University of Mannheim - Department of Economics
in Total Papers Downloads
in Total Papers Citations
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
covariate effects, survival analysis, local linear estimation, asymptotic distribution, birth weight, mortality, social class
semiparametric regression, measurement error, side information
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
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
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.954 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you