EconPapers    
Economics at your fingertips  
 

Details about Jeffrey Scott Racine

E-mail:
Homepage:https://www.socialsciences.mcmaster.ca/people/racinej
Phone:905-525-9140 ext 23825
Postal address:Department of Economics Kenneth Taylor Hall, Rm 431 McMaster University 1280 Main Street West Hamilton, Ontario, L8S 4M4
Workplace:Department of Economics, McMaster University, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Department of Economics and Finance, La Trobe Business School, La Trobe University, (more information at EDIRC)
Info-Metrics Institute, Department of Economics, American University, (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Jeffrey Scott Racine.

Last updated 2017-05-22. Update your information in the RePEc Author Service.

Short-id: pra175


Jump to Journal Articles Books Chapters

Working Papers

2017

  1. Energy, Economics & Replication
    Department of Economics Working Papers, McMaster University Downloads
  2. OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS
    Department of Economics Working Papers, McMaster University Downloads

2016

  1. A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)
    Department of Economics Working Papers, McMaster University Downloads
  2. Nonparametric Analysis of Complex Nonlinear Systems
    Department of Economics Working Papers, McMaster University Downloads
  3. Semiparametric Varying Coefficient Models with Endogenous Covariates
    Department of Economics Working Papers, McMaster University Downloads

2015

  1. Information Measures for Nonparametric Kernel Estimation
    Department of Economics Working Papers, McMaster University Downloads
  2. Local Polynomial Derivative Estimation: Analytic or Taylor?
    Department of Economics Working Papers, McMaster University Downloads
  3. Nonparametric Regression-Spline Random Effects Models
    Department of Economics Working Papers, McMaster University Downloads

2014

  1. Aid and Economic Growth: A Robust Approach
    Department of Economics Working Papers, McMaster University Downloads View citations (18)
    See also Journal Article in Journal of African Development (2014)
  2. Parametric and Nonparametric Analysis of Tax Changes
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article in Global Business and Economics Review (2016)

2013

  1. A Solution to Aggregation and an Application to Multidimensional "Well-being" Frontiers
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads
    See also Journal Article in Journal of Econometrics (2016)
  2. Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    Also in Department of Economics Working Papers, McMaster University (2013) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2013) View citations (1)

    See also Journal Article in Journal of the Royal Statistical Society Series A (2016)
  3. Infinite Order Cross-Validated Local Polynomial Regression
    Department of Economics Working Papers, McMaster University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2015)
  4. Mixed Data Kernel Copulas
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    Also in Department of Economics Working Papers, McMaster University (2013) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2015)
  5. Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions
    Department of Economics Working Papers, McMaster University Downloads
  6. Testing Exclusion Restrictions in Nonseparable Triangular Models
    Department of Economics Working Papers, McMaster University Downloads
  7. The Smooth Colonel and the Reverend Find Common Ground
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article in Econometric Reviews (2017)

2012

  1. Additive Regression Splines With Irrelevant Categorical and Continuous Regressors
    Department of Economics Working Papers, McMaster University Downloads View citations (10)
  2. Data-Driven Model Evaluation: A Test for Revealed Performance
    Department of Economics Working Papers, McMaster University Downloads View citations (8)
  3. Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints
    Department of Economics Working Papers, McMaster University Downloads View citations (6)
  4. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2013)
  5. Spline Regression in the Presence of Categorical Predictors
    Department of Economics Working Papers, McMaster University Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2015)

2011

  1. Nonparametric vs parametric binary choice models: An empirical investigation
    2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists Downloads
    Also in 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association (2009) Downloads View citations (1)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) Downloads View citations (2)

2008

  1. A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2009)
  2. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2009)
  3. The Smooth Colonel Meets the Reverend
    Working Papers, Cornell University, Center for Analytic Economics Downloads View citations (3)

2006

  1. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (27)
    See also Journal Article in Journal of Econometrics (2007)
  2. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (6)
    See also Journal Article in Journal of Econometrics (2007)
  3. Inference via kernel smoothing of bootstrap P values
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2007)

2004

  1. On the Distributional Effects of Income in an Aggregate Consumption Relation
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
    See also Journal Article in Canadian Journal of Economics (2006)
  2. Simulation-based Tests that Can Use Any Number of Simulations
    Working Papers, Queen's University, Department of Economics Downloads View citations (6)

2003

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

2001

  1. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

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

1992

  1. The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification
    Working Papers, Laval - Recherche en Politique Economique View citations (1)
    See also Journal Article in Canadian Journal of Economics (1995)

1991

  1. A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients
    Working Papers, York (Canada) - Department of Economics
  2. 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 View citations (1)

1989

  1. SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Working Papers, York (Canada) - Department of Economics
  2. 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

2017

  1. The smooth colonel and the reverend find common ground
    Econometric Reviews, 2017, 36, (1-3), 241-256 Downloads
    See also Working Paper (2013)

2016

  1. A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
    Journal of Econometrics, 2016, 191, (2), 374-383 Downloads
    See also Working Paper (2013)
  2. Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting
    Journal of the Royal Statistical Society Series A, 2016, 179, (4), 927-950 Downloads
    See also Working Paper (2013)
  3. Parametric and non-parametric analysis of tax changes
    Global Business and Economics Review, 2016, 18, (5), 533-549 Downloads
    See also Working Paper (2014)

2015

  1. A Partially Linear Kernel Estimator for Categorical Data
    Econometric Reviews, 2015, 34, (6-10), 959-978 Downloads View citations (2)
  2. Household budget-share distributions and welfare implications: an application of multivariate distributional statistics
    Journal of Applied Statistics, 2015, 42, (12), 2754-2768 Downloads
  3. Infinite order cross-validated local polynomial regression
    Journal of Econometrics, 2015, 185, (2), 510-525 Downloads View citations (2)
    See also Working Paper (2013)
  4. Mixed data kernel copulas
    Empirical Economics, 2015, 48, (1), 37-59 Downloads View citations (1)
    See also Working Paper (2013)
  5. Spline Regression in the Presence of Categorical Predictors
    Journal of Applied Econometrics, 2015, 30, (5), 705-717 Downloads View citations (7)
    See also Working Paper (2012)

2014

  1. Aid and Economic Growth: A Robust Approach
    Journal of African Development, 2014, 16, (1), 1-35 Downloads View citations (18)
    See also Working Paper (2014)

2013

  1. A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES
    Econometric Theory, 2013, 29, (03), 629-641 Downloads
  2. Categorical semiparametric varying‐coefficient models
    Journal of Applied Econometrics, 2013, 28, (4), 551-579 View citations (10)
  3. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Journal of Business & Economic Statistics, 2013, 31, (1), 57-65 Downloads View citations (20)
    See also Working Paper (2012)

2012

  1. Aid and economic growth: Sensitivity analysis
    Journal of International Development, 2012, 24, (1), 17-33 View citations (1)
  2. Jackknife model averaging
    Journal of Econometrics, 2012, 167, (1), 38-46 Downloads View citations (50)
  3. RStudio: A Platform‐Independent IDE for R and Sweave
    Journal of Applied Econometrics, 2012, 27, (1), 167-172

2010

  1. Aid and investment in LDCs: A robust approach
    The Journal of International Trade & Economic Development, 2010, 19, (2), 319-349 Downloads View citations (6)
  2. SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
    Econometric Theory, 2010, 26, (06), 1607-1637 Downloads View citations (28)

2009

  1. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
    Econometric Reviews, 2009, 28, (1-3), 246-261 Downloads View citations (5)
    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 Downloads View citations (32)
    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 Downloads View citations (11)
  4. NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
    Econometric Theory, 2009, 25, (01), 1-42 Downloads View citations (10)
  5. Towards reproducible econometric research: the Sweave framework
    Journal of Applied Econometrics, 2009, 24, (2), 366-374 Downloads View citations (1)

2008

  1. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 Downloads View citations (8)
  2. Maxima: An open source computer algebra system
    Journal of Applied Econometrics, 2008, 23, (4), 515-523 Downloads View citations (3)
  3. Nonparametric Econometrics: A Primer
    Foundations and Trends(R) in Econometrics, 2008, 3, (1), 1-88 Downloads View citations (78)
  4. Nonparametric Econometrics: The np Package
    Journal of Statistical Software, 2008, 027, (i05) Downloads View citations (192)
  5. Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2008, 26, 423-434 Downloads View citations (50)
  6. Nonparametric econometrics: a primer (in Russian)
    Quantile, 2008, (4), 7-56 Downloads View citations (52)

2007

  1. A consistent model specification test with mixed discrete and continuous data
    Journal of Econometrics, 2007, 140, (2), 802-826 Downloads View citations (49)
    See also Working Paper (2006)
  2. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
    Journal of Econometrics, 2007, 138, (2), 547-567 Downloads View citations (6)
  3. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 Downloads View citations (76)
    See also Working Paper (2006)
  4. Inference via kernel smoothing of bootstrap P values
    Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 Downloads View citations (16)
    See also Working Paper (2006)
  5. Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors
    The Review of Economics and Statistics, 2007, 89, (4), 784-789 Downloads View citations (65)

2006

  1. Alcohol availability and crime: a robust approach
    Applied Economics, 2006, 38, (11), 1293-1307 Downloads View citations (2)
  2. On the distributional effects of income in an aggregate consumption relation
    Canadian Journal of Economics, 2006, 39, (4), 1221-1243 Downloads View citations (3)
    See also Working Paper (2004)
  3. Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types
    Journal of Agricultural and Resource Economics, 2006, 31, (01) Downloads View citations (2)
  4. Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
    Econometric Reviews, 2006, 25, (4), 523-544 Downloads View citations (65)
  5. gnuplot 4.0: a portable interactive plotting utility
    Journal of Applied Econometrics, 2006, 21, (1), 133-141 Downloads View citations (5)

2004

  1. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 Downloads View citations (48)
  2. Cross-Validation and the Estimation of Conditional Probability Densities
    Journal of the American Statistical Association, 2004, 99, 1015-1026 Downloads View citations (140)
  3. Kernel Estimation of Multivariate Conditional Distributions
    Annals of Economics and Finance, 2004, 5, (2), 211-235 Downloads View citations (4)
  4. Nonparametric estimation of regression functions with both categorical and continuous data
    Journal of Econometrics, 2004, 119, (1), 99-130 Downloads View citations (227)
  5. Predictor relevance and extramarital affairs
    Journal of Applied Econometrics, 2004, 19, (4), 533-535 Downloads View citations (4)

2003

  1. Nonparametric estimation of distributions with categorical and continuous data
    Journal of Multivariate Analysis, 2003, 86, (2), 266-292 Downloads View citations (57)

2002

  1. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 Downloads View citations (48)
  2. Generalized Semiparametric Binary Prediction
    Annals of Economics and Finance, 2002, 3, (1), 117-134 Downloads
  3. Parallel distributed kernel estimation
    Computational Statistics & Data Analysis, 2002, 40, (2), 293-302 Downloads View citations (6)
  4. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 Downloads View citations (9)
    See also Working Paper (2001)

2001

  1. On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
    Journal of Business & Economic Statistics, 2001, 19, (3), 380-82 View citations (11)

2000

  1. Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
    Journal of Econometrics, 2000, 99, (1), 39-61 Downloads View citations (21)
  2. The Cygwin tools: a GNU toolkit for Windows
    Journal of Applied Econometrics, 2000, 15, (3), 331-341 Downloads View citations (2)

1997

  1. Consistent Significance Testing for Nonparametric Regression
    Journal of Business & Economic Statistics, 1997, 15, (3), 369-78 View citations (68)
  2. Feasible Cross-Validatory Model Selection for General Stationary Processes
    Journal of Applied Econometrics, 1997, 12, (2), 169-79 Downloads View citations (8)

1995

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

Books

2014

  1. The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
    OUP Catalogue, Oxford University Press View citations (6)

2006

  1. Nonparametric Econometrics: Theory and Practice
    Economics Books, Princeton University Press View citations (353)

Chapters

2006

  1. Density Estimation, from Nonparametric Econometrics: Theory and Practice
    A chapter in Nonparametric Econometrics: Theory and Practice, 2006 Downloads View citations (33)
 
Page updated 2017-05-23