create a website

.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 103

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. What causes structural change?. (2025). Warr, Peter ; Yusuf, Arief Anshory.
    In: Departmental Working Papers.
    RePEc:pas:papers:2025-02.

    Full description at Econpapers || Download paper

  2. Growth without development: institutional barriers to convergence in EU candidate states. (2025). Iljak, Denita ; Nielsen, Kristian L.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2025:v:16(1):p:13-36.

    Full description at Econpapers || Download paper

  3. Institutional quality and human capital development in Africa. (2022). Ouedraogo, Idrissa ; Jiya, Alex ; Tabi, Henri Ngoa ; Ondoa, Henri Atangana.
    In: Economic Systems.
    RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000856.

    Full description at Econpapers || Download paper

  4. Effects of trade and financial integration on structural transformation in Africa: New evidence from a sample splitting approach. (2020). Ibrahim, Muazu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120304362.

    Full description at Econpapers || Download paper

  5. Technical and economic analysis of Domestic High Consumption Tariff niche market for photovoltaic systems in the Mexican household sector. (2015). Rios, Mario ; Islas, Jorge ; Grande, Genice .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:48:y:2015:i:c:p:738-748.

    Full description at Econpapers || Download paper

  6. Modelling how much extra motorists pay on the road? A cross-sectional study of profit margins of unleaded petrol in Australia. (2014). Valadkhani, Abbas ; Babacan, Alperhan.
    In: Energy Policy.
    RePEc:eee:enepol:v:69:y:2014:i:c:p:179-188.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ai, C., & Chen, X. (2003). Efficient estimation of models with conditional moment restrictions conditioning unknown functions. Econometrica, 71, 1795–1843.

  2. Aitchison, J., & Aitken, C. G. G. (1976). Multivariate binary discrimination by the kernel method. Biometrika, 63, 413–420.
    Paper not yet in RePEc: Add citation now
  3. Bachmeier, L., Leelahanon, S., & Li, Q. (2006). Money growth and inflation in the United States. Macroeconomic Dynamics, 11, 113–127.
    Paper not yet in RePEc: Add citation now
  4. Blundell, R., & Powell, J. (2003). Endogeneity in nonparametric and semiparametric regression models. In: M. Dewatripont, L. P. Hansen & S. J. Turnovsky (Eds), Advances in economics and econometrics: Theory and applications, eighth world congress (Vol. II). Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  5. Cai, Z. (2002a). Two-step likelihood estimation procedure for varying-coefficient models. Journal of Multivariate Analysis, 81, 189–209.

  6. Cai, Z. (2002b). Regression quantile for time series. Econometric Theory, 18, 169–192.

  7. Cai, Z. (2002c). A two-stage approach to additive time series models. Statistica Neerlandica, 56, 415–433.

  8. Cai, Z., & Fan, J. (2000). Average regression surface for dependent data. Journal of Multivariate Analysis, 75, 112–142.

  9. Cai, Z., & Hong, Y. (2009). Some recent developments in nonparametric finance. In: Q. Li & J. Racine (Eds), Advances in Econometrics (pp. 379–432). Bingley, UK: Emerald.
    Paper not yet in RePEc: Add citation now
  10. Cai, Z., & Masry, E. (2000). Nonparametric estimation in nonlinear ARX time series models: Projection and linear fitting. Econometric Theory, 16, 465–501.
    Paper not yet in RePEc: Add citation now
  11. Cai, Z., & Ould-Said, E. (2003). Local M-estimator for nonparametric time series. Statistics and Probability Letters, 65, 433–449.

  12. Cai, Z., & Tiwari, R. C. (2000). Application of a local linear autoregressive model to BOD time series. Environmetrics, 11, 341–350.
    Paper not yet in RePEc: Add citation now
  13. Cai, Z., & Wang, X. (2008). Nonparametric methods for estimating conditional value-at-risk and expected shortfall. Journal of Econometrics, 147, 120–130.
    Paper not yet in RePEc: Add citation now
  14. Cai, Z., & Wang, Y. (2009). Instability of predictability of assets returns. Working Paper no. 2009–11. Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, NC.
    Paper not yet in RePEc: Add citation now
  15. Cai, Z., & Xu, X. (2008). Nonparametric quantile estimations for dynamic smooth coefficient models. Journal of the American Statistical Association, 103, 1595–1608.

  16. Cai, Z., Das, M., Xiong, H., & Wu, X. (2006). Functional coefficient instrumental variables models. Journal of Econometrics, 133, 207–241.

  17. Cai, Z., Fan, J., & Li, R. (2000). Efficient estimation and inferences for varying-coefficient models. Journal of the American Statistical Association, 95, 888–902.
    Paper not yet in RePEc: Add citation now
  18. Cai, Z., Fan, J., & Yao, Q. (2000). Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95, 941–956.

  19. Cai, Z., Li, Q., & Park, J. (2009). Functional-coefficient models for nonstationary time series data. Journal of Econometrics, 148, 101–113.

  20. Caner, M., & Hansen, B. E. (2004). Instrumental variable estimation of a threshold model. Econometric Theory, 20, 813–843.

  21. Card, D. (2001). Estimating the return to schooling: Progress on some persistent econometric problems. Econometrica, 69, 1127–1160.

  22. Chaudhuri, P. (1991). Nonparametric estimates of regression quantiles and their local Bahadur representation. The Annals of Statistics, 19, 760–777.
    Paper not yet in RePEc: Add citation now
  23. Chaudhuri, P., Doksum, K., & Samarov, A. (1997). On average derivative quantile regression. The Annals of Statistics, 25, 715–744.
    Paper not yet in RePEc: Add citation now
  24. Cole, T. J. (1994). Growth charts for both cross-sectional and longitudinal data. Statistics in Medicine, 13, 2477–2492.
    Paper not yet in RePEc: Add citation now
  25. Daroles, S., Florens, J. -P., & Renault, E. (2002). Nonparametric instrumental regression.

  26. Das, M. (2005). Instrumental variables estimators for nonparametric models with discrete endogenous regressors. Journal of Econometrics, 124, 335–361.

  27. Das, M., Newey, W., & Vella, F. (2003). Nonparametric estimation of sample selection models. The Review of Economic Studies, 70, 33–58.

  28. De Gooijer, J., & Zerom, D. (2003). On additive conditional quantiles with high dimensional covariates. Journal of the American Statistical Association, 98, 135–146.

  29. Engle, R. F., & Manganelli, S. (2004). CAViaR: Conditional autoregressive value at risk by regression quantile. Journal of Business and Economics Statistics, 22, 367–381.

  30. Fan, J., & Gijbels, I. (1996). Local polynomial modeling and its applications. London: Chapman and Hall.
    Paper not yet in RePEc: Add citation now
  31. Fan, J., & Huang, T. (2005). Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Bernoulli, 11, 1031–1057.
    Paper not yet in RePEc: Add citation now
  32. Fan, J., Hu, T.-C., & Troung, Y. K. (1994). Robust nonparametric function estimation. Scandinavian Journal of Statistics, 21, 433–446.
    Paper not yet in RePEc: Add citation now
  33. Fan, Y., & Li, Q. (1996). Consistent model specification tests: Omitted variables and semiparametric functional forms. Econometrica, 64, 865–890.

  34. Gao, J., King, M., Lu, Z., & Tjøstheim, D. (2008). Nonparametric specification testing for nonlinear time series with nonstationarity. Working Paper. Department of Economics, University of Adelaide, SA, Australia.
    Paper not yet in RePEc: Add citation now
  35. Gu, J., & Hernandez-Verme, P. (2009). An empirical evaluation of the presence of credit rationing in the U.S. credit markets. Working Paper. Department of Economics, Texas A&M University, College Station, TX.
    Paper not yet in RePEc: Add citation now
  36. Gu, J., Li, D., & Liu, D. (2007). A bootstrap nonparametric significance test. Journal of Nonparametric Statistics, 19, 215–230.
    Paper not yet in RePEc: Add citation now
  37. Hall, P., & Horowitz, J. L. (2005). Nonparametric methods for inference in the presence of instrumental variables. The Annals of Statistics, 33, 2904–2929.
    Paper not yet in RePEc: Add citation now
  38. Hall, P., Li, Q., & Racine, J. (2007). Nonparametric estimation of regression functions in the presence of irrelevant regressors. Review of Economic and Statistics, 89, 784–789. ZONGWU CAI ET AL.

  39. Hall, P., Racine, J., & Li, Q. (2004). Cross-validation and the estimation of conditional probability densities. Journal of the American Statistical Association, 99, 1015–1026.

  40. He, X., & Ng, P. (1999). Quantile splines with several covariates. Journal of Statistical Planning and Inference, 75, 343–352.
    Paper not yet in RePEc: Add citation now
  41. He, X., & Portnoy, S. (2000). Some asymptotic results on bivariate quantile splines. Journal of Statistical Planning and Inference, 91, 341–349.
    Paper not yet in RePEc: Add citation now
  42. He, X., & Shi, P. (1994). Convergence rate of B-spline estimators of nonparametric conditional quantile functions. Journal of Nonparametric Statistics, 3, 299–308.
    Paper not yet in RePEc: Add citation now
  43. He, X., Ng, P., & Portnoy, S. (1998). Bivariate quantile smoothing splines. Journal of the Royal Statistical Society, Series B, 60, 537–550.

  44. Honda, T. (2000). Nonparametric estimation of a conditional quantile for a-mixing processes. Annals of the Institute of Statistical Mathematics, 52, 459–470.

  45. Honda, T. (2004). Quantile regression in varying coefficient models. Journal of Statistical Planning and Inferences, 121, 113–125.
    Paper not yet in RePEc: Add citation now
  46. Honore, B., & Tamer, E. (2006). Bounds on parameters in panel dynamic discrete choice models. Econometrica, 74, 611–630.

  47. Horowitz, J. L. (2007). Asymptotic normality of a nonparametric instrument variables estimator. International Economic Review, 48, 1329–1349.

  48. Horowitz, J. L., & Lee, S. (2005). Nonparametric estimation of an additive quantile regression model. Journal of the American Statistical Association, 100, 1238–1249.

  49. Hsiao, C., Li, Q., & Racine, J. (2007). Consistent model specification tests with mixed discrete and continuous variables. Journal of Econometrics, 140, 802–826.
    Paper not yet in RePEc: Add citation now
  50. Hurvich, C. M., Simonoff, J. S., & Tsai, C.-L. (1998). Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion. Journal of the Royal Statistical Society, Series B, 60, 271–293.

  51. Imbens, G., & Manski, C. (2004). Confidence intervals for partially identified parameters.
    Paper not yet in RePEc: Add citation now
  52. Juhl, T. (2005). Functional coefficient models under unit root behavior. Econometrics Journal, 8, 197–213.

  53. Karlsen, H. A., Myklebust, T., & Tjo stheim, D. (2007). Nonparametric estimation in a nonlinear cointegration type model. The Annals of Statistics, 35, 252–299.
    Paper not yet in RePEc: Add citation now
  54. Khindanova, I. N., & Rachev, S. T. (2000). Value at risk: Recent advances. In: Handbook on analytic-computational methods in applied mathematics (pp. 801–858). Boca Raton, FL: CRC Press LLC.
    Paper not yet in RePEc: Add citation now
  55. Kim, M.-O. (2007). Quantile regression with varying coefficients. The Annals of Statistics, 35, 92–108.
    Paper not yet in RePEc: Add citation now
  56. Koenker, R. (2004). Quantreg: An R package for quantile regression and related methods, from http://cran.r-project.org.
    Paper not yet in RePEc: Add citation now
  57. Koenker, R. (2005). Quantile regression. Econometric society monograph series. New York, NY: Cambridge University Press.

  58. Koenker, R., & Bassett, G. W. (1978). Regression quantiles. Econometrica, 46, 33–50.

  59. Koenker, R., & Bassett, G. W. (1982). Robust tests for heteroscedasticity based on regression quantiles. Econometrica, 50, 43–61.

  60. Koenker, R., Ng, P., & Portnoy, S. (1994). Quantile smoothing splines. Biometrika, 81, 673–680.
    Paper not yet in RePEc: Add citation now
  61. Koenker, R., Portnoy, S., & Ng, P. (1992). Nonparametric estimation of conditional quantile functions. In: Y. Dodge (Ed.), L1-statistical analysis and related methods (pp. 217–229). Amsterdam: Elsevier.
    Paper not yet in RePEc: Add citation now
  62. Li, Q., & Racine, J. (2007). Nonparametric econometrics: Theory and practice. Princeton, NJ: Princeton University.
    Paper not yet in RePEc: Add citation now
  63. Li, Q., & Racine, J. (2009). Smooth varying-coefficient estimation and inference for qualitative and quantitative data. Accepted by Econometric Theory.
    Paper not yet in RePEc: Add citation now
  64. Li, Q., Hsiao, C., & Zinn, J. (2003). Consistent model specification tests for semiparametric/ nonparametric models based on series estimation methods. Journal of Econometrics, 112, 295–325.
    Paper not yet in RePEc: Add citation now
  65. Li, Q., Huang, C., Li, D., & Fu, T. (2002). Semiparametric smooth coefficient models. Journal of Business and Economic Statistics, 20, 412–422.

  66. Liang, Z., & Li, Q. (2009). Functional coefficient regression model with time trend. Working Paper. Department of Economics, Texas A&M University, College Station, TX.

  67. Manski, C. (2003). Partial identification of probability distributions. New York: Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  68. Masry, E., & Tjøstheim, D. (1997). Additive nonlinear ARX time series and projection estimates. Econometric Theory, 13, 214–252.

  69. Newey, W. K., & Powell, J. L. (1988). Instrumental variables estimation for nonparametric models. Working Paper. Department of Economics, Princeton University, Princeton, NJ.
    Paper not yet in RePEc: Add citation now
  70. Newey, W. K., & Powell, J. L. (2003). Nonparametric instrumental variables estimation.
    Paper not yet in RePEc: Add citation now
  71. Newey, W. K., Powell, J. L., & Vella, F. (1999). Nonparametric estimation of triangular simultaneous equations models. Econometrica, 67, 565–603.

  72. Ouyang, D., Li, Q., & Racine, J. (2009). Nonparametric estimation of regression functions with discrete regressors. Econometric Theory, 25, 1–42.

  73. Pakes, A., & Olley, S. (1995). A limit theorem for a smooth class of semiparametric estimators. Journal of Econometrics, 65, 295–332.

  74. Park, J. Y., & Hahn, S. B. (1999). Cointegrating regressions with time varying coefficients. Econometric Theory, 15, 664–703.

  75. Park, S. (2003). Semiparametric instrumental variables estimation. Journal of Econometrics, 112, 381–399.

  76. Phillips, P. C. B., & Park, J. (1998). Nonstationary density estimation and kernel autoregression.

  77. Portnoy, S. (1997). Local asymptotics for quantile smoothing splines. The Annals of Statistics, 25, 414–434.
    Paper not yet in RePEc: Add citation now
  78. Qu, Z. (2008). Testing for structural change in regression quantiles. Journal of Econometrics, 146, 170–184. ZONGWU CAI ET AL.

  79. Racine, J., & Li, Q. (2004). Nonparametric estimation of regression functions with both categorical and continuous data. Journal of Econometrics, 119, 99–130.

  80. Racine, J., Hart, J., & Li, Q. (2006). Testing the significance of categorical variables. Econometric Reviews, 25, 523–544.
    Paper not yet in RePEc: Add citation now
  81. Ruppert, D. (1997). Empirical-bias bandwidths for local polynomial nonparametric regression and density estimation. Journal of the American Statistical Association, 92, 1057–1062.
    Paper not yet in RePEc: Add citation now
  82. Ruppert, D., Sheather, S. J., & Wand, M. P. (1995). An effective bandwidth selection for local least squares regression. Journal of the American Statistical Association, 90, 1257–1270.
    Paper not yet in RePEc: Add citation now
  83. Schultz, T.P. (1997). Human capital, Schooling and health. IUSSP, XXIII, General Population Conference, Yale University.
    Paper not yet in RePEc: Add citation now
  84. Schumaker, L. L. (1981). Spline functions: Base theory. New York: Wiley.
    Paper not yet in RePEc: Add citation now
  85. Some Recent Developments on Nonparametric Econometrics Cai, Z., & Xiong, H. (2006). Partially varying coefficient instrumental variable models. Working Paper no. 2006–9. Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, NC.
    Paper not yet in RePEc: Add citation now
  86. Some Recent Developments on Nonparametric Econometrics Li, C., Ouyang, D., & Racine, J. (2009). Nonparametric regression with weakly dependent data: The discrete and continuous regressor case. Journal of Nonparametric Statistics, 21, 697–711.

  87. Speckman, P. (1988). Kernel smoothing partial linear models. The Journal of Royal Statistical Society, Series B, 50, 413–426.
    Paper not yet in RePEc: Add citation now
  88. Stone, M. (1974). Cross-validatory choice and assessment of statistical predictions (with discussion). Journal of the Royal Statistical Society, Series B, 36, 111–147.
    Paper not yet in RePEc: Add citation now
  89. Su, L., & Ullah, A. (2008). Local polynomial estimation of nonparametric simultaneous equations models. Journal of Econometrics, 144, 193–218.

  90. Su, L., Chen, Y., & Ullah, A. (2009). Functional coefficient estimation with both categorical and continuous data. In: Q. Li & J. Racine (Eds), Advances in Econometrics. Bingley, UK: Emerald.
    Paper not yet in RePEc: Add citation now
  91. Sun, Y., & Li, Q. (2009a). Data-driven method selecting smoothing parameters in semiparametric models with integrated time series data. Working Paper. Department of Economics, Texas A&M University, College Station, TX.
    Paper not yet in RePEc: Add citation now
  92. Sun, Y., & Li, Q. (2009b). Cointegration test on semiparametric smooth coefficient models. Working Paper. Department of Economics, Texas A&M University, College Station, TX.
    Paper not yet in RePEc: Add citation now
  93. Sun, Y., Cai, Z., & Li, Q. (2008a). Consistent nonparametric test on parametric smooth coefficient model with nonstationary data. Working Paper. Department of Economics, Texas A&M University, College Station, TX.
    Paper not yet in RePEc: Add citation now
  94. Sun, Y., Hsiao, C., & Li, Q. (2008b). Volatility spillover effect: A semiparametric analysis of non-cointegrated processes. Working Paper. Department of Economics, Texas A&M University, College Station, TX.
    Paper not yet in RePEc: Add citation now
  95. Wang, Q., & Phillips, P. C. B. (2008). Structural nonparametric cointegrating regression. Cowles Foundation Discussion Paper 1657, Department of Economics, Yale University, New Haven, CT.

  96. Wang, Q., & Phillips, P. C. B. (2009). Asymptotic theory for local time density estimation and nonparametric cointegrating regression. Econometric Theory, 25, 710–738.

  97. Wei, Y., & He, X. (2006). Conditional growth charts (with discussion). The Annals of Statistics, 34, 2069–2097.
    Paper not yet in RePEc: Add citation now
  98. Wei, Y., Pere, A., Koenker, R., & He, X. (2006). Quantile regression methods for reference growth charts. Statistics in Medicine, 25, 1369–1382.
    Paper not yet in RePEc: Add citation now
  99. Working Paper, GREMAQ, University of Social Science, Toulouse, France. Das, M. (2003). Identification and sequential estimation of nonparametric panel models with insufficient exclusion restrictions. Journal of Econometrics, 114, 297–328.
    Paper not yet in RePEc: Add citation now
  100. Xiao, Z. (2009). Functional coefficient co-integration models. Journal of Econometrics, 152, 81–92.

  101. Yu, K., & Jones, M. C. (1998). Local linear quantile regression. Journal of the American Statistical Association, 93, 228–237.
    Paper not yet in RePEc: Add citation now
  102. Yu, K., & Lu, Z. (2004). Local linear additive quantile regression. Scandinavian Journal of Statistics, 31, 333–346.

  103. Zheng, J. X. (1996). A consistent test for functional form via nonparametric estimation techniques. Journal of Econometrics, 75, 263–289. Some Recent Developments on Nonparametric Econometrics

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimation of partially specified dynamic spatial panel data models with fixed-effects. (2015). Zhang, Yuanqing ; Sun, Yanqing.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:51:y:2015:i:c:p:37-46.

    Full description at Econpapers || Download paper

  2. Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. (2011). Khorunzhina, Natalia ; Natalia, Khorunzhina ; Roy, Gayle Wayne .
    In: MPRA Paper.
    RePEc:pra:mprapa:34329.

    Full description at Econpapers || Download paper

  3. The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Pathak, Parag ; Barwick, Panle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17227.

    Full description at Econpapers || Download paper

  4. Low dimensional semiparametric estimation in a censored regression model. (2011). Sperlich, Stefan ; Rodriguez-Poo, Juan M. ; Moral-Arce, Ignacio.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:1:p:118-129.

    Full description at Econpapers || Download paper

  5. Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates. (2010). Hu, Yingyao ; Shiu, Ji-Liang.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:557.

    Full description at Econpapers || Download paper

  6. Tests of hypotheses arising in the correlated random coefficient model. (2010). Heckman, James ; Schmierer, Daniel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:6:p:1355-1367.

    Full description at Econpapers || Download paper

  7. Nonparametric Identification of a Binary Random Factor in Cross Section Data. (2010). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:707.

    Full description at Econpapers || Download paper

  8. Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2010). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:587.

    Full description at Econpapers || Download paper

  9. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.

    Full description at Econpapers || Download paper

  10. Identifying distributional characteristics in random coefficients panel data models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:22/09.

    Full description at Econpapers || Download paper

  11. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/09.

    Full description at Econpapers || Download paper

  12. Nonparametric identification of a binary random factor in cross section data. (2009). Lewbel, Arthur ; Dong, Yingyong .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/09.

    Full description at Econpapers || Download paper

  13. Efficient Estimation of Copula-based Semiparametric Markov Models. (2009). Chen, Xiaohong ; Yi, Yanping ; Wu, Wei Biao.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1691.

    Full description at Econpapers || Download paper

  14. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650r.

    Full description at Econpapers || Download paper

  15. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1640r.

    Full description at Econpapers || Download paper

  16. Identifying Distributional Characteristics in Random Coefficients Panel Data Models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2009_0904.

    Full description at Econpapers || Download paper

  17. Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved. (2009). Lewbel, Arthur ; Hu, Yingyao.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:678.

    Full description at Econpapers || Download paper

  18. Semiparametric Modelling and Estimation: A Selective Overview. (2009). Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-44.

    Full description at Econpapers || Download paper

  19. Asymptotic and bootstrap properties of rank regressions. (2008). Subbotin, Viktor.
    In: MPRA Paper.
    RePEc:pra:mprapa:9030.

    Full description at Econpapers || Download paper

  20. An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework. (2008). Hatipoglu, Ozan.
    In: MPRA Paper.
    RePEc:pra:mprapa:7856.

    Full description at Econpapers || Download paper

  21. Essays on the econometric theory of rank regressions. (2008). Subbotin, Viktor.
    In: MPRA Paper.
    RePEc:pra:mprapa:14086.

    Full description at Econpapers || Download paper

  22. Inferring Welfare Maximizing Treatment Assignment under Budget Constraints. (2008). Dupas, Pascaline ; Bhattacharya, Debopam.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14447.

    Full description at Econpapers || Download paper

  23. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:12/08.

    Full description at Econpapers || Download paper

  24. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/08.

    Full description at Econpapers || Download paper

  25. Identifying the returns to lying when the truth is unobserved. (2008). Lewbel, Arthur ; Hu, Yingyao.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:06/08.

    Full description at Econpapers || Download paper

  26. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Working Papers.
    RePEc:ecl:yaleco:47.

    Full description at Econpapers || Download paper

  27. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Working Papers.
    RePEc:ecl:yaleco:38.

    Full description at Econpapers || Download paper

  28. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1650.

    Full description at Econpapers || Download paper

  29. R&D and Productivity: Estimating Production Functions when Productivity is Endogenous. (2008). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6636.

    Full description at Econpapers || Download paper

  30. Correct Specification and Identification of Nonparametric Transformation Models. (2008). Komunjer, Ivana ; Chiappori, Pierre.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt4v12m2rg.

    Full description at Econpapers || Download paper

  31. Identifying Structural Effects in Nonseparable Systems Using Covariates. (2008). Chalak, Karim.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:734.

    Full description at Econpapers || Download paper

  32. Identifying the Returns to Lying When the Truth is Unobserved. (2007). Lewbel, Arthur ; Hu, Yingyao.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:540.

    Full description at Econpapers || Download paper

  33. Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/07.

    Full description at Econpapers || Download paper

  34. Penalized empirical likelihood estimation of semiparametric models. (2007). Otsu, Taisuke.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:98:y:2007:i:10:p:1923-1954.

    Full description at Econpapers || Download paper

  35. On Rate Optimality for Ill-posed Inverse Problems in Econometrics. (2007). Reiss, Markus ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1626.

    Full description at Econpapers || Download paper

  36. R&D and productivity : estimating production functions when productivity is endogenous. (2007). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we078652.

    Full description at Econpapers || Download paper

  37. Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:675.

    Full description at Econpapers || Download paper

  38. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  39. R&D and productivity: Estimating production functions when productivity is endogenous. (2006). Jaumandreu, Jordi ; Doraszelski, Ulrich.
    In: MPRA Paper.
    RePEc:pra:mprapa:1246.

    Full description at Econpapers || Download paper

  40. Semiparametric Estimation of a Dynamic Game of Incomplete Information. (2006). Hong, Han ; Bajari, Patrick.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0320.

    Full description at Econpapers || Download paper

  41. Characterization of the asymptotic distribution of semiparametric M-estimators. (2006). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/06.

    Full description at Econpapers || Download paper

  42. Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors. (2006). Hu, Yingyao ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1590.

    Full description at Econpapers || Download paper

  43. Instrumental regression in partially linear models. (2006). Van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006025.

    Full description at Econpapers || Download paper

  44. Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors. (2005). Tripathi, Gautam ; Severini, Thomas A..
    In: Working papers.
    RePEc:uct:uconnp:2005-12.

    Full description at Econpapers || Download paper

  45. Investigation of patterns in food-away-from-home expenditure for China. (2004). Min, Insik ; Li, Qi ; CHENG, FANG ; Fang, Cheng.
    In: China Economic Review.
    RePEc:eee:chieco:v:15:y:2004:i:4:p:457-476.

    Full description at Econpapers || Download paper

  46. On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood. (2004). Renault, Eric ; Bonnal, Helene.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-18.

    Full description at Econpapers || Download paper

  47. Nonparametric IV estimation of shape-invariant Engel curves. (2003). Kristensen, Dennis ; Chen, Xiaohong ; Blundell, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/03.

    Full description at Econpapers || Download paper

  48. Economic Choices. (2001). McFadden, Daniel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:3:p:351-378.

    Full description at Econpapers || Download paper

  49. Sample Attrition in the Presence of Population Attrition. (). Kim, Seik.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2009-02.

    Full description at Econpapers || Download paper

  50. Economic Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel Analysis. (). Kim, Seik.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2008-19.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-26 06:01:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.