Nonparametric Econometric Methods and Application

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