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Some Recent Developments on Nonparametric Econometrics
nonparametric estimation nonparametric models instrumental variables nonparametric estimation of conditional
2011/4/2
In this paper, we survey some recent developments of nonparametric econometrics in the following areas: (i) nonparametric estimation of regression models with mixed discrete and continuous data; (ii) ...
Some Recent Developments in Nonparametric Finance
nonparametric methods time finance financial data
2011/4/2
This paper gives a selective review on some recent developments of nonparametric methods in both continuous and discrete time finance, particularly in the areas of nonparametric estimation and testing...