Chapter 38 Applied nonparametric methods

A new look at the statistical model identification

1974 • 46,507 citations

Density Estimation for Statistics and Data Analysis

2018 • 15,477 citations

Regression Quantiles

1978 • 10,648 citations

Robust Locally Weighted Regression and Smoothing Scatterplots

1979 • 10,049 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Generalized Additive Models.

1991 • 8,555 citations

Generalized Additive Models.

1991 • 7,655 citations

Spline Models for Observational Data.

1991 • 5,272 citations

The variation of certain speculative prices

1997 • 4,766 citations

The Variation of Certain Speculative Prices

1963 • 4,461 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

Time Series: Data Analysis and Theory.

1976 • 2,796 citations

Applied nonparametric regression

1991 • 2,751 citations

Smooth Regression Analysis

1964 • 2,671 citations

Root-N-Consistent Semiparametric Regression

1988 • 2,390 citations

Graphical Methods for Data Analysis.

1984 • 2,350 citations

Applied Nonparametric Regression

1990 • 2,107 citations

The Bootstrap and Edgeworth Expansion.

1993 • 2,057 citations

The Bootstrap and Edgeworth Expansion

1992 • 1,901 citations

Density Estimation for Statistics and Data Analysis

1987 • 1,775 citations

Smoothing noisy data with spline functions

1975 • 1,496 citations

Optimal Global Rates of Convergence for Nonparametric Regression

1982 • 1,456 citations

Alternative models for conditional stock volatility

1990 • 1,337 citations

Exogeneity

1983 • 1,271 citations

Statistical predictor identification

1970 • 1,222 citations

Design-adaptive Nonparametric Regression

1992 • 1,206 citations

Multivariate Locally Weighted Least Squares Regression

1994 • 1,045 citations

Some Aspects of the Spline Smoothing Approach to Non-Parametric Regression Curve Fitting

1985 • 1,015 citations

Semiparametric Estimates of the Relation between Weather and Electricity Sales

1986 • 951 citations

Semiparametric Estimation of Index Coefficients

1989 • 946 citations

Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator

1956 • 933 citations

Maximum score estimation of the stochastic utility model of choice

1975 • 901 citations

REGULARIZATION OF INCORRECTLY POSED PROBLEMS

1963 • 890 citations

Nonparametric Functional Estimation

1983 • 818 citations

An Efficient Semiparametric Estimator for Binary Response Models

1993 • 765 citations

Exact Mean Integrated Squared Error

1992 • 758 citations

Time Series: Data Analysis and Theory.

1981 • 753 citations

Theoretical Statistics

1975 • 723 citations

Spline models for observational data

1991 • 720 citations

Optimal Smoothing in Single-Index Models

1993 • 711 citations

On Non-Parametric Estimates of Density Functions and Regression Curves

1965 • 689 citations

Bandwidth Choice for Nonparametric Regression

1984 • 685 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

Quantile smoothing splines

1994 • 581 citations

Smoothing Techniques : With Implementation in S

2011 • 578 citations

NONPARAMETRIC ESTIMATORS FOR TIME SERIES

1983 • 574 citations

An optimal selection of regression variables

1981 • 537 citations

Semiparametric efficiency bounds

1990 • 536 citations

Local Likelihood Estimation

1987 • 525 citations

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.

1988 • 518 citations

Nonparametric exchange rate prediction?

1990 • 509 citations

Presentations of faithful d.g. near-rings

1980 • 498 citations

Rice Prices and Income Distribution in Thailand: A Non-Parametric Analysis

1989 • 473 citations

Kernels for Nonparametric Curve Estimation

1985 • 468 citations

Spline Smoothing: The Equivalent Variable Kernel Method

1984 • 442 citations

Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

1985 • 432 citations

Estimating regression functions and their derivatives by the kernel method

1984 • 430 citations

Nonparametric Curve Estimation from Time Series

1989 • 405 citations

Consistent Estimation of Scaled Coefficients

1986 • 390 citations

Nonparametric and Semiparametric Methods in Econometrics and Statistics

1991 • 377 citations

The Rank of Demand Systems: Theory and Nonparametric Estimation

1991 • 374 citations

The econometric analysis of models with risk terms

1988 • 374 citations

How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum?

1988 • 362 citations

Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

1995 • 355 citations

Nonparametric Regression Analysis of Longitudinal Data

1990 • 342 citations

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

1991 • 339 citations

An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination

1991 • 321 citations

Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form

1987 • 299 citations

Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss

1995 • 292 citations

Kernel estimators of regression functions

2008 • 270 citations

Nonparametric Regression Analysis of Longitudinal Data

1988 • 264 citations

The Dynamics of Productivity in the Telecommunications Equipment Industry

1992 • 261 citations

Adapting for Heteroscedasticity in Linear Models

1982 • 239 citations

Kernel Regression Estimation Using Repeated Measurements Data

1986 • 234 citations

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

1990 • 224 citations

Semiparametric Estimation of Selection Models: Some Empirical Results

1990 • 222 citations

KERNEL REGRESSION SMOOTHING OF TIME SERIES

1992 • 197 citations

On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83

1988 • 177 citations

Canonical kernels for density estimation

1988 • 177 citations

Kernel and Nearest-Neighbor Estimation of a Conditional Quantile

1990 • 172 citations

Nonparametric Policy Analysis

1989 • 160 citations

On the asymptotic normality of Fourier flexible form estimates

1991 • 156 citations

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

1985 • 154 citations

Spectral Regression for Cointegrated Time Series

1988 • 152 citations

Local Properties of k-NN Regression Estimates

1981 • 151 citations

An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form

1983 • 147 citations

Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models

1991 • 144 citations

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

1972 • 132 citations

Global nonparametric estimation of conditional quantile functions and their derivatives

1991 • 131 citations

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

1987 • 119 citations

Conditional Empirical Processes

1986 • 114 citations

Conditional empirical processes

1987 • 110 citations

SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS

1990 • 104 citations

Regression Smoothing Parameters that are not Far from their Optimum

1992 • 95 citations

Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

1995 • 95 citations

Semiparametric econometrics: A survey

1988 • 92 citations

Multivariate nearest-neighbour forecasts of ems exchange rates

1992 • 92 citations

Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality

1990 • 90 citations

Discretized and Interpolated Kernel Density Estimates

1989 • 84 citations

Bandwidth Choice for Average Derivative Estimation

1992 • 83 citations

Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression

1987 • 80 citations

Empirical Functionals and Efficient Smoothing Parameter Selection

1992 • 78 citations

Generalized jackknifing and higher order kernels

1993 • 75 citations

Specification of household engel curves by nonparametric regression

1991 • 71 citations

Nonparametric spline regression with prior information

1993 • 70 citations

A multiplicative bias reduction method for nonparametric regression

1994 • 68 citations

Quantile Smoothing Splines

1994 • 60 citations

On Edgeworth Expansion and Bootstrap Confidence Bands in Nonparametric Curve Estimation

1993 • 59 citations

Advances in GLIM and Statistical Modelling

1992 • 46 citations

Nonparametric evidence on asymmetry in business cycles using aggregate employment time series

1992 • 45 citations

The Shape Of The Calorie-Expenditure Curve

1990 • 44 citations

Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model

1992 • 39 citations

Quadratic Engel curves, welfare measurement and consumer demand

1997 • 37 citations

Cross Section Engel Curves over Time

1991 • 36 citations

Semi-Parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan

1991 • 31 citations

Second order effects in semiparametric weighted least squares regression

1988 • 30 citations

Some Finite Sample Properties of Spectral Estimators of a Linear Regression

1976 • 26 citations

Cross section Engel curves over time

1991 • 25 citations

Family expenditure data, heteroscedasticity and the Law of Demand

1993 • 20 citations

A semiparametric structural analysis of the idling of cement kilns

1991 • 19 citations

Second order approximation in a linear regression with heteroskedasticity of unknown form

1996 • 18 citations

Kernel Smoothed Consumption-Age Quantiles

1992 • 14 citations

Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form

1992 • 14 citations

A note on estimating the number of errors in a system by recapture sampling

1988 • 13 citations

Human Capital, Aggregate Shocks, and Panel Data Estimation

1991 • 12 citations

Nonparametric Approaches to Generalized Linear Models

1992 • 11 citations

Parametric and semi‐parametric modelling of vacation expenditures

1996 • 9 citations

On the asymptotic Mean Square Error of L1 kernel estimates of smooth functions

1987 • 8 citations

Biased crossvalidation for a kernel regression estimator and its derivatives

1989 • 6 citations

Nonparametric Estimation of Exact Consumer Surplus and Deadweight Loss

2012 • 5 citations

Semiparametric Estimation of a Work-Trip Mode Choice Model

1991 • 5 citations

Semiparametric weighted lease squares

1989 • 4 citations

Optimal bandwidth choice for density-weighted averages

1992 • 4 citations

Family expenditure data,Heteroscedasticity and the law of demand

1992 • 1 citations