NONPARAMETRIC AND SEMIPARAMETRIC METHODS FOR ECONOMIC RESEARCH

A new look at the statistical model identification

1974 • 46,507 citations

Nearest neighbor pattern classification

1967 • 13,310 citations

Robust Locally Weighted Regression and Smoothing Scatterplots

1979 • 10,049 citations

On Estimation of a Probability Density Function and Mode

1962 • 9,957 citations

Density Estimation for Statistics and Data Analysis

1400 • 8,320 citations

Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting

1988 • 5,073 citations

Remarks on Some Nonparametric Estimates of a Density Function

1956 • 4,296 citations

On Estimating Regression

1964 • 3,307 citations

Smoothing noisy data with spline functions

1978 • 3,289 citations

Smooth Regression Analysis

1964 • 2,671 citations

Root-N-Consistent Semiparametric Regression

1988 • 2,390 citations

Applied Nonparametric Regression

1990 • 2,107 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

The Dip Test of Unimodality

1985 • 1,804 citations

Consistent Nonparametric Regression

1977 • 1,745 citations

Non-Parametric Estimation of a Multivariate Probability Density

1969 • 1,717 citations

On optimal and data-based histograms

1979 • 1,590 citations

Optimal Global Rates of Convergence for Nonparametric Regression

1982 • 1,456 citations

Encyclopedia of Statistical Sciences.

1983 • 1,268 citations

Statistical predictor identification

1970 • 1,222 citations

Statistical Predictor Identification

1998 • 1,221 citations

Semiparametric Estimates of the Relation between Weather and Electricity Sales

1986 • 951 citations

Semiparametric Estimation of Index Coefficients

1989 • 946 citations

Kernel Smoothing in Partial Linear Models

1988 • 943 citations

Using Kernel Density Estimates to Investigate Multimodality

1981 • 923 citations

Nonparametric Functional Estimation

1983 • 818 citations

Kernel estimation of regression functions

1979 • 811 citations

Optimal Rates of Convergence for Nonparametric Estimators

1980 • 786 citations

A Nonparametric Estimate of a Multivariate Density Function

1965 • 768 citations

Nonparametric Density Estimation: The L 1 View.

1985 • 760 citations

Bandwidth Choice for Nonparametric Regression

1984 • 685 citations

Estimation of a multivariate density

1966 • 667 citations

Investigating Smooth Multiple Regression by the Method of Average Derivatives

1989 • 610 citations

On Bandwidth Variation in Kernel Estimates-A Square Root Law

1982 • 609 citations

Regression by local fitting

1988 • 595 citations

NONPARAMETRIC ESTIMATORS FOR TIME SERIES

1983 • 574 citations

Semiparametric efficiency bounds

1990 • 536 citations

A Course in Density Estimation.

1988 • 524 citations

Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set

1987 • 522 citations

Nonparametric exchange rate prediction?

1990 • 509 citations

Statistical Data Analysis Based on the L1-Norm and Related Methods

2002 • 509 citations

Harmonic Analysis and the Theory of Probability

1955 • 499 citations

Recent Developments in Nonparametric Density Estimation

1991 • 476 citations

Nonparametric probability density estimation

1978 • 464 citations

Variable Kernel Estimates of Multivariate Densities

1977 • 461 citations

Non-Parametric Function Fitting

1972 • 440 citations

Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

1985 • 432 citations

The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

1977 • 415 citations

An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates

1984 • 405 citations

Spline Smoothing in a Partly Linear Model

1986 • 399 citations

An Algorithm for Finding Nearest Neighbors

1975 • 383 citations

Nonparametric and Semiparametric Methods in Econometrics and Statistics

1991 • 377 citations

Information and Asymptotic Efficiency in Parametric-Nonparametric Models

1983 • 376 citations

The econometric analysis of models with risk terms

1988 • 374 citations

On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions

1976 • 361 citations

Estimation by the nearest neighbor rule

1968 • 347 citations

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

1991 • 339 citations

Efficient Instrumental Variables Estimation of Nonlinear Models

1990 • 339 citations

Efficiency Bounds for Semiparametric Regression

1992 • 322 citations

S: An Interactive Environment for Data Analysis and Graphics

1984 • 315 citations

A calibration curve for radiocarbon dates

1975 • 305 citations

Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

1987 • 299 citations

Estimation of Heteroscedasticity in Regression Analysis

1987 • 298 citations

Multivariate k-nearest neighbor density estimates

1979 • 295 citations

EFFICIENT NONPARAMETRIC TESTING AND ESTIMATION

1956 • 292 citations

On Adaptive Estimation in Stationary ARMA Processes

1987 • 292 citations

Semiparametric Estimation Of Censored Selection Models With A Nonparametric Selection Mechanism

1990 • 289 citations

Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform

1982 • 285 citations

Averaged Shifted Histograms: Effective Nonparametric Density Estimators in Several Dimensions

1985 • 271 citations

Testing the Goodness of Fit of a Linear Model via Nonparametric Regression Techniques

1990 • 270 citations

Curve Estimates

1971 • 269 citations

Asymptotic efficiency in semi-parametric models with censoring

1986 • 267 citations

Convergence rates for partially splined models

1986 • 250 citations

Consistent Nonparametric Entropy-Based Testing

1991 • 240 citations

Adapting for Heteroscedasticity in Linear Models

1982 • 239 citations

Large Sample Optimality of Least Squares Cross-Validation in Density Estimation

1983 • 227 citations

Distribution-Free Consistency Results in Nonparametric Discrimination and Regression Function Estimation

1980 • 227 citations

Data-Driven Bandwidth Choice for Density Estimation Based on Dependent Data

1990 • 224 citations

Analysis of Field Experiments by Least Squares Smoothing

1985 • 215 citations

NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS

1987 • 211 citations

Investigating Smooth Multiple Regression by the Method of Average Derivatives

1989 • 208 citations

On Asymptotically Efficient Estimation in Semiparametric Models

1986 • 198 citations

Adaptive Maximum Likelihood Estimators of a Location Parameter

1975 • 190 citations

Bootstrap Test for Difference between Means in Nonparametric Regression

1990 • 185 citations

On Choosing a Delta-Sequence

1970 • 176 citations

On the use of nonparametric regression for model checking

1989 • 173 citations

Density Estimation, Stochastic Processes and Prior Information

1978 • 166 citations

Nonparametric Functional Estimation and Related Topics

1991 • 163 citations

Nonparametric Estimation of the Transition Distribution Function of a Markov Process

1969 • 162 citations

Nonparametric Policy Analysis

1989 • 160 citations

From Stein's Unbiased Risk Estimates to the Method of Generalized Cross Validation

1985 • 154 citations

Local Properties of k-NN Regression Estimates

1981 • 151 citations

A Test for Functional Form Against Nonparametric Alternatives

1992 • 145 citations

Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models

1991 • 144 citations

Nonparametric Regression Tests Based on Least Squares

1992 • 144 citations

Estimation Non-paramétrique de la Régression: Revue Bibliographique

1981 • 143 citations

The uniform convergence of nearest neighbor regression function estimators and their application in optimization

1978 • 139 citations

Exploring Regression Structure Using Nonparametric Functional Estimation

1993 • 137 citations

Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points

1972 • 132 citations

Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions

1990 • 132 citations

Asymptotic optimality of generalized C, cross-validation, and generalized cross-validation in regression with heteroskedastic errors

1991 • 130 citations

Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

1989 • 128 citations

Consistency Properties of Nearest Neighbor Density Function Estimators

1977 • 120 citations

Adaptive estimation of non–linear regression models

1984 • 120 citations

Asymptotic Normality of Nearest Neighbor Regression Function Estimates

1984 • 119 citations

Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models

1987 • 119 citations

A comparative study of some kernel-based nonparametric density estimators

1985 • 117 citations

Propri�t�s de convergence presque compl�te du pr�dicteur � noyau

1984 • 115 citations

Frequency Polygons: Theory and Application

1985 • 112 citations

Kernel Discriminant Analysis.

1983 • 112 citations

Consistent Cross-Validated Density Estimation

1983 • 110 citations

Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences

1985 • 107 citations

Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates

1982 • 106 citations

Kernel density estimation revisited

1977 • 106 citations

Nonparametric estimation in mixing sequences of random variables

1988 • 105 citations

A Review of Some Non-parametric Methods of Density Estimation

1977 • 102 citations

Probabilities of maximal deviations for nonparametric regression function estimates

1982 • 101 citations

Consistent Window Estimation in Nonparametric Regression

1980 • 101 citations

New Perspectives in Theoretical and Applied Statistics

1988 • 98 citations

STATISTICAL ESTIMATION OF DENSITY FUNCTIONS

2016 • 94 citations

Semiparametric econometrics: A survey

1988 • 92 citations

Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function

1981 • 91 citations

Nonparametric estimation of a regression function

1981 • 91 citations

A variable structure automaton used as a multimodal searching technique

1966 • 90 citations

An Introduction to the Implementation and Theory of Nonparametric Density Estimation

1976 • 90 citations

The Estimation of Relationships Involving Distributed Lags

1965 • 90 citations

Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform

1982 • 87 citations

Robust regression function estimation

1984 • 84 citations

Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression

1987 • 80 citations

Robust Nonparametric Regression with Simultaneous Scale Curve Estimation

1988 • 78 citations

Some properties of a test for multimodality based on kernel density estimates

1983 • 78 citations

NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

1992 • 74 citations

Specification of household engel curves by nonparametric regression

1991 • 71 citations

TIMESLAB: A Time Series Analysis Laboratory

1989 • 70 citations

Developments in Nonparametric Density Estimation

1980 • 67 citations

Convergence rates in density estimation for data from infinite-order moving average processes

1990 • 67 citations

Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods

1983 • 64 citations

A histogram method of density estimation

1973 • 63 citations

On the Nonconsistency of Maximum Likelihood Nonparametric Density Estimators

1981 • 62 citations

Robust Nonparametric Regression Estimation for Dependent Observations

1989 • 60 citations

A Consistent Nonparametric Multivariate Density Estimator Based on Statistically Equivalent Blocks

1970 • 60 citations

Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations

1993 • 56 citations

Nonparametric regression: An up–to–date bibliography

1985 • 55 citations

Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes

1990 • 53 citations

Estimation de la regression par la methode des k points les plus proches avec noyau : quelques propriétés de convergence ponctuelle

1980 • 53 citations

Robust Nonparametric Autoregression

1984 • 47 citations

A Class of Linear Regression Parameter Estimators Constructed by Nonparametric Estimation

1987 • 42 citations

The Estimation of Linear Differential Equations with Constant Coefficients

1976 • 41 citations

On empirical density function

1972 • 40 citations

Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression

1984 • 37 citations

Multiple Equation Systems with Stationary Errors

1973 • 36 citations

Tests of Additive Derivative Constraints

1989 • 36 citations

TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION

1987 • 35 citations

On the maximum deviation between the histogram and the underlying density

1981 • 35 citations

Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression

1985 • 35 citations

An Introduction to the Implementation and Theory of Nonparametric Density Estimation

1976 • 33 citations

Asymptotically Optimal Cells for a Historgram

1987 • 32 citations

Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences

1985 • 28 citations

Nonparametric and Semiparametric Methods in Econometrics and Statistics.

1993 • 26 citations

Adaptive Global Search in a Time-Variant Environment Using a Probabilistic Automaton with Pattern Recognition Supervision

1970 • 22 citations

ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM

1992 • 22 citations

Bandwidth Choice for Average Derivative Estimation

1992 • 22 citations

Algorithm AS 222: Resistant Smoothing Using the Fast Fourier Transform

1987 • 21 citations

Global measures of deviation for kernel and nearest neighbor density estimates

1979 • 20 citations

The strong uniform convergence of multivariate variable kernel estimates

1986 • 18 citations

EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION

1988 • 16 citations

EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS

1990 • 16 citations

Nonparametric estimation of weights in least-squares regression analysis

1978 • 12 citations

LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS

1990 • 10 citations

‘Xplore’‐ing the world of nonparametric analysis

1990 • 8 citations

Comparing nonparametric versus parametric regression fits

1990 • 6 citations

Model-free Asymptotically Best Forecasting of Stationary Economic Time Series

1990 • 5 citations

N‐kernel: A review

1990 • 5 citations

Efficient Semiparametric Scoring Estimation of Sample Selection Models

1990 • 4 citations

Semiparametric weighted lease squares

1989 • 4 citations

Corss-validation in semiparametric models: some monte carlo results

1990 • 3 citations

N‐KERNEL AND XploRe

1992 • 1 citations

Computing nonparametric functional estimates in semiparametric problems

1992 • 1 citations