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Econometrics Paper
Nonparametric Estimation of Additive Model with Errors-in-Variables Hao Dong and Taisuke Otsu
November 2018
Paper No' EM 600:
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JEL Classification: C14; C13

Tags: additive model; measurement error; deconvolution

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
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