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Econometrics Paper
Adapting Kernel Estimation to Uncertain Smoothness Yulia Kotlyarova, Marcia M Schafgans and Victoria Zinde-Walsh
April 2011
Paper No' EM/2011/557:
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JEL Classification: C14


Tags: nonparametric estimation; kernel based estimator; combined stimator; variance bootstrap.

Econometrics Paper
Efficient Estimation of a Multivariate Multiplicative Volatility Model Christian M. Hafner and Oliver Linton
October 2009
Paper No' EM/2009/541:
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JEL Classification: C12, C13, C14.


Tags: garch; kernel estimation; local stationarity; semiparametric

Econometrics Paper
ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL Woocheol Kim and Oliver Linton
October 2009
Paper No' EM/2009/539:
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JEL Classification: C14


Tags: inverse problem; instrumental variable; igarch; kernel estimation; nonparametric regression

Econometrics Paper
Nonparametric Regression with a Latent Time Series Oliver Linton, Søren Feodor Nielsen and Jens Perch Nielsen
October 2009
Paper No' EM/2009/538:
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JEL Classification: 62G07


Tags: kernel estimation; forecasting; panel data; unit roots

Econometrics Paper
Nonparametric Estimation of a Polarization Measure Gordon Anderson, Oliver Linton and Yoon-Jae Whang
June 2009
Paper No' EM/2009/534:
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JEL Classification: C12; C13; C14


Tags: kernel estimation; inequality; overlap coefficient; poissonization

Econometrics Paper
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns Gregory Connor, Matthias Hagmann and Oliver Linton October 2007
Paper No' EM/2007/524:
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JEL Classification: G12; C14


Tags: additive models; arbitrage pricing theory; factor model; fama-french; kernel estimation; nonparametric regression; panel data.

Econometrics Paper
Nonparametric Transformation to White Noise Oliver Linton and Enno Mammen
August 2006
Paper No' EM/2006/503:
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JEL Classification: C14


Tags: efficiency; inverse problem; kernel estimation; nonparametric regression; time series; unit roots.

Econometrics Paper
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors Raymond J Carroll, Oliver Linton, Enno Mammen and Zhijie Xiao June 2002
Paper No' EM/2002/435:
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Tags: backfitting; efficiency; kernel estimation; time series.

Econometrics Paper
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods Oliver Linton, Jens Perch Nielsen and Sara van de Geer February 2001
Paper No' EM/2001/411:
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Tags: additive model; censoring; kernel; proportional hazards; survival analysis

Econometrics Paper
Nonparametric Estimation with Aggregated Data Oliver Linton and Yoon-Jae Whang
July 2000
Paper No' EM/2000/397:
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Tags: aggregated data; deconvolution; grouped data; kernel; nonparametric regression

Econometrics Paper
Yield Curve Estimation by Kernel Smoothing Methods Oliver Linton, Enno Mammen, Jens Perch Nielsen and C Tanggaard
April 2000
Paper No' EM/2000/385:
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Tags: coupon bonds; kernel estimation; hilbert space; nonparametric regression; term structure estimation; yield curve; zero coupon.

DARP Paper
Income Mobility in Germany: Evidence from Panel Data Christian Schluter
March 1996
Paper No' DARP 017:
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Tags: income mobility; kernel density estimates; transition matrices

DARP Paper
Income Distribution in Brazil 1981-1990: Parametric and Non-Parametric Approaches Frank A Cowell, Francisco H.G. Ferreira and Julie Litchfield March 1996
Paper No' DARP 021:
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Tags: income distribution; inequality; kernel density estimation; pareto functions; brazil

Econometrics Paper
Empirics for Economic Growth and Convergence (Now published in European Economic Review, vol.40, no.6 (1996), pp.1353-1375.) Danny Quah  1995
Paper No' EM/1995/281:
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Tags: evolving distributions; galton's fallacy; polarization; regional dynamics; stochastic kernel; unit root.

Econometrics Paper
Aggregate and Regional Disagggregate Fluctuations (Now published in Empirical Economics (1996), vol.21, no.1, pp.137-159.) Danny Quah August 1995
Paper No' EM/1995/290:
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Tags: aggregate disturbance; business cycle; distribution dynamics; regional fluctuation; stochastic kernel.