University of Mannheim - Department of Economics
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Coupon bonds, Kernal Estimation, Hilbert Space, nonparametric regression, term structure estimation, yield curve, zero coupon
Time Series Regression, Nonparametric Regression, Kernel, Efficiency
Specification test, GARCH-M, semiparametric regression, risk premium, ICAPM
ARCH, Inverse Problem, Kernel Estimation, News Impact Curve, Nonparametric regression, Profile Likelihood, Semiparametric Estimation, Volatility
semiparametric estimation, generated covariates, profiling, propensity score
Aalen's multiplicative model, cross-validation, Do-validation, filtered data, local linear estimation, semiparametric estimation
GARCH-in-Mean, stochastic recurrence equations, risk-return relationship
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File name: JTSA278.
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covariate effects, survival analysis, local linear estimation, asymptotic distribution, birth weight, mortality, social class
File name: ectj.
semiparametric regression, measurement error, side information
File name: j-423X.
Binary choice, Panel data, Stochastic integral equation
hazard rate, duration variable, treatment effects, survival function, noncompliance, regression discontinuity design, unemployment, labor market policy reform, active labor market policy, unemployment benefits
File name: ECTJ.
Backfitting, Integral equation, Kernel smoothing, Quantile regression, Smooth backfitting, Varying coefficient models
Additive models, Backfitting, Nonparametric time series analysis, Specification tests, Realized variance; Heterogeneous autoregressive model
functional principal component analysis, implied volatility surface, semiparametric factor models
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