Details about Jeffrey Scott Racine

Access statistics for papers by Jeffrey Scott Racine.

Last updated 2009-09-11. Update your information in the RePEc Author Service.

Short-id: pra175

Working Papers

2009

1. Nonparametric vs parametric binary choice models: An empirical investigation
   2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association

2008

2. A NONPARAMETRIC TEST FOR EQUALITY OF DISTRIBUTIONS WITH MIXED CATEGORICAL AND CONTINUOUS DATA
   Emory Economics, Department of Economics, Emory University (Atlanta) View citations
   See also Journal Article in Journal of Econometrics (2009)
3. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
   Emory Economics, Department of Economics, Emory University (Atlanta)
   See also Journal Article in Econometric Reviews (2009)
4. The Smooth Colonel Meets the Reverend
   Working Papers, Cornell University, Center for Analytic Economics

2006

5. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
   IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations
   See also Journal Article in Journal of Econometrics (2007)
6. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
   Departmental Working Papers, Southern Methodist University, Department of Economics View citations
   See also Journal Article in Journal of Econometrics (2007)
7. Inference via kernel smoothing of bootstrap P values
   Working Papers, Queen's University, Department of Economics View citations
   See also Journal Article in Computational Statistics & Data Analysis (2007)

2004

8. On the Distributional Effects of Income in an Aggregate Consumption Relation
   Keele Economics Research Papers, Centre for Economic Research, Keele University View citations
   See also Journal Article in Canadian Journal of Economics (2006)
9. Simulation-based Tests that Can Use Any Number of Simulations
   Working Papers, Queen's University, Department of Economics View citations

2003

10. A Robust Entropy-Based Test for Asymmetry
    Departmental Working Papers, Southern Methodist University, Department of Economics

2001

11. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

12. Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1992

13. The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification
    Working Papers, Laval - Recherche en Politique Economique View citations
    See also Journal Article in Canadian Journal of Economics (1995)

1991

14. A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients
    Working Papers, York (Canada) - Department of Economics
15. An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean
    Working Papers, York (Canada) - Department of Economics

1989

16. SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Working Papers, York (Canada) - Department of Economics
17. THE SEMIPARAMETRIC APPROACH TO THE ESTIMATION OF SYSTEMS OF EQUATIONS MODELS IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Working Papers, York (Canada) - Department of Economics

Journal Articles

2009

1. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
   Econometric Reviews, 2009, 28, (1-3), 246-261
   See also Working Paper (2008)
2. A nonparametric test for equality of distributions with mixed categorical and continuous data
   Journal of Econometrics, 2009, 148, (2), 186-200 View citations
   See also Working Paper (2008)
3. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
   Journal of Business & Economic Statistics, 2009, 27, (2), 206-223
4. NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
   Econometric Theory, 2009, 25, (01), 1-42

2008

5. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
   American Economic Review, 2008, 98, (2), 357-62
6. Maxima: An open source computer algebra system
   Journal of Applied Econometrics, 2008, 23, (4), 515-523
7. Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
   Journal of Business & Economic Statistics, 2008, 26, 423-434 View citations
8. Nonparametric econometrics: a primer (in Russian)
   Quantile, 2008, (4), 7-56

2007

9. A consistent model specification test with mixed discrete and continuous data
   Journal of Econometrics, 2007, 140, (2), 802-826 View citations
   See also Working Paper (2006)
10. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
    Journal of Econometrics, 2007, 138, (2), 547-567 View citations
11. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 View citations
    See also Working Paper (2006)
12. Inference via kernel smoothing of bootstrap P values
    Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations
    See also Working Paper (2006)
13. Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors
    The Review of Economics and Statistics, 2007, 89, (4), 784-789 View citations

2006

14. Alcohol availability and crime: a robust approach
    Applied Economics, 2006, 38, (11), 1293-1307 View citations
15. On the distributional effects of income in an aggregate consumption relation
    Canadian Journal of Economics, 2006, 39, (4), 1221-1243 View citations
    See also Working Paper (2004)
16. Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types
    Journal of Agricultural and Resource Economics, 2006, 31, (01) View citations
17. gnuplot 4.0: a portable interactive plotting utility
    Journal of Applied Econometrics, 2006, 21, (1), 133-141 View citations

2004

18. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 View citations
19. Cross-Validation and the Estimation of Conditional Probability Densities
    Journal of the American Statistical Association, 2004, 99, 1015-1026 View citations
20. Nonparametric estimation of regression functions with both categorical and continuous data
    Journal of Econometrics, 2004, 119, (1), 99-130 View citations
21. Predictor relevance and extramarital affairs
    Journal of Applied Econometrics, 2004, 19, (4), 533-535

2003

22. Nonparametric estimation of distributions with categorical and continuous data
    Journal of Multivariate Analysis, 2003, 86, (2), 266-292 View citations

2002

23. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 View citations
24. Parallel distributed kernel estimation
    Computational Statistics & Data Analysis, 2002, 40, (2), 293-302 View citations
25. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations
    See also Working Paper (2001)

2001

26. On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
    Journal of Business & Economic Statistics, 2001, 19, (3), 380-82 View citations

2000

27. Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
    Journal of Econometrics, 2000, 99, (1), 39-61 View citations
28. The Cygwin tools: a GNU toolkit for Windows
    Journal of Applied Econometrics, 2000, 15, (3), 331-341 View citations

1997

29. Consistent Significance Testing for Nonparametric Regression
    Journal of Business & Economic Statistics, 1997, 15, (3), 369-78 View citations
30. Feasible Cross-Validatory Model Selection for General Stationary Processes
    Journal of Applied Econometrics, 1997, 12, (2), 169-79 View citations

1995

31. The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification?
    Canadian Journal of Economics, 1995, 28, (3), 502-31
    See also Working Paper (1992)