메뉴 건너뛰기




Volumn , Issue , 2003, Pages 1-213

Semiparametric regression for the applied econometrician

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84926086028     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511615887     Document Type: Book
Times cited : (252)

References (223)
  • 2
    • 18044402907 scopus 로고    scopus 로고
    • Goodness-of-Fit Tests for Regression Using Kernel Methods
    • Aït-Sahalia, Y., P. Bickel, and T. Stoker (2001), "Goodness-of-Fit Tests for Regression Using Kernel Methods," Journal of Econometrics, 105, 363-412.
    • (2001) Journal of Econometrics , vol.105 , pp. 363-412
    • Aït-Sahalia, Y.1    Bickel, P.2    Stoker, T.3
  • 4
    • 70350121618 scopus 로고
    • Empirical Process Methods in Econometrics
    • R. Engle and D. McFadden (eds.), Vol. IV, Amsterdam: North Holland
    • Andrews, D.W. K. (1994a), "Empirical Process Methods in Econometrics," in R. Engle and D. McFadden (eds.), The Handbook of Econometrics, Vol. IV, Amsterdam: North Holland, 2247-2294.
    • (1994) The Handbook of Econometrics , pp. 2247-2294
    • Andrews, D.W.K.1
  • 5
    • 0001874562 scopus 로고
    • Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity
    • Andrews, D.W. K. (1994b), "Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity," Econometrica, 62, 43-72.
    • (1994) Econometrica , vol.62 , pp. 43-72
    • Andrews, D.W.K.1
  • 6
    • 0001198502 scopus 로고    scopus 로고
    • Inconsistency of the Bootstrap When a Parameter is on the Boundary of the Parameter Space
    • Andrews, D. (2000), "Inconsistency of the Bootstrap When a Parameter is on the Boundary of the Parameter Space," Econometrica, 68, 399-405.
    • (2000) Econometrica , vol.68 , pp. 399-405
    • Andrews, D.1
  • 7
    • 0001995592 scopus 로고    scopus 로고
    • A Three-Step Method for Choosing the Number of Bootstrap Repetitions
    • Andrews, D. W. K. and M. Buchinsky (2000), "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, 68, 23-51.
    • (2000) Econometrica , vol.68 , pp. 23-51
    • Andrews, D.W.K.1    Buchinsky, M.2
  • 8
    • 21444434460 scopus 로고    scopus 로고
    • Semiparametric Estimation of a Hedonic Price Function
    • Anglin, P. and R. Gencay (1996), "Semiparametric Estimation of a Hedonic Price Function," Journal of Applied Econometrics, 11, 633-648.
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 633-648
    • Anglin, P.1    Gencay, R.2
  • 9
    • 0000357414 scopus 로고
    • On the Use of Nonparametric Regression for Checking Linear Relationships
    • Azzalini, A. and A. Bowman (1993), "On the Use of Nonparametric Regression for Checking Linear Relationships," Journal of the Royal Statistical Society, B, 55, 549-557.
    • (1993) Journal of the Royal Statistical Society, B , vol.55 , pp. 549-557
    • Azzalini, A.1    Bowman, A.2
  • 10
    • 0002701230 scopus 로고
    • On the Use of Nonparametric Regression for Model Checking
    • Azzalini A., A. Bowman, and W. Härdle (1989), "On the Use of Nonparametric Regression for Model Checking," Biometrika, 76, 1-11.
    • (1989) Biometrika , vol.76 , pp. 1-11
    • Azzalini, A.1    Bowman, A.2    Härdle, W.3
  • 11
    • 0000232414 scopus 로고    scopus 로고
    • A Nonparametric Test for Poolability Using Panel Data
    • Baltagi, B., J. Hidalgo, and Q. Li (1996), "A Nonparametric Test for Poolability Using Panel Data," Journal of Econometrics, 75, 345-367.
    • (1996) Journal of Econometrics , vol.75 , pp. 345-367
    • Baltagi, B.1    Hidalgo, J.2    Li, Q.3
  • 12
    • 0004059878 scopus 로고
    • New York: Springer-Verlag
    • Barbeau E. (1995), Polynomials, New York: Springer-Verlag.
    • (1995) Polynomials
    • Barbeau, E.1
  • 14
    • 0001582848 scopus 로고
    • Discussion of "The Spectral Analysis of Point Processes," by M. S
    • Bartlett
    • Barnard, G. A. (1963), Discussion of "The Spectral Analysis of Point Processes," by M. S. Bartlett, Journal of the Royal Statistical Society, B, 25, 294.
    • (1963) Journal of the Royal Statistical Society, B , vol.25 , pp. 294
    • Barnard, G.A.1
  • 15
    • 21144465198 scopus 로고
    • Testing for Additivity of a Regression Function
    • Barry, D. (1993), "Testing for Additivity of a Regression Function," Annals of Statistics, 21, 235-254.
    • (1993) Annals of Statistics , vol.21 , pp. 235-254
    • Barry, D.1
  • 18
    • 0000932315 scopus 로고
    • AConsistent Conditional Moment Test of Functional Form
    • Bierens, H. (1990), "AConsistent Conditional Moment Test of Functional Form," Econometrica, 58, 1443-1458.
    • (1990) Econometrica , vol.58 , pp. 1443-1458
    • Bierens, H.1
  • 19
    • 0001003419 scopus 로고    scopus 로고
    • Asymptotic Theory of Integrated Conditional Moments
    • Bierens, H. and Ploberger, W. (1997), "Asymptotic Theory of Integrated Conditional Moments," Econometrica, 65, 1129-1151.
    • (1997) Econometrica , vol.65 , pp. 1129-1151
    • Bierens, H.1    Ploberger, W.2
  • 21
    • 0345774349 scopus 로고    scopus 로고
    • Inference for Semiparametric Models: Some Questions and an Answer
    • (with discussion)
    • Bickel, P. and J. Kwon (2001), "Inference for Semiparametric Models: Some Questions and an Answer," Statistica Sinica, 11, 863-960 (with discussion).
    • (2001) Statistica Sinica , vol.11 , pp. 863-960
    • Bickel, P.1    Kwon, J.2
  • 23
    • 0000840326 scopus 로고
    • Adult Equivalence Scales and the Economic Implementation of Interpersonal Comparisons of Well-Being
    • Blackorby, C. and D. Donaldson (1993), "Adult Equivalence Scales and the Economic Implementation of Interpersonal Comparisons of Well-Being," Social Choice and Applied Welfare, 10, 335-361.
    • (1993) Social Choice and Applied Welfare , vol.10 , pp. 335-361
    • Blackorby, C.1    Donaldson, D.2
  • 24
    • 0001822694 scopus 로고
    • Measuring the Costs of Children: A Theoretical Framework
    • R. Blundell, I. Preston, and I. Walker (eds.), Cambridge: Cambridge University Press
    • Blackorby, C. and D. Donaldson (1994), "Measuring the Costs of Children: A Theoretical Framework," in R. Blundell, I. Preston, and I. Walker (eds.), The Economics of Household Behavior, Cambridge: Cambridge University Press, 51-69.
    • (1994) The Economics of Household Behavior , pp. 51-69
    • Blackorby, C.1    Donaldson, D.2
  • 25
    • 0002919836 scopus 로고    scopus 로고
    • Kernel Regression in Empirical Microeconomics
    • Blundell, R. and A. Duncan (1998), "Kernel Regression in Empirical Microeconomics," Journal of Human Resources, 33, 62-87.
    • (1998) Journal of Human Resources , vol.33 , pp. 62-87
    • Blundell, R.1    Duncan, A.2
  • 29
    • 0000014224 scopus 로고
    • Linear Smoothers and Additive Models
    • (with discussion)
    • Buja, A., T. Hastie, and R. Tibshirani (1989), "Linear Smoothers and Additive Models," Annals of Statistics, 17, 453-555 (with discussion).
    • (1989) Annals of Statistics , vol.17 , pp. 453-555
    • Buja, A.1    Hastie, T.2    Tibshirani, R.3
  • 31
    • 0000677079 scopus 로고    scopus 로고
    • Rank Estimator for Monotonic Index Models
    • Cavanagh, C. and R. Sherman (1998), "Rank Estimator for Monotonic Index Models," Journal of Econometrics, 84, 351-381.
    • (1998) Journal of Econometrics , vol.84 , pp. 351-381
    • Cavanagh, C.1    Sherman, R.2
  • 33
    • 0000354504 scopus 로고
    • Convergence Rates for Parametric Components in a Partly Linear Model
    • Chen, H. (1988), "Convergence Rates for Parametric Components in a Partly Linear Model," Annals of Statistics, 16, 136-146.
    • (1988) Annals of Statistics , vol.16 , pp. 136-146
    • Chen, H.1
  • 35
    • 84925897233 scopus 로고
    • A Calibration Curve for Radiocarbon Dates
    • Clark, R. (1975), "A Calibration Curve for Radiocarbon Dates," Antiquity, 49, 251-266.
    • (1975) Antiquity , vol.49 , pp. 251-266
    • Clark, R.1
  • 36
    • 84936916896 scopus 로고
    • Robust Locally Weighted Regression and Smoothing Scatterplots
    • Cleveland, W. (1979), "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-836.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 829-836
    • Cleveland, W.1
  • 37
    • 84947318637 scopus 로고
    • Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
    • Cleveland, W. and S. Devlin (1988), "Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting," Journal of the American Statistical Association, 83, 596-610.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 596-610
    • Cleveland, W.1    Devlin, S.2
  • 38
    • 0041122672 scopus 로고
    • Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and Censored Regression Models
    • Cosslett, S. (1987), "Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and Censored Regression Models," Econometrica, 55, 559-586.
    • (1987) Econometrica , vol.55 , pp. 559-586
    • Cosslett, S.1
  • 41
    • 34250109475 scopus 로고
    • A Central Limit Theorem for Generalized Quadratic Forms
    • De Jong, P. (1987), "A Central Limit Theorem for Generalized Quadratic Forms," Probability Theory and Related Fields, 75, 261-277.
    • (1987) Probability Theory and Related Fields , vol.75 , pp. 261-277
    • De Jong, P.1
  • 42
    • 38249001333 scopus 로고
    • Testing the Equality of Nonparametric Regression Curves
    • Delgado, M. (1993), "Testing the Equality of Nonparametric Regression Curves," Statistics and Probability Letters, 17, 199-204.
    • (1993) Statistics and Probability Letters , vol.17 , pp. 199-204
    • Delgado, M.1
  • 43
    • 0035470897 scopus 로고    scopus 로고
    • Significance Testing in Nonparametric Regression Based on the Bootstrap
    • Delgado, M. and W. G. Manteiga (2001), "Significance Testing in Nonparametric Regression Based on the Bootstrap," Annals of Statistics, 29, 1469-1507.
    • (2001) Annals of Statistics , vol.29 , pp. 1469-1507
    • Delgado, M.1    Manteiga, W.G.2
  • 44
    • 84993924302 scopus 로고
    • Nonparametric and Semiparametric Methods for Economic Research
    • Delgado, M. and P. M. Robinson (1992), "Nonparametric and Semiparametric Methods for Economic Research," Journal of Economic Surveys, 6, 201-250.
    • (1992) Journal of Economic Surveys , vol.6 , pp. 201-250
    • Delgado, M.1    Robinson, P.M.2
  • 46
    • 0033248627 scopus 로고    scopus 로고
    • A Consistent Test for the Functional Form of a Regression Based on a Difference of Variance Estimators
    • Dette, H. (1999), "A Consistent Test for the Functional Form of a Regression Based on a Difference of Variance Estimators," Annals of Statistics, 27, 1012-1040.
    • (1999) Annals of Statistics , vol.27 , pp. 1012-1040
    • Dette, H.1
  • 47
    • 0742319277 scopus 로고    scopus 로고
    • Testing Additivity by Kernel-Based Methods-What Is a Reasonable Test?
    • Dette, H. and C. Von Lieres und Wilkau (2001), "Testing Additivity by Kernel-Based Methods-What Is a Reasonable Test?" Bernoulli, 7, 669-697.
    • (2001) Bernoulli , vol.7 , pp. 669-697
    • Dette, H.1    Von Lieres und Wilkau, C.2
  • 48
    • 0034362248 scopus 로고    scopus 로고
    • Sur la Convergence des Tests de Schlee et de Yatchew
    • Diack, C. (2000), "Sur la Convergence des Tests de Schlee et de Yatchew," Canadian Journal of Statistics, 28, 653-668.
    • (2000) Canadian Journal of Statistics , vol.28 , pp. 653-668
    • Diack, C.1
  • 49
    • 0010589665 scopus 로고    scopus 로고
    • A Nonparametric Test of the Non-Convexity of Regression
    • Diack, C. and C. Thomas-Agnan (1998), "A Nonparametric Test of the Non-Convexity of Regression," Nonparametric Statistics, 9, 335-362.
    • (1998) Nonparametric Statistics , vol.9 , pp. 335-362
    • Diack, C.1    Thomas-Agnan, C.2
  • 50
  • 51
    • 0006772472 scopus 로고
    • A Course on Empirical Processes
    • Ecole d' Été de Probabilités de Saint-Flour XII-1982, New York: Springer-Verlag
    • Dudley, R. M. (1984), "A Course on Empirical Processes," Lecture Notes in Mathematics, Ecole d' Été de Probabilités de Saint-Flour XII-1982, New York: Springer-Verlag.
    • (1984) Lecture Notes in Mathematics
    • Dudley, R.M.1
  • 52
    • 0002344794 scopus 로고
    • Bootstrap Methods: Another Look at the Jackknife
    • Efron, B. (1979), "Bootstrap Methods: Another Look at the Jackknife," Annals of Statistics, 7, 1-26.
    • (1979) Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 54
    • 0013399152 scopus 로고    scopus 로고
    • ASimple Framework for Nonparametric Specification Testing
    • Ellison, G. and S. Ellison (2000), "ASimple Framework for Nonparametric Specification Testing," Journal of Econometrics, 96, 1-23.
    • (2000) Journal of Econometrics , vol.96 , pp. 1-23
    • Ellison, G.1    Ellison, S.2
  • 56
    • 0012728334 scopus 로고
    • Nonparametric Hypothesis Testing Procedures and Applications to Demand Analysis
    • Epstein, L. and A. Yatchew (1985), "Nonparametric Hypothesis Testing Procedures and Applications to Demand Analysis," Journal of Econometrics, 30, 150-169.
    • (1985) Journal of Econometrics , vol.30 , pp. 150-169
    • Epstein, L.1    Yatchew, A.2
  • 58
    • 21144482103 scopus 로고
    • Testing Goodness-of-Fit in Regression via Order Selection Criteria
    • Eubank, R. and J. Hart (1992), "Testing Goodness-of-Fit in Regression via Order Selection Criteria," Annals of Statistics, 20, 1412-1425.
    • (1992) Annals of Statistics , vol.20 , pp. 1412-1425
    • Eubank, R.1    Hart, J.2
  • 60
    • 84950450933 scopus 로고
    • Testing the Goodness of Fit of a Linear Model via Nonparametric Regression Techniques
    • Eubank, R. and C. H. Spiegelman (1990), "Testing the Goodness of Fit of a Linear Model via Nonparametric Regression Techniques," Journal of the American Statistical Association, 85, 387-392.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 387-392
    • Eubank, R.1    Spiegelman, C.H.2
  • 65
    • 0030353969 scopus 로고    scopus 로고
    • Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
    • Fan, Y. and Q. Li (1996), "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica, 64, 865-890.
    • (1996) Econometrica , vol.64 , pp. 865-890
    • Fan, Y.1    Li, Q.2
  • 66
    • 0021477545 scopus 로고
    • The Monotone Smoothing of Scatterplots
    • Friedman, J. and R. Tibshirani (1984), "The Monotone Smoothing of Scatterplots," Technometrics, 26, 243-250.
    • (1984) Technometrics , vol.26 , pp. 243-250
    • Friedman, J.1    Tibshirani, R.2
  • 67
    • 0345782236 scopus 로고
    • Unbiased Determination of Production Technologies
    • Gallant, R. (1981), "Unbiased Determination of Production Technologies," Journal of Econometrics, 20, 285-323.
    • (1981) Journal of Econometrics , vol.20 , pp. 285-323
    • Gallant, R.1
  • 68
    • 0037578455 scopus 로고    scopus 로고
    • Tests for Monotonicity of a Regression Mean with Guaranteed Level
    • Gijbels, I., P. Hall, M. C. Jones, and I. Koch (2000), "Tests for Monotonicity of a Regression Mean with Guaranteed Level," Biometrika, 87, 663-673.
    • (2000) Biometrika , vol.87 , pp. 663-673
    • Gijbels, I.1    Hall, P.2    Jones, M.C.3    Koch, I.4
  • 71
    • 33744790321 scopus 로고
    • A Consistent Specification Test for Nonparametric Estimation of Regression Function Models
    • Gozalo, P. (1993), "A Consistent Specification Test for Nonparametric Estimation of Regression Function Models," Econometric Theory, 9, 451-477.
    • (1993) Econometric Theory , vol.9 , pp. 451-477
    • Gozalo, P.1
  • 72
    • 0031292977 scopus 로고    scopus 로고
    • Nonparametric Bootstrap Analysis with Applications to Demographic Effects in Demand Functions
    • Gozalo, P. (1997), "Nonparametric Bootstrap Analysis with Applications to Demographic Effects in Demand Functions," Journal of Econometrics, 81, 357-393.
    • (1997) Journal of Econometrics , vol.81 , pp. 357-393
    • Gozalo, P.1
  • 73
    • 0038441190 scopus 로고    scopus 로고
    • Testing Additivity in Generalized Nonparametric Regression Models
    • Gozalo, P. and O. Linton (2001), "Testing Additivity in Generalized Nonparametric Regression Models," Journal of Econometrics, 104, 1-48.
    • (2001) Journal of Econometrics , vol.104 , pp. 1-48
    • Gozalo, P.1    Linton, O.2
  • 75
    • 0004296209 scopus 로고    scopus 로고
    • 4th ed, Englewood Cliffs, NJ: Prentice Hall
    • Greene, W. (2000), Econometric Analysis, 4th ed, Englewood Cliffs, NJ: Prentice Hall.
    • (2000) Econometric Analysis
    • Greene, W.1
  • 76
    • 0035528158 scopus 로고    scopus 로고
    • Estimation of a Convex Function: Characterizations and Asymptotic Theory
    • Groeneboom, P., G. Jongbloed, and J. A. Wellner (2001), "Estimation of a Convex Function: Characterizations and Asymptotic Theory," Annals of Statistics, 29, 1653-1698.
    • (2001) Annals of Statistics , vol.29 , pp. 1653-1698
    • Groeneboom, P.1    Jongbloed, G.2    Wellner, J.A.3
  • 77
    • 0001872520 scopus 로고
    • Central Limit Theorem for Integrated Square Error of Multivariate Nonparametric Density Estimators
    • Hall, P. (1984), "Central Limit Theorem for Integrated Square Error of Multivariate Nonparametric Density Estimators," Journal of Multivariate Analysis, 14, 1-16.
    • (1984) Journal of Multivariate Analysis , vol.14 , pp. 1-16
    • Hall, P.1
  • 79
    • 70350097893 scopus 로고
    • Methodology and Theory for the Bootstrap
    • R. Engle and D. McFadden (eds.), Vol. IV, Amsterdam: North Holland
    • Hall, P. (1994), "Methodology and Theory for the Bootstrap," in R. Engle and D. McFadden (eds.), The Handbook of Econometrics, Vol. IV, Amsterdam: North Holland, 2342-2381.
    • (1994) The Handbook of Econometrics , pp. 2342-2381
    • Hall, P.1
  • 80
    • 3242755608 scopus 로고
    • Bootstrap Test for Difference Between Means in Nonparametric Regression
    • Hall, P. and J. D. Hart (1990), "Bootstrap Test for Difference Between Means in Nonparametric Regression," Journal of the American Statistical Association, 85, 1039-1049.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 1039-1049
    • Hall, P.1    Hart, J.D.2
  • 81
    • 0034398035 scopus 로고    scopus 로고
    • Testing for Monotonicity of a Regression Mean by Calibrating for Linear Functions
    • Hall, P. and N. Heckman (2000), "Testing for Monotonicity of a Regression Mean by Calibrating for Linear Functions," Annals of Statistics, 28, 20-39.
    • (2000) Annals of Statistics , vol.28 , pp. 20-39
    • Hall, P.1    Heckman, N.2
  • 82
    • 0035539846 scopus 로고    scopus 로고
    • Nonparametric Kernel Regression Subject to Monotonicity Constraints
    • Hall, P. and L. Huang (2001), "Nonparametric Kernel Regression Subject to Monotonicity Constraints," Annals of Statistics, 29, 624-647.
    • (2001) Annals of Statistics , vol.29 , pp. 624-647
    • Hall, P.1    Huang, L.2
  • 84
    • 77956889318 scopus 로고
    • Asymptotically Optimal Difference-Based Estimation of Variance in Nonparametric Regression
    • Hall, P., J. Kay, and D. Titterington (1990), "Asymptotically Optimal Difference-Based Estimation of Variance in Nonparametric Regression," Biometrika, 77, 521-528.
    • (1990) Biometrika , vol.77 , pp. 521-528
    • Hall, P.1    Kay, J.2    Titterington, D.3
  • 85
    • 0003428336 scopus 로고
    • Econometric Society Monograph Series, 19, Cambridge University Press
    • Härdle, W. (1990), Applied Nonparametric Regression, Econometric Society Monograph Series, 19, Cambridge University Press.
    • (1990) Applied Nonparametric Regression
    • Härdle, W.1
  • 86
    • 70350118386 scopus 로고
    • Applied Nonparametric Methods
    • R. Engle and D. McFadden (eds.), Vol. IV, Amsterdam: North Holland
    • Härdle, W. and O. Linton (1994), "Applied Nonparametric Methods," in R. Engle and D. McFadden (eds.), The Handbook of Econometrics, Vol. IV, Amsterdam: North Holland, 2297-2334.
    • (1994) The Handbook of Econometrics , pp. 2297-2334
    • Härdle, W.1    Linton, O.2
  • 87
    • 21344496537 scopus 로고
    • Comparing Nonparametric versus Parametric Regression Fits
    • Härdle, W. and E. Mammen (1993), "Comparing Nonparametric versus Parametric Regression Fits," Annals of Statistics, 21, 1926-1947.
    • (1993) Annals of Statistics , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 88
    • 0000402476 scopus 로고
    • Optimal Bandwidth Selection in Nonparametric Regression Estimation
    • Härdle, W. and J. Marron (1985), "Optimal Bandwidth Selection in Nonparametric Regression Estimation," Annals of Statistics, 13, 1465-1481.
    • (1985) Annals of Statistics , vol.13 , pp. 1465-1481
    • Härdle, W.1    Marron, J.2
  • 89
    • 0001864592 scopus 로고
    • Semiparametric Comparison of Regression Curves
    • Härdle, W. and J. Marron (1990), "Semiparametric Comparison of Regression Curves," Annals of Statistics, 18, 63-89.
    • (1990) Annals of Statistics , vol.18 , pp. 63-89
    • Härdle, W.1    Marron, J.2
  • 90
    • 0002470428 scopus 로고
    • Investigating Smooth Multiple Regression by the Method of Average Derivatives
    • Härdle, W. and T. Stoker (1989), "Investigating Smooth Multiple Regression by the Method of Average Derivatives," Journal of the American Statistical Association, 84, 986-995.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 986-995
    • Härdle, W.1    Stoker, T.2
  • 91
    • 38249003714 scopus 로고
    • How Sensitive Are Average Derivatives?
    • Härdle, W. and A. Tsybakov (1993), "How Sensitive Are Average Derivatives?" Journal of Econometrics, 58, 31-48.
    • (1993) Journal of Econometrics , vol.58 , pp. 31-48
    • Härdle, W.1    Tsybakov, A.2
  • 92
    • 84909719647 scopus 로고
    • How Far Are Automatically Chosen Regression Smoothing Parameters from Their Optimum?
    • (with discussion)
    • Härdle, W., P. Hall, and J. Marron (1988), "How Far Are Automatically Chosen Regression Smoothing Parameters from Their Optimum?" Journal of the American Statistical Association, 83, 86-99 (with discussion).
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 86-99
    • Härdle, W.1    Hall, P.2    Marron, J.3
  • 93
    • 21144469983 scopus 로고
    • Optimal Smoothing in Single Index Models
    • Härdle, W., P. Hall, and H. Ichimura (1993), "Optimal Smoothing in Single Index Models," Annals of Statistics, 21, 157-178.
    • (1993) Annals of Statistics , vol.21 , pp. 157-178
    • Härdle, W.1    Hall, P.2    Ichimura, H.3
  • 101
    • 0000250716 scopus 로고
    • Specification Tests in Econometrics
    • Hausman, J. (1978), "Specification Tests in Econometrics," Econometrica, 46, 1251-1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.1
  • 102
    • 0029183962 scopus 로고
    • Nonparametric Estimation of Exact Consumer Surplus and Deadweight Loss
    • Hausman, J. and W. Newey (1995), "Nonparametric Estimation of Exact Consumer Surplus and Deadweight Loss," Econometrica, 63, 1445-1476.
    • (1995) Econometrica , vol.63 , pp. 1445-1476
    • Hausman, J.1    Newey, W.2
  • 103
    • 0345815064 scopus 로고
    • unpublished Ph.D. dissertation, University of Toronto
    • Ho, M. (1995), Essays on the Housing Market, unpublished Ph.D. dissertation, University of Toronto.
    • (1995) Essays on the Housing Market
    • Ho, M.1
  • 104
    • 0001744704 scopus 로고
    • A Class of Statistics with Asymptotically Normal Distribution
    • Hoeffding, W. (1948), "A Class of Statistics with Asymptotically Normal Distribution," Annals of Mathematical Statistics, 19, 293-325.
    • (1948) Annals of Mathematical Statistics , vol.19 , pp. 293-325
    • Hoeffding, W.1
  • 105
    • 84884368028 scopus 로고
    • Testing for Endogeneity in a Limited Information Framework
    • No. 8204, Universite de Lausanne
    • Holly, A. and D. Sargan (1982), "Testing for Endogeneity in a Limited Information Framework," Cahiers de Recherches Economiques, No. 8204, Universite de Lausanne.
    • (1982) Cahiers de Recherches Economiques
    • Holly, A.1    Sargan, D.2
  • 106
    • 0029423775 scopus 로고
    • Consistent Specification Testing via Nonparametric Series Regression
    • Hong, Y. and H. White (1995), "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, 63, 1133-1160.
    • (1995) Econometrica , vol.63 , pp. 1133-1160
    • Hong, Y.1    White, H.2
  • 107
    • 0000083295 scopus 로고    scopus 로고
    • Bootstrap Methods in Econometrics: Theory and Numerical Performance
    • D. M. Kreps and K. F. Wallis (eds.), Seventh World Congress, Ch. 7, Cambridge University Press, V
    • Horowitz, J. (1997), "Bootstrap Methods in Econometrics: Theory and Numerical Performance," in D. M. Kreps and K. F. Wallis (eds.), Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress, Vol. 3, Ch. 7, Cambridge University Press, V.
    • (1997) Advances in Economics and Econometrics: Theory and Applications , vol.3
    • Horowitz, J.1
  • 109
    • 70350120268 scopus 로고    scopus 로고
    • The Bootstrap
    • J. Heckman and E. Leamer (eds.), Vol. 5, Ch. 52
    • Horowitz, J. (2001), "The Bootstrap," in J. Heckman and E. Leamer (eds.), Handbook of Econometrics, Vol. 5, Ch. 52, 3159-3228.
    • (2001) Handbook of Econometrics , pp. 3159-3228
    • Horowitz, J.1
  • 110
    • 84974231669 scopus 로고
    • Testing a Parametric Model Against a Semiparametric Alternative
    • Horowitz, J. and W. Härdle (1994), "Testing a Parametric Model Against a Semiparametric Alternative," Econometric Theory, 10, 821-848.
    • (1994) Econometric Theory , vol.10 , pp. 821-848
    • Horowitz, J.1    Härdle, W.2
  • 111
    • 0041708566 scopus 로고    scopus 로고
    • Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
    • Horowitz, J. and W. Härdle (1996), "Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates," Journal of the American Statistical Association, 91, 1632-1640.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 1632-1640
    • Horowitz, J.1    Härdle, W.2
  • 112
    • 0034991055 scopus 로고    scopus 로고
    • An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
    • Horowitz, J. and V. Spokoiny (2001), "An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative," Econometrica, 69, 599-631.
    • (2001) Econometrica , vol.69 , pp. 599-631
    • Horowitz, J.1    Spokoiny, V.2
  • 113
    • 0035539851 scopus 로고    scopus 로고
    • Direct Estimation of the Index Coefficient in a Single Index Model
    • Hristache, M., A. Juditsky, and V. Spokoiny (2001), "Direct Estimation of the Index Coefficient in a Single Index Model," Annals of Statistics, 29, 595-623.
    • (2001) Annals of Statistics , vol.29 , pp. 595-623
    • Hristache, M.1    Juditsky, A.2    Spokoiny, V.3
  • 114
    • 0003187405 scopus 로고
    • Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models
    • Ichimura, H. (1993), "Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models," Journal of Econometrics, 58, 71-120.
    • (1993) Journal of Econometrics , vol.58 , pp. 71-120
    • Ichimura, H.1
  • 115
    • 0036284993 scopus 로고    scopus 로고
    • On Nonparametric Tests of Positivity/Monotonicity/Convexity
    • Juditsky, A. and A. Nemirovski (2002), "On Nonparametric Tests of Positivity/Monotonicity/Convexity," Annals of Statistics, 30, 498-527.
    • (2002) Annals of Statistics , vol.30 , pp. 498-527
    • Juditsky, A.1    Nemirovski, A.2
  • 116
    • 0025677551 scopus 로고
    • Monotone Smoothing with Application to Dose-Response Curves and the Assessment of Synergism
    • Kelly, C. and J. Rice (1990), "Monotone Smoothing with Application to Dose-Response Curves and the Assessment of Synergism," Biometrics, 46, 1071-1085.
    • (1990) Biometrics , vol.46 , pp. 1071-1085
    • Kelly, C.1    Rice, J.2
  • 117
    • 0000839856 scopus 로고
    • Testing the Equality of Regression Curves Using Linear Smoothers
    • King, E., J. D. Hart, and T. E.Wehrly (1991), "Testing the Equality of Regression Curves Using Linear Smoothers," Statistics and Probability Letters, 12, 239-247.
    • (1991) Statistics and Probability Letters , vol.12 , pp. 239-247
    • King, E.1    Hart, J.D.2    Wehrly, T.E.3
  • 118
    • 0001488581 scopus 로고
    • An Efficient Semiparametric Estimator for Binary Response Models
    • Klein, R. and R. Spady (1993), "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, 61, 387-422.
    • (1993) Econometrica , vol.61 , pp. 387-422
    • Klein, R.1    Spady, R.2
  • 119
    • 0031574573 scopus 로고    scopus 로고
    • Testing for the Equality of Two Nonparametric Regression Curves
    • Koul, H. L. and A. Schick (1997), "Testing for the Equality of Two Nonparametric Regression Curves," Journal of Statistical Planning and Inference, 65, 293-314.
    • (1997) Journal of Statistical Planning and Inference , vol.65 , pp. 293-314
    • Koul, H.L.1    Schick, A.2
  • 122
    • 0031496493 scopus 로고    scopus 로고
    • Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
    • Kulasekera, K. B. and J. Wang (1997), "Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves," Journal of the American Statistical Association, 92, 500-511.
    • (1997) Journal of the American Statistical Association , vol.92 , pp. 500-511
    • Kulasekera, K.B.1    Wang, J.2
  • 123
    • 0347573331 scopus 로고    scopus 로고
    • An Equality Test Across Nonparametric Regressions
    • Lavergne, P. (2001), "An Equality Test Across Nonparametric Regressions," Journal of Econometrics, 103, 307-344.
    • (2001) Journal of Econometrics , vol.103 , pp. 307-344
    • Lavergne, P.1
  • 124
    • 0034401133 scopus 로고    scopus 로고
    • Nonparametric Significance Testing
    • Lavergne, P. and Q. Vuong (2000), "Nonparametric Significance Testing," Econometric Theory, 16, 576-601.
    • (2000) Econometric Theory , vol.16 , pp. 576-601
    • Lavergne, P.1    Vuong, Q.2
  • 128
    • 38249005745 scopus 로고
    • Household Equivalence Scales and Welfare Comparisons
    • Lewbel, A. (1989), "Household Equivalence Scales and Welfare Comparisons," Journal of Public Economics, 39, 377-391.
    • (1989) Journal of Public Economics , vol.39 , pp. 377-391
    • Lewbel, A.1
  • 129
    • 0040525867 scopus 로고
    • Consistent Nonparametric Hypothesis Tests with an Application to Slutsky Symmetry
    • Lewbel, A. (1995), "Consistent Nonparametric Hypothesis Tests with an Application to Slutsky Symmetry," Journal of Econometrics, 67, 379-401.
    • (1995) Journal of Econometrics , vol.67 , pp. 379-401
    • Lewbel, A.1
  • 130
    • 0142045281 scopus 로고    scopus 로고
    • Consumer Demand Systems and Household Equivalence Scales
    • M. H. Pesaran and P. Schmidt (eds.), Oxford: Blackwell Handbooks in Economics
    • Lewbel, A. (1997), "Consumer Demand Systems and Household Equivalence Scales," in M. H. Pesaran and P. Schmidt (eds.), Handbook of Applied Econometrics, Volume II: Microeconomics, Oxford: Blackwell Handbooks in Economics, 166-201.
    • (1997) Handbook of Applied Econometrics, Volume II: Microeconomics , pp. 166-201
    • Lewbel, A.1
  • 131
    • 0000920235 scopus 로고    scopus 로고
    • Semiparametric Qualitative Response Model Estimation with Unknown Hereoscedasticity or Instrumental Variables
    • Lewbel, A. (2000), "Semiparametric Qualitative Response Model Estimation with Unknown Hereoscedasticity or Instrumental Variables," Journal of Econometrics, 97, 145-177.
    • (2000) Journal of Econometrics , vol.97 , pp. 145-177
    • Lewbel, A.1
  • 132
    • 0001182369 scopus 로고
    • Asymptotic Optimality of CL and Generalized Cross-Validation in Ridge Regression with Application to Spline Smoothing
    • Li, K. (1986), "Asymptotic Optimality of CL and Generalized Cross-Validation in Ridge Regression with Application to Spline Smoothing," Annals of Statistics, 14, 1101-1112.
    • (1986) Annals of Statistics , vol.14 , pp. 1101-1112
    • Li, K.1
  • 133
    • 0001462696 scopus 로고
    • Asymptotic Optimality for CP, CL, Cross-Validation and Generalized Cross-Validation: Discrete Index Set
    • Li, K. (1987), "Asymptotic Optimality for CP, CL, Cross-Validation and Generalized Cross-Validation: Discrete Index Set," Annals of Statistics, 15, 958-975.
    • (1987) Annals of Statistics , vol.15 , pp. 958-975
    • Li, K.1
  • 135
    • 0346937817 scopus 로고    scopus 로고
    • A Simple Consistent Bootstrap Test for a Parametric Regression Function
    • Li, Q. and S. Wang (1998), "A Simple Consistent Bootstrap Test for a Parametric Regression Function," Journal of Econometrics, 87, 145-165.
    • (1998) Journal of Econometrics , vol.87 , pp. 145-165
    • Li, Q.1    Wang, S.2
  • 136
    • 0346446326 scopus 로고
    • Estimation in Semiparametric Models: A Review
    • G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan (eds.), Oxford: Blackwell
    • Linton, O. (1995a), "Estimation in Semiparametric Models: A Review," in G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan (eds.), Advances in Econometrics and Quantitative Economics, Essays in Honor of Professor C. R. Rao, Oxford: Blackwell, 146-171.
    • (1995) Advances in Econometrics and Quantitative Economics, Essays in Honor of Professor C. R. Rao , pp. 146-171
    • Linton, O.1
  • 137
    • 0029427071 scopus 로고
    • Second-Order Approximation in the Partially Linear Regression Model
    • Linton, O. (1995b), "Second-Order Approximation in the Partially Linear Regression Model," Econometrica, 63, 1079-1112.
    • (1995) Econometrica , vol.63 , pp. 1079-1112
    • Linton, O.1
  • 138
    • 0001704005 scopus 로고    scopus 로고
    • Efficient Estimation of Additive Nonparametric Regression Models
    • Linton, O. (1997), "Efficient Estimation of Additive Nonparametric Regression Models," Biometrika, 84, 469-474.
    • (1997) Biometrika , vol.84 , pp. 469-474
    • Linton, O.1
  • 139
    • 0034373699 scopus 로고    scopus 로고
    • Efficient Estimation of Generalized Additive Nonparametric Regression Models
    • Linton, O. (2000), "Efficient Estimation of Generalized Additive Nonparametric Regression Models," Econometric Theory, 16, 502-523.
    • (2000) Econometric Theory , vol.16 , pp. 502-523
    • Linton, O.1
  • 140
    • 77956888636 scopus 로고
    • A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration
    • Linton, O. and J. Nielsen (1995), "A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration," Biometrika, 82, 93-100.
    • (1995) Biometrika , vol.82 , pp. 93-100
    • Linton, O.1    Nielsen, J.2
  • 141
    • 0033233743 scopus 로고    scopus 로고
    • The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions
    • Linton, O., E. Mammen, and J. Nielsen (1999), "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," Annals of Statistics, 27, 1443-1490.
    • (1999) Annals of Statistics , vol.27 , pp. 1443-1490
    • Linton, O.1    Mammen, E.2    Nielsen, J.3
  • 142
    • 0000698850 scopus 로고
    • Model Specification Tests and Artificial Regressions
    • MacKinnon, J. (1992), "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, 30, 102-146.
    • (1992) Journal of Economic Literature , vol.30 , pp. 102-146
    • McKinnon, J.1
  • 143
    • 0001354703 scopus 로고
    • Estimating a Smooth Monotone Regression Function
    • Mammen, E. (1991), "Estimating a Smooth Monotone Regression Function," Annals of Statistics, 19, 724-740.
    • (1991) Annals of Statistics , vol.19 , pp. 724-740
    • Mammen, E.1
  • 146
    • 0031508286 scopus 로고    scopus 로고
    • Penalized Quasi-Likelihood Estimation in Partial Linear Models
    • Mammen, E. and S. Van de Geer (1997), "Penalized Quasi-Likelihood Estimation in Partial Linear Models," Annals of Statistics, 25, 1014-1035.
    • (1997) Annals of Statistics , vol.25 , pp. 1014-1035
    • Mammen, E.1    Van de Geer, S.2
  • 147
    • 70350102802 scopus 로고
    • Restrictions of Economic Theory in Nonparametric Methods
    • R. Engle and D. McFadden (eds.), Vol. IV, Amsterdam: North Holland
    • Matzkin, R. (1994), "Restrictions of Economic Theory in Nonparametric Methods," in R. Engle and D. McFadden (eds.), The Handbook of Econometrics, Vol. IV, Amsterdam: North Holland, 2524-2559.
    • (1994) The Handbook of Econometrics , pp. 2524-2559
    • Matzkin, R.1
  • 148
    • 0000964674 scopus 로고
    • Dependent Central Limit Theorems and Invariance Principles
    • McLeish, D. L. (1974), "Dependent Central Limit Theorems and Invariance Principles," Annals of Statistics, 2, 620-628.
    • (1974) Annals of Statistics , vol.2 , pp. 620-628
    • McLeish, D.L.1
  • 149
    • 0000290116 scopus 로고
    • Monotone Nonparametric Regression
    • Mukarjee, H. (1988), "Monotone Nonparametric Regression," Annals of Statistics, 16, 741-750.
    • (1988) Annals of Statistics , vol.16 , pp. 741-750
    • Mukarjee, H.1
  • 150
    • 54049083751 scopus 로고
    • Feasible Nonparametric Estimation of Multiargument Monotone Functions
    • Mukarjee, H. and S. Stern (1994), "Feasible Nonparametric Estimation of Multiargument Monotone Functions," Journal of the American Statistical Association, 89, 77-80.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 77-80
    • Mukarjee, H.1    Stern, S.2
  • 151
    • 0032235630 scopus 로고    scopus 로고
    • Nonparametric Comparison of Several Regression Functions: Exact and Asymptotic Theory
    • Munk, A. and H. Dette (1998), "Nonparametric Comparison of Several Regression Functions: Exact and Asymptotic Theory," Annals of Statistics, 26, 2339-2368.
    • (1998) Annals of Statistics , vol.26 , pp. 2339-2368
    • Munk, A.1    Dette, H.2
  • 153
    • 0000133467 scopus 로고
    • The Asymptotic Variance of Semiparametric Estimators
    • Newey, W. (1994a), "The Asymptotic Variance of Semiparametric Estimators," Econometrica, 62, 1349-1382.
    • (1994) Econometrica , vol.62 , pp. 1349-1382
    • Newey, W.1
  • 154
    • 21344489560 scopus 로고
    • Kernel Estimation of Partial Sums
    • Newey, W. (1994b), "Kernel Estimation of Partial Sums," Econometric Theory, 10, 233-253.
    • (1994) Econometric Theory , vol.10 , pp. 233-253
    • Newey, W.1
  • 155
    • 0000706085 scopus 로고
    • A Simple Positive Semi-definite Heteroskedasticity and Autocorrelation-Consistent Covariance Matrix
    • Newey, W. and K. West (1987), "A Simple Positive Semi-definite Heteroskedasticity and Autocorrelation-Consistent Covariance Matrix," Econometrica, 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2
  • 156
    • 0000016616 scopus 로고    scopus 로고
    • Nonparametric Estimation of Triangular Simultaneous Equations Models
    • Newey, W., J. Powell, and F. Vella (1999), "Nonparametric Estimation of Triangular Simultaneous Equations Models," Econometrica, 67, 565-603.
    • (1999) Econometrica , vol.67 , pp. 565-603
    • Newey, W.1    Powell, J.2    Vella, F.3
  • 158
    • 0002266181 scopus 로고    scopus 로고
    • Semiparametric Estimates and Tests of Base-Independent Equivalence Scales
    • Pendakur, K. (1999), "Semiparametric Estimates and Tests of Base-Independent Equivalence Scales," Journal of Econometrics, 88, 1-40.
    • (1999) Journal of Econometrics , vol.88 , pp. 1-40
    • Pendakur, K.1
  • 160
    • 0012899499 scopus 로고
    • Pooling Nonparametric Estimates of Regression Functions with Similar Shape
    • G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan (eds.), Oxford: Blackwell
    • Pinkse, C. and P. Robinson (1995), "Pooling Nonparametric Estimates of Regression Functions with Similar Shape," in G. S. Maddala, P. C. B. Phillips, and T. N. Srinivasan (eds.), Advances in Econometrics and Quantitative Economics, Oxford: Blackwell, 172-197.
    • (1995) Advances in Econometrics and Quantitative Economics , pp. 172-197
    • Pinkse, C.1    Robinson, P.2
  • 162
    • 0003977067 scopus 로고
    • working paper 8704, Social Systems Research Institute of Wisconsin, University of Wisconsin, Madison
    • Powell, J. (1987), "Semiparametric Estimation of Bivariate Latent Variable Models," working paper 8704, Social Systems Research Institute of Wisconsin, University of Wisconsin, Madison.
    • (1987) Semiparametric Estimation of Bivariate Latent Variable Models
    • Powell, J.1
  • 163
    • 34250369101 scopus 로고
    • Estimation of Semiparametric Models
    • R. Engle and D. McFadden (eds.), Vol. IV, Amsterdam: North Holland
    • Powell, J. (1994), "Estimation of Semiparametric Models," in R. Engle and D. McFadden (eds.), The Handbook of Econometrics, Vol. IV, Amsterdam: North Holland, 2444-2523.
    • (1994) The Handbook of Econometrics , pp. 2444-2523
    • Powell, J.1
  • 164
    • 0001099098 scopus 로고
    • Semiparametric Estimation of Index Coefficients
    • Powell, J., J. Stock, and T. Stoker (1989), "Semiparametric Estimation of Index Coefficients," Econometrica, 57, 1403-1430.
    • (1989) Econometrica , vol.57 , pp. 1403-1430
    • Powell, J.1    Stock, J.2    Stoker, T.3
  • 165
    • 0031478977 scopus 로고    scopus 로고
    • Consistent Significance Testing for Nonparametric Regression
    • Racine, J. (1997), "Consistent Significance Testing for Nonparametric Regression," Journal of Business and Economic Statistics, 15, 369-378.
    • (1997) Journal of Business and Economic Statistics , vol.15 , pp. 369-378
    • Racine, J.1
  • 166
    • 84972507631 scopus 로고
    • Monotone Regression Splines in Action
    • Ramsay, J. (1988), "Monotone Regression Splines in Action," Statistical Science, 3, 425-461.
    • (1988) Statistical Science , vol.3 , pp. 425-461
    • Ramsay, J.1
  • 168
    • 0000006440 scopus 로고
    • Bandwidth Choice for Nonparametric Regression
    • Rice, J. (1984), "Bandwidth Choice for Nonparametric Regression," Annals of Statistics, 12, 1215-1230.
    • (1984) Annals of Statistics , vol.12 , pp. 1215-1230
    • Rice, J.1
  • 169
    • 0000196746 scopus 로고
    • Convergence Rates for Partially Splined Models
    • Rice, J. (1986), "Convergence Rates for Partially Splined Models," Statistics and Probability Letters, 4, 203-208.
    • (1986) Statistics and Probability Letters , vol.4 , pp. 203-208
    • Rice, J.1
  • 172
    • 0000218602 scopus 로고
    • Root-N-Consistent Semiparametric Regression
    • Robinson, P. (1988), "Root-N-Consistent Semiparametric Regression," Econometrica, 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.1
  • 173
    • 0000151114 scopus 로고
    • Nonparametric Tests of the Monotony and Convexity of Regression
    • B. V. Gnedenko, M. L. Puri, and I. Vincze (eds.), Vol. 2, Amsterdam: North Holland
    • Schlee, W. (1982), "Nonparametric Tests of the Monotony and Convexity of Regression," in B. V. Gnedenko, M. L. Puri, and I. Vincze (eds.), Nonparametric Statistical Inference, Vol. 2, Amsterdam: North Holland, 823-836.
    • (1982) Nonparametric Statistical Inference , pp. 823-836
    • Schlee, W.1
  • 174
    • 0000810315 scopus 로고    scopus 로고
    • Household Gasoline Demand in the United States
    • Schmalensee, R. and T. Stoker (1999), "Household Gasoline Demand in the United States," Econometrica, 67, 645-662.
    • (1999) Econometrica , vol.67 , pp. 645-662
    • Schmalensee, R.1    Stoker, T.2
  • 177
    • 0001527882 scopus 로고
    • Nonparametric Estimation of Residual Variance Revisited
    • Seifert, B., T. Gasser, and A. Wolf (1993), "Nonparametric Estimation of Residual Variance Revisited," Biometrika, 80, 373-383.
    • (1993) Biometrika , vol.80 , pp. 373-383
    • Seifert, B.1    Gasser, T.2    Wolf, A.3
  • 183
    • 0036004262 scopus 로고    scopus 로고
    • Nonparametric Estimation and Testing of Interaction in Additive Models
    • Sperlich, S., D. Tjostheim, and L. Yang (1999), "Nonparametric Estimation and Testing of Interaction in Additive Models," Econometric Theory, 18, 197-251.
    • (1999) Econometric Theory , vol.18 , pp. 197-251
    • Sperlich, S.1    Tjostheim, D.2    Yang, L.3
  • 184
    • 13544272219 scopus 로고    scopus 로고
    • A Consistent Model Specification Test for a Regression Function Based on Nonparametric Wavelet Estimation
    • Stengos, T. and Y. Sun (2001), "A Consistent Model Specification Test for a Regression Function Based on Nonparametric Wavelet Estimation," Econometric Reviews, 20, 41-60.
    • (2001) Econometric Reviews , vol.20 , pp. 41-60
    • Stengos, T.1    Sun, Y.2
  • 185
    • 0000695077 scopus 로고
    • Consistent Estimation of Scaled Coefficients
    • Stoker, T. (1986), "Consistent Estimation of Scaled Coefficients," Econometrica, 54, 1461-1481.
    • (1986) Econometrica , vol.54 , pp. 1461-1481
    • Stoker, T.1
  • 187
    • 0000439527 scopus 로고
    • Optimal Rates of Convergence for Nonparametric Estimators
    • Stone, C. (1980), "Optimal Rates of Convergence for Nonparametric Estimators," Annals of Statistics, 8, 1348-1360.
    • (1980) Annals of Statistics , vol.8 , pp. 1348-1360
    • Stone, C.1
  • 188
    • 0000439527 scopus 로고
    • Optimal Global Rates of Convergence for Nonparametric Regression
    • Stone, C. (1982), "Optimal Global Rates of Convergence for Nonparametric Regression," Annals of Statistics, 10, 1040-1053.
    • (1982) Annals of Statistics , vol.10 , pp. 1040-1053
    • Stone, C.1
  • 189
    • 0001227575 scopus 로고
    • Additive Regression and Other Nonparametric Models
    • Stone, C. (1985), "Additive Regression and Other Nonparametric Models," Annals of Statistics, 13, 689-705.
    • (1985) Annals of Statistics , vol.13 , pp. 689-705
    • Stone, C.1
  • 190
    • 0001719983 scopus 로고
    • The Dimensionality Reduction Principle for Generalized Additive Models
    • Stone, C. (1986), "The Dimensionality Reduction Principle for Generalized Additive Models," Annals of Statistics, 14, 590-606.
    • (1986) Annals of Statistics , vol.14 , pp. 590-606
    • Stone, C.1
  • 191
    • 0009958101 scopus 로고
    • Nonparametric Estimation and Hypothesis Testing in Econometric Models
    • Ullah, A. (1988), "Nonparametric Estimation and Hypothesis Testing in Econometric Models," Empirical Economics, 13, 223-249.
    • (1988) Empirical Economics , vol.13 , pp. 223-249
    • Ullah, A.1
  • 192
    • 0002970892 scopus 로고
    • Smoothing Noisy Data under Monotonicity Constraints: Existence, Characterization and Convergence Rates
    • Utreras, F. (1984), "Smoothing Noisy Data under Monotonicity Constraints: Existence, Characterization and Convergence Rates," Numerische Mathematik, 47, 611-625.
    • (1984) Numerische Mathematik , vol.47 , pp. 611-625
    • Utreras, F.1
  • 193
    • 0000709835 scopus 로고
    • Estimating a Regression Function
    • Van de Geer, S. (1990), "Estimating a Regression Function," Annals of Statistics, 18, 907-924.
    • (1990) Annals of Statistics , vol.18 , pp. 907-924
    • Van de Geer, S.1
  • 194
    • 77956787473 scopus 로고    scopus 로고
    • The Cost of Children and the Use of Demographic Variables in Consumer Demand
    • M. R. Rozenzweig and O. Stark (eds.), Vol. 1A, Amsterdam: Elsevier Science, North Holland
    • Van Praag, B. M. S. and M. F. Warnaar (1997), "The Cost of Children and the Use of Demographic Variables in Consumer Demand," in M. R. Rozenzweig and O. Stark (eds.), Handbook of Population and Family Economics, Vol. 1A, Amsterdam: Elsevier Science, North Holland, 241-273.
    • (1997) Handbook of Population and Family Economics , pp. 241-273
    • Van Praag, B.M.S.1    Warnaar, M.F.2
  • 195
    • 0000520636 scopus 로고
    • Nonparametric Analysis of Optimizing Behaviour with Measurement Error
    • Varian, H. (1985), "Nonparametric Analysis of Optimizing Behaviour with Measurement Error," Journal of Econometrics, 30, 445-458.
    • (1985) Journal of Econometrics , vol.30 , pp. 445-458
    • Varian, H.1
  • 196
    • 0039593731 scopus 로고
    • Goodness of Fit in Optimizing Models
    • Varian, H. (1990), "Goodness of Fit in Optimizing Models," Journal of Econometrics, 46, 141-163.
    • (1990) Journal of Econometrics , vol.46 , pp. 141-163
    • Varian, H.1
  • 199
    • 0000148392 scopus 로고
    • Inequality-Constrained Multivariate Smoothing Splines with Application to the Estimation of Posterior Probabilities
    • Villalobos, M. and G. Wahba (1987), "Inequality-Constrained Multivariate Smoothing Splines with Application to the Estimation of Posterior Probabilities," Journal of the American Statistical Association, 82, 239-248.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 239-248
    • Villalobos, M.1    Wahba, G.2
  • 200
    • 84926094252 scopus 로고
    • CBMS-NSF Regional Conference Series in Applied Mathematics, No. 59, Society for Industrial and Applied Mathematics
    • Wahba, G. (1990), Spline Models for Observational Data, CBMS-NSF Regional Conference Series in Applied Mathematics, No. 59, Society for Industrial and Applied Mathematics.
    • (1990) Spline Models for Observational Data
    • Wahba, G.1
  • 201
    • 0002617598 scopus 로고
    • A Completely Automatic French Curve: Fitting Spline Functions by Cross-Validation
    • Wahba, G. and S.Wold (1975), "A Completely Automatic French Curve: Fitting Spline Functions by Cross-Validation," Communications in Statistics, Series A, 4, 1-17.
    • (1975) Communications in Statistics, Series A , vol.4 , pp. 1-17
    • Wahba, G.1    Wold, S.2
  • 203
    • 0001762424 scopus 로고
    • Smooth Regression Analysis
    • Watson, G. S. (1964), "Smooth Regression Analysis," Sankhya, Series A, 26, 359-372.
    • (1964) Sankhya, Series A , vol.26 , pp. 359-372
    • Watson, G.S.1
  • 204
    • 38249003631 scopus 로고
    • Tests of Specification for Parametric and Semiparametric Models
    • Whang, Y. and D. Andrews (1993), "Tests of Specification for Parametric and Semiparametric Models," Journal of Econometrics, 57, 277-318.
    • (1993) Journal of Econometrics , vol.57 , pp. 277-318
    • Whang, Y.1    Andrews, D.2
  • 205
    • 0000095552 scopus 로고
    • A Heteroskedasticity Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
    • White, H. (1980), "A Heteroskedasticity Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1
  • 207
    • 0000314486 scopus 로고
    • Testing Inequality Constraints in Linear Econometric Models
    • Wolak, F. (1989), "Testing Inequality Constraints in Linear Econometric Models," Journal of Econometrics, 41, 205-235.
    • (1989) Journal of Econometrics , vol.41 , pp. 205-235
    • Wolak, F.1
  • 208
    • 84971946984 scopus 로고
    • A Test for Functional Form Against Nonparametric Alternatives
    • Wooldridge, J. (1992), "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, 8, 452-475.
    • (1992) Econometric Theory , vol.8 , pp. 452-475
    • Wooldridge, J.1
  • 209
    • 0010595737 scopus 로고
    • Isotonic, Convex and Related Splines
    • Wright, I. and E. Wegman (1980), "Isotonic, Convex and Related Splines," Annals of Statistics, 8, 1023-1035.
    • (1980) Annals of Statistics , vol.8 , pp. 1023-1035
    • Wright, I.1    Wegman, E.2
  • 210
    • 0001673027 scopus 로고
    • Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis
    • (with discussion)
    • Wu, C. (1986), "Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis," Annals of Statistics, 14, 1261-1350 (with discussion).
    • (1986) Annals of Statistics , vol.14 , pp. 1261-1350
    • Wu, C.1
  • 211
    • 0004892639 scopus 로고
    • Some Tests of Nonparametric Regressions Models
    • Proceedings of the Third International Symposium in Economic Theory and Econometrics, W. Barnett, E. Berndt, and H. White (eds.), Cambridge: Cambridge University Press
    • Yatchew, A. (1988), "Some Tests of Nonparametric Regressions Models," Dynamic Econometric Modelling, Proceedings of the Third International Symposium in Economic Theory and Econometrics, W. Barnett, E. Berndt, and H. White (eds.), Cambridge: Cambridge University Press, 121-135.
    • (1988) Dynamic Econometric Modelling , pp. 121-135
    • Yatchew, A.1
  • 212
    • 84971904258 scopus 로고
    • Nonparametric Regression Model Tests Based on Least Squares
    • Yatchew, A. (1992), "Nonparametric Regression Model Tests Based on Least Squares," Econometric Theory, 8, 435-451.
    • (1992) Econometric Theory , vol.8 , pp. 435-451
    • Yatchew, A.1
  • 213
    • 0031555187 scopus 로고    scopus 로고
    • An Elementary Estimator of the Partial Linear Model
    • Additional examples contained in Economics Letters 1998, 59, 403-405
    • Yatchew, A. (1997), "An Elementary Estimator of the Partial Linear Model," Economics Letters, 57, 135-143. Additional examples contained in Economics Letters 1998, 59, 403-405.
    • (1997) Economics Letters , vol.57 , pp. 135-143
    • Yatchew, A.1
  • 214
    • 0001715050 scopus 로고    scopus 로고
    • Nonparametric Regression Techniques in Economics
    • Yatchew, A. (1998), "Nonparametric Regression Techniques in Economics," Journal of Economic Literature, XXXVI, 669-721.
    • (1998) Journal of Economic Literature , vol.36 , pp. 669-721
    • Yatchew, A.1
  • 215
    • 0033440254 scopus 로고    scopus 로고
    • An Elementary Nonparametric Differencing Test of Equality of Regression Functions
    • Yatchew, A. (1999), "An Elementary Nonparametric Differencing Test of Equality of Regression Functions," Economics Letters, 62, 271-278.
    • (1999) Economics Letters , vol.62 , pp. 271-278
    • Yatchew, A.1
  • 216
    • 0034394564 scopus 로고    scopus 로고
    • Scale Economies in Electricity Distribution
    • Yatchew, A. (2000), "Scale Economies in Electricity Distribution," Journal of Applied Econometrics, 15, 187-210.
    • (2000) Journal of Applied Econometrics , vol.15 , pp. 187-210
    • Yatchew, A.1
  • 217
    • 0040844865 scopus 로고    scopus 로고
    • Nonparametric Regression and Testing in Economic Models
    • 13, 81-131
    • Yatchew, A. and L. Bos (1997), "Nonparametric Regression and Testing in Economic Models," Journal of Quantitative Economics, 13, 81-131, available at http://www.chass.utoronto.ca/∼yatchew.
    • (1997) Journal of Quantitative Economics
    • Yatchew, A.1    Bos, L.2
  • 219
    • 0242699635 scopus 로고    scopus 로고
    • Household Gasoline Demand in Canada
    • Yatchew, A. and A. No (2001), "Household Gasoline Demand in Canada," Econometrica, 69, 1697-1709.
    • (2001) Econometrica , vol.69 , pp. 1697-1709
    • Yatchew, A.1    No, A.2
  • 221
    • 0037389474 scopus 로고    scopus 로고
    • Efficient Estimation of Semi-parametric Equivalence Scales with Evidence from South Africa
    • 21, 247-257
    • Yatchew, A., Y. Sun, and C. Deri (2003), "Efficient Estimation of Semi-parametric Equivalence Scales with Evidence from South Africa," Journal of Business and Economic Statistics, 21, 247-257. See also www.chass.utoronto.ca/∼yatchew.
    • (2003) Journal of Business and Economic Statistics
    • Yatchew, A.1    Sun, Y.2    Deri, C.3
  • 222
    • 0029150201 scopus 로고
    • Nonparametric Analysis of Covariance
    • Young, S. G. and A. W. Bowman (1995), "Nonparametric Analysis of Covariance," Biometrics, 51, 920-931.
    • (1995) Biometrics , vol.51 , pp. 920-931
    • Young, S.G.1    Bowman, A.W.2
  • 223
    • 0000617856 scopus 로고    scopus 로고
    • A Consistent Test of Functional Form via Nonparametric Estimation Techniques
    • Zheng, J. (1996), "A Consistent Test of Functional Form via Nonparametric Estimation Techniques," Journal of Econometrics, 75, 263-289.
    • (1996) Journal of Econometrics , vol.75 , pp. 263-289
    • Zheng, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.