Jeffrey Racine

Department of Economics - McMaster University

Professor

Hamilton, Ontario L8S 4M4

Canada

SCHOLARLY PAPERS

11

DOWNLOADS

427

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

Optimal Model Averaging of Varying Coefficient Models

McMaster University, Department of Economics Working Paper No. 2017-1
Number of pages: 30 Posted: 03 Feb 2017
Cong Li, Qi Li, Jeffrey Racine and Daiqiang Zhang
Shanghai University of Finance and Economics - School of Economics, Capital University of Economics and Business, Department of Economics - McMaster University and Texas A&M University - Department of Economics
Downloads 77 (370,591)
Citation 3

Abstract:

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Kernel Smoothing

2.

Nonparametric Estimation and Inference for Panel Data Models

McMaster University - Department of Economics Working Paper No. 2018-02
Number of pages: 39 Posted: 10 Jan 2018
Christopher Parmeter and Jeffrey Racine
University of Miami and Department of Economics - McMaster University
Downloads 62 (416,282)
Citation 5

Abstract:

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3.

Kernel Smoothed Probability Mass Functions for Ordered Datatypes

McMaster University, Working Paper Series # 2017-14
Number of pages: 31 Posted: 06 Nov 2017 Last Revised: 28 Oct 2018
Jeffrey Racine, Qi Li and Karen Yan
Department of Economics - McMaster University, Texas A&M University - Department of Economics and Texas A&M University, Department of Economics
Downloads 57 (433,641)
Citation 1

Abstract:

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4.

Semiparametric Varying Coefficient Models with Endogenous Covariates

McMaster University, Department of Economics, Working Paper Series, 2016-02
Number of pages: 36 Posted: 27 Aug 2016
Samuele Centorrino and Jeffrey Racine
SUNY Stony Brook and Department of Economics - McMaster University
Downloads 53 (448,249)
Citation 1

Abstract:

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5.

Bootstrap Model Averaging Unit Root Inference

McMaster University - Department of Economics Working Paper No. 2018-09
Number of pages: 21 Posted: 23 Apr 2018
Bruce Hansen and Jeffrey Racine
University of Wisconsin - Madison - Department of Economics and Department of Economics - McMaster University
Downloads 40 (502,303)
Citation 2

Abstract:

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inference, model selection, size distortion, time series

6.

Energy, Economics & Replication

McMaster University, Department of Economics Working Paper No. 2017-02
Number of pages: 15 Posted: 15 Feb 2017
Jeffrey Racine
Department of Economics - McMaster University
Downloads 36 (521,054)

Abstract:

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7.

A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

McMaster University, Department of Economics Working Paper Series 2017-13
Number of pages: 35 Posted: 22 Aug 2017
Jeffrey Racine and Ingrid Van Keilegom
Department of Economics - McMaster University and Catholic University of Louvain (UCL)
Downloads 27 (570,047)

Abstract:

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Kernel Smoothing, Kolmogorov-Smirnov, Inference

8.

A Solution to Aggregation and an Application to Multidimensional 'Well-Being' Frontiers

Journal of Econometrics, Forthcoming
Number of pages: 31 Posted: 07 Jul 2015
Esfandiar Maasoumi and Jeffrey Racine
Emory University and Department of Economics - McMaster University
Downloads 27 (570,047)
Citation 4

Abstract:

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9.

A Correction to 'Generalized Nonparametric Smoothing With Mixed Discrete and Continuous Data' by Li, Simar & Zelenyuk

McMaster University Department of Economics Working Paper Series 2016-1
Number of pages: 33 Posted: 18 Aug 2016
Jeffrey Racine
Department of Economics - McMaster University
Downloads 23 (595,611)

Abstract:

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Kernel regression, cross-validation, finite-sample performance, replication

10.

Nonparametric Analysis of Complex Nonlinear Systems

McMaster University, Department of Economics, Working Paper Series, 2016-07
Number of pages: 20 Posted: 22 Aug 2016
Sonali Das and Jeffrey Racine
CSIR and Department of Economics - McMaster University
Downloads 21 (608,974)

Abstract:

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Kernel Smoothing; Conditional Density, Distribution, Mean and Quantile Estimation; Exploratory Data Analysis

11.

Shape Constrained Kernel PDF and PMF Estimation

Number of pages: 52 Posted: 29 Mar 2021
Pang Du, Christopher Parmeter and Jeffrey Racine
Virginia Tech, University of Miami - School of Business Administration - Department of Economics and Department of Economics - McMaster University
Downloads 4 (733,728)

Abstract:

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nonparametric, density, restricted estimation