03452nam 2200913z- 450 991034684450332120231214133603.03-03897-965-1(CKB)4920000000095195(oapen)https://directory.doabooks.org/handle/20.500.12854/54765(EXLCZ)99492000000009519520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierNonparametric Econometric Methods and ApplicationMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (224 p.)3-03897-964-3 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.discrete duration modelsvolatility feedback effectsemiparametric estimationnonparametric methodGLS detrendingfunctional coefficientspurified implied volatilitycountry competitiveness indexnonparametric frontiersefficiencymaterials balance conditionpanel dataDirichlet process priorclassificationindicatorsKendall’s taurealised volatilityMalmquist productivity indexconditional dependence indexwaveletdependent Bayesian nonparametricsTFP growthSolow economic growth convergence modelunit root testingnonparametric 2SLS estimatorrandom forestscompetitivenessslice samplingintegrated difference kernel estimatormaximum score estimatorheterogeneous autoregressive modelgeneralized additive modelsMonte Carlotensor productscubic spline penaltyM-estimationnonparametric copulaleverage effectconditional quantile functionemissionsefficient semiparamteric estimationDEAtail dependence indexdifference kernel estimatornonparametric threshold regressionmachine learningfactorslocal linear regressionEuropean Unionfinancial developmentseries estimatorproduction efficiencyStengos Thanasisauth732518BOOK9910346844503321Nonparametric Econometric Methods and Application3028068UNINA