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You searched for "nonparametric regression"

Econometrics Paper
Testing for Breaks in Regression Models with Dependent Data Violetta Dalla and Javier Hidalgo
March 2015
Paper No' EM/2015/584:
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JEL Classification: C14; C22

Tags: nonparametric regression; breaks; smoothness; strong dependence; extreme-values distribution; frequency domain bootstrap algorithms.

Econometrics Paper
Panel Nonparametric Regression with Fixed Effects Jungyoon Lee and Peter M Robinson
March 2013
Paper No' EM/2013/569:
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JEL Classification: C13; C14; C23

Tags: panel data; nonparametric regression; cross-sectional dependence; generalized least squares; optimal bandwidth

Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21

Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
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
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
Identification and Nonparametric Estimation of a Transformed Additively Separable Model David Jacho-Chávez, Arthur Lewbel and Oliver Linton September 2006
Paper No' EM/2006/508:
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JEL Classification: C13; C14; C21; D24

Tags: partly separable models; nonparametric regression; dimension reduction; generalized homothetic function; production function.

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
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.

Econometrics Paper
Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.) Peter M Robinson September 1997
Paper No' EM/1997/336:
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Tags: central limit theorem; nonparametric regression; autocorrelation; long-range dependence