.
    71. 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.
    72. 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.
    73. 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).
    74. Pecoraro, Brandon, 2014. "Inequality in democracies: Testing the classic democratic theory of redistribution," Economics Letters, Elsevier, vol. 123(3), pages 398-401.
    75. 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.
    76. Aureo de Paula & Xun Tang, 2020. "Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types," Papers 2012.00787, arXiv.org.
    77. 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.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. Zouhair Ait Benhamou, 2016. "Fluctuations in emerging economies: regional and global factors," EconomiX Working Papers 2016-3, University of Paris Nanterre, EconomiX.
    83. 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).
    84. 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).
    85. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
    86. 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.
    87. 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.
    88. 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.
    89. 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.
    90. 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.
    91. 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.
    92. 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.
    93. 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.
    94. 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).
    95. 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.
    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.

  60. 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. 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.
    3. NAKABAYASHI Jun & HIROSE Yohsuke, 2016. "Structural Estimation of the Scoring Auction Model," Discussion papers 16008, Research Institute of Economy, Trade and Industry (RIETI).
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    9. 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.
    10. Darolles, Serge & Florens, Jean-Pierre & Simon, Guillaume, 2010. "Nonparametric Analysis of Hedge Funds Lifetimes," TSE Working Papers 10-174, Toulouse School of Economics (TSE).
    11. 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.
    12. Eduardo Fé & Bruce Hollingsworth, 2016. "Short- and long-run estimates of the local effects of retirement on health," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1051-1067, October.
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    46. 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.
    47. Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
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    49. Lapenta, Elia & Lavergne, Pascal, 2022. "Encompassing Tests for Nonparametric Regressions," TSE Working Papers 22-1332, Toulouse School of Economics (TSE).
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    51. 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.
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    55. Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014. "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive 2014_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
    56. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017. "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers 60/17, Institute for Fiscal Studies.
    57. 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.
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    62. 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.
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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. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    2. 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.
    3. 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.
    4. Abdelaati Daouia & Jean-Pierre Florens & Léopold Simar, 2020. "Robust frontier estimation from noisy data: a Tikhonov regularization approach," Post-Print hal-02573853, HAL.
    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. Deniz Ozabaci & Daniel Henderson, 2015. "Additive kernel estimates of returns to schooling," Empirical Economics, Springer, vol. 48(1), pages 227-251, February.
    7. 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.
    8. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "Calorie intake and income in China: New evidence using semiparametric modelling with generalized additive models," TSE Working Papers 17-826, Toulouse School of Economics (TSE).
    9. 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.
    10. 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.
    11. 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.
    12. Xavier D'Haultfoeuille & Arnaud Maurel & Yichong Zhang, 2014. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap," NBER Working Papers 20257, National Bureau of Economic Research, Inc.
    13. Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
    14. 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.
    15. 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.
    16. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
    17. 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.
    18. 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.
    19. 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.
    20. Stefan Faridani, 2024. "Testing for Underpowered Literatures," Papers 2406.13122, arXiv.org.
    21. 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.
    22. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
    23. 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.
    24. 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.
    25. 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.
    26. Nir Billfeld & Moshe Kim, 2019. "Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision," Papers 1902.06286, arXiv.org.
    27. 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.
    28. 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.
    29. 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).

  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. 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.
    2. 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.
    3. 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.
    4. Xin Geng & Carlos Martins-Filho & Feng Yao, 2018. "Estimation of a Partially Linear Regression in Triangular Systems," Working Papers 18-05, Department of Economics, West Virginia University.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
    11. Juan Carlos Escanciano & Pei Pei, 2012. "Pitfalls in Backtesting Historical Simulation VaR Models," CAEPR Working Papers 2012-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. George E. Halkos & Nickolaos G. Tzeremes, 2012. "The culture of corruption: A nonparametric analysis," Economics Bulletin, AccessEcon, vol. 32(1), pages 315-324.
    17. 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).
    18. NAKABAYASHI Jun & HIROSE Yohsuke, 2016. "Structural Estimation of the Scoring Auction Model," Discussion papers 16008, Research Institute of Economy, Trade and Industry (RIETI).
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. Abhijit Sharma & Alastair Bailey & Iain Fraser, 2011. "Technology Adoption and Pest Control Strategies Among UK Cereal Farmers: Evidence from Parametric and Nonparametric Count Data Models," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(1), pages 73-92, February.
    28. Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2015. "Categorical data in local maximum likelihood: theory and applications to productivity analysis," LIDAM Reprints ISBA 2015018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    29. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
    30. Halkos, George & Tzeremes, Nickolaos, 2012. "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper 39553, University Library of Munich, Germany.
    31. Daraio, Cinzia & Simar, Leopold, 2013. "Directional Distances and their Robust versions: Computational and Testing Issues," LIDAM Discussion Papers ISBA 2013038, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    32. Richard Ashley, 2012. "On the Origins of Conditional Heteroscedasticity in Time Series," Korean Economic Review, Korean Economic Association, vol. 28, pages 5-25.
    33. 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.
    34. Duncan, Roberto, 2016. "Does the US current account show a symmetric behavior over the business cycle?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 202-219.
    35. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
    36. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    37. 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.
    38. 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.
    39. 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.
    40. 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.
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