TY  - BOOK
TI  - Nonparametric Econometric Methods and Application
SN  - 9783038979647
PY  - 2019///
PB  - MDPI - Multidisciplinary Digital Publishing Institute
KW  - classification
KW  - competitiveness
KW  - conditional dependence index
KW  - conditional quantile function
KW  - country competitiveness index
KW  - cubic spline penalty
KW  - DEA
KW  - dependent Bayesian nonparametrics
KW  - difference kernel estimator
KW  - Dirichlet process prior
KW  - discrete duration models
KW  - efficiency
KW  - efficient semiparamteric estimation
KW  - emissions
KW  - European Union
KW  - factors
KW  - financial development
KW  - functional coefficients
KW  - generalized additive models
KW  - GLS detrending
KW  - heterogeneous autoregressive model
KW  - indicators
KW  - integrated difference kernel estimator
KW  - Kendall's tau
KW  - leverage effect
KW  - local linear regression
KW  - M-estimation
KW  - machine learning
KW  - Malmquist productivity index
KW  - materials balance condition
KW  - maximum score estimator
KW  - Monte Carlo
KW  - nonparametric 2SLS estimator
KW  - nonparametric copula
KW  - nonparametric frontiers
KW  - nonparametric method
KW  - nonparametric threshold regression
KW  - panel data
KW  - production efficiency
KW  - purified implied volatility
KW  - random forests
KW  - realised volatility
KW  - semiparametric estimation
KW  - series estimator
KW  - slice sampling
KW  - Solow economic growth convergence model
KW  - tail dependence index
KW  - tensor products
KW  - TFP growth
KW  - unit root testing
KW  - volatility feedback effect
KW  - wavelet
N1  - Open Access
N2  - 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
UR  - https://directory.doabooks.org/handle/20.500.12854/54765
UR  - https://mdpi.com/books/pdfview/book/1302
ER  -