Semiparametric Econometrics: A Survey

Citations

Cited by:

1. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
2. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
3. Haidar, Jamal Ibrahim, 2012. "Trade and productivity: Self-selection or learning-by-exporting in India," Economic Modelling, Elsevier, vol. 29(5), pages 1766-1773.
   • Jamal Ibrahim Haidar, 2012. "Trade and productivity: self-selection or learning-by-exporting in India," Post-Print halshs-00717624, HAL.
   • Jamal Ibrahim Haidar, 2012. "Trade and productivity: self-selection or learning-by-exporting in India," Documents de travail du Centre d'Economie de la Sorbonne 12046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
   • Jamal Ibrahim Haidar, 2012. "Trade and Productivity: Self-Selection or Learning-by-Exporting in India," Working Paper 309961, Harvard University OpenScholar.
   • Jamal Ibrahim Haidar, 2012. "Trade and productivity: self-selection or learning-by-exporting in India," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717624, HAL.
4. repec:adr:anecst:y:1991:i:24:p:01 is not listed on IDEAS
5. Alvaredo, Facundo & Atkinson, Anthony B. & Morelli, Salvatore, 2018. "Top wealth shares in the UK over more than a century," Journal of Public Economics, Elsevier, vol. 162(C), pages 26-47.
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2016. "Top wealth shares in the UK over more than a century," Working Papers 201702, World Inequality Lab.
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2018. "Top wealth shares in the UK over more than a century," Post-Print halshs-01883593, HAL.
   • Facundo Alvaredo & Anthony B. Atkinson & Salvatore Morelli, 2017. "Top Wealth Shares in the UK over more than a Century," CSEF Working Papers 464, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2017. "Top Wealth Shares in the UK over more than a Century," Working Papers halshs-02658784, HAL.
   • Alvaredo, Facundo & Atkinson, Anthony B & Morelli, Salvatore, 2017. "Top wealth shares in the UK over more than a century," CEPR Discussion Papers 11759, C.E.P.R. Discussion Papers.
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2017. "Top Wealth Shares in the UK over more than a Century," PSE Working Papers halshs-02658784, HAL.
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2018. "Top wealth shares in the UK over more than a century," PSE-Ecole d'économie de Paris (Postprint) halshs-01883593, HAL.
   • Atkinson, Tony & Morelli, Salvatore & Alvaredo, Facundo, 2016. "Top wealth shares in the UK over more than a century," INET Oxford Working Papers 2017-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
   • Facundo Alvaredo & Salvatore Morelli & Anthony B. Atkinson, 2017. "Top wealth shares in the UK over more than a century," Working Papers 2017:01, Department of Economics, University of Venice "Ca' Foscari".
   • Facundo Alvaredo & Anthony Atkinson & Salvatore Morelli, 2017. "Top Wealth Shares in the UK over more than a Century," World Inequality Lab Working Papers halshs-02658784, HAL.
6. Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012. "Bootstrap confidence bands and partial linear quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 244-262.
7. Karim Abadir, 1999. "An introduction to hypergeometric functions for economists," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 287-330.
   • Abadir, Karim, 1995. "An Introduction to Hypergeometric Functions for Economists," Discussion Papers 9510, University of Exeter, Department of Economics.
8. W. K. Li & Shiqing Ling & Michael McAleer, 2001. "A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors," ISER Discussion Paper 0545, Institute of Social and Economic Research, Osaka University.
9. Drost, F.C. & Klaassen, C.A.J. & Werker, B.J.M., 1994. "Adaptive estimation in time-series models," Discussion Paper 1994-88, Tilburg University, Center for Economic Research.
   • Drost, F.C. & Klaassen, C.A.J. & Werker, B.J.M., 1997. "Adaptive estimation in time-series models," Other publications TiSEM aa253902-af93-4e1e-b974-2, Tilburg University, School of Economics and Management.
   • Drost, F.C. & Klaasens, C.A.J. & Werker, B.J.M., 1994. "Adaptive Estimation in Time Series Models," Papers 9488, Tilburg - Center for Economic Research.
10. Robinson, Peter M., 2002. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 2263, London School of Economics and Political Science, LSE Library.
11. Ishtiaq P. Mahmood & Will Mitchell, 2004. "Two Faces: Effects of Business Groups on Innovation in Emerging Economies," Management Science, INFORMS, vol. 50(10), pages 1348-1365, October.
12. Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
    • Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
13. Drost, Feike C. & Klaassen, Chris A. J., 1997. "Efficient estimation in semiparametric GARCH models," Journal of Econometrics, Elsevier, vol. 81(1), pages 193-221, November.
    • Drost, F.C. & Klaassen, C.A.J., 1996. "Efficient Estimation in Semiparametric GARCH Models," Discussion Paper 1996-38, Tilburg University, Center for Economic Research.
    • Drost, F.C. & Klaassen, C.A.J., 1997. "Efficient estimation in semiparametric GARCH models," Other publications TiSEM c7de3f1c-c456-433e-a1c6-2, Tilburg University, School of Economics and Management.
14. Peeters, H.M.M., 1989. "Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score [The use of a parametric and a semi-paramet," MPRA Paper 28104, University Library of Munich, Germany.
15. Qi Chen & Itay Goldstein & Zeqiong Huang & Rahul Vashishtha, 2024. "Liquidity Transformation and Fragility in the U.S. Banking Sector," Journal of Finance, American Finance Association, vol. 79(6), pages 3985-4036, December.
16. Gouriéroux, Christian & Monfort, Alain & Tenreiro, Carlos, 1994. "Kernel m-estimators : non parametric diagnostics for structural models," CEPREMAP Working Papers (Couverture Orange) 9405, CEPREMAP.
17. Harvey, Campbell R., 2001. "The specification of conditional expectations," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 573-637, December.
18. Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song, 2010. "Partial linear quantile regression and bootstrap confidence bands," SFB 649 Discussion Papers 2010-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
19. Carlos Casacuberta & N鳴or Gandelman, 2012. "Multiple job holding: the artist's labour supply approach," Applied Economics, Taylor & Francis Journals, vol. 44(3), pages 323-337, January.
    • Carlos Casacuberta & Néstor Gandelman, 2006. "Multiple job holding: the artist’s labor supply approach," Documentos de Trabajo (working papers) 1906, Department of Economics - dECON.
20. Huang, Roger D. & Lin, Charles S. Y., 1996. "An analysis of nonlinearities in term premiums and forward rates," Journal of Empirical Finance, Elsevier, vol. 3(4), pages 347-368, December.
21. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
22. Drost, F.C. & Klaassen, C.A.J., 1996. "Efficient Estimation in Semiparametric GARCH Models," Other publications TiSEM 3da5ac9e-1f93-41b2-aaa0-5, Tilburg University, School of Economics and Management.
23. Peter M Robinson, 2002. "Denis Sargan: Some Perspectives," STICERD - Econometrics Paper Series 437, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
24. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
25. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
    • Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Division of Economics, School of Business, University of Leicester.
    • Koop, Gary M & Tobias, Justin, 2006. "Semiparametric Bayesian Inference in Smooth Coefficient Models," Staff General Research Papers Archive 12202, Iowa State University, Department of Economics.
26. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
27. Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University.
28. Ishtiaq Mahmood & Chi-Nien Chung & Will Mitchell, 2013. "The Evolving Impact of Combinatorial Opportunities and Exhaustion on Innovation by Business Groups as Market Development Increases: The Case of Taiwan," Management Science, INFORMS, vol. 59(5), pages 1142-1161, May.
29. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University.
30. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
31. repec:hum:wpaper:sfb649dp2010-002 is not listed on IDEAS
32. Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
33. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.