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This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the classical parametric models of the past, wh
Publikováno v:
Statistica Sinica.
Autor:
Jeffrey Racine
Publikováno v:
Quantile. (4):7-56
This article is a primer for those who wish to familiarize themselves with nonparametric econometrics. Though the underlying theory for many of these methods can be daunting for some practitioners, this article will demonstrate how a range of nonpara
Autor:
Jeffrey Racine
Publikováno v:
Foundations and Trends® in Econometrics. 3:1-88
Autor:
Jeffrey Racine
Publikováno v:
Scopus-Elsevier
This paper proposes a semiparametric approach to the estimation of ¡®generalized¡¯ binary choice models. A ¡®generalized¡¯ binary choice model is one with separate indices for each conditioning variable which constitutes a generalization of t