Nonparametric Econometric Methods and Application

Nonparametric Econometric Methods and Application

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

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Detalles Bibliográficos
Otros Autores: Stengos, Thanasis (auth)
Formato: Libro electrónico
Idioma:Inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2019
Materias:
discrete duration models
volatility feedback effect
semiparametric estimation
nonparametric method
GLS detrending
functional coefficients
purified implied volatility
country competitiveness index
nonparametric frontiers
efficiency
materials balance condition
panel data
Dirichlet process prior
classification
indicators
Kendall’s tau
realised volatility
Malmquist productivity index
conditional dependence index
wavelet
dependent Bayesian nonparametrics
TFP growth
Solow economic growth convergence model
unit root testing
nonparametric 2SLS estimator
random forests
competitiveness
slice sampling
integrated difference kernel estimator
maximum score estimator
heterogeneous autoregressive model
generalized additive models
Monte Carlo
tensor products
cubic spline penalty
M-estimation
nonparametric copula
leverage effect
conditional quantile function
emissions
efficient semiparamteric estimation
DEA
tail dependence index
difference kernel estimator
nonparametric threshold regression
machine learning
factors
local linear regression
European Union
financial development
series estimator
production efficiency
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009430887306719
Descripción
Sumario:The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.
Descripción Física:1 electronic resource (224 p.)
ISBN:9783038979654

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