Details about Jeffrey Scott Racine

Homepage:	https://socialsciences.mcmaster.ca/people/racinej
Phone:	905-525-9140 ext 238
Postal address:	Department of Economics Kenneth Taylor Hall, Rm 431 McMaster University 1280 Main Street West Hamilton, Ontario, L8S 4M4
Workplace:	Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC) Info-Metrics Institute, Department of Economics, American University, (more information at EDIRC) Department of Economics, McMaster University, (more information at EDIRC)

Access statistics for papers by Jeffrey Scott Racine.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: pra175

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Working Papers

2024

1. Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator
   Department of Economics Working Papers, McMaster University
2. Locally Adaptive Online Functional Data Analysis
   Department of Economics Working Papers, McMaster University

2021

3. Shape Constrained Kernel PDF and PMF Estimation
   Department of Economics Working Papers, McMaster University

2019

4. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (1)
   Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2019)
   Department of Economics Working Papers, McMaster University (2017)
   LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2017)
   See also Journal Article A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) (2020)
5. Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models
   Working Papers, University of California at Riverside, Department of Economics
   See also Journal Article Nonparametric estimation of marginal effects in regression-spline random effects models, Econometric Reviews, Taylor & Francis Journals (2020) View citations (1) (2020)

2018

6. Bootstrap Model Averaging Unit Root Inference
   Department of Economics Working Papers, McMaster University View citations (4)
   See also Chapter Bootstrap Model Averaging Unit Root Inference, Advances in Econometrics, Emerald Group Publishing Limited (2024) (2024)
7. Nonparametric Estimation and Inference for Panel Data Models
   Department of Economics Working Papers, McMaster University View citations (8)
8. Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
   Department of Economics Working Papers, McMaster University
   See also Journal Article Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) (2023)

2017

9. Energy, Economics & Replication
   Department of Economics Working Papers, McMaster University View citations (4)
10. Kernel Smoothed Probability Mass Functions for Ordered Datatypes
    Department of Economics Working Papers, McMaster University
    See also Journal Article Kernel smoothed probability mass functions for ordered datatypes, Journal of Nonparametric Statistics, Taylor & Francis Journals (2020) View citations (3) (2020)
11. OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS
    Department of Economics Working Papers, McMaster University View citations (4)

2016

12. 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
13. Nonparametric Analysis of Complex Nonlinear Systems
    Department of Economics Working Papers, McMaster University
14. Semiparametric Varying Coefficient Models with Endogenous Covariates
    Department of Economics Working Papers, McMaster University
    See also Journal Article Semiparametric Varying Coefficient Models with Endogenous Covariates, Annals of Economics and Statistics, GENES (2017) View citations (3) (2017)

2015

15. Information Measures for Nonparametric Kernel Estimation
    Department of Economics Working Papers, McMaster University View citations (1)
16. Local Polynomial Derivative Estimation: Analytic or Taylor?
    Department of Economics Working Papers, McMaster University
    See also Chapter Local Polynomial Derivative Estimation: Analytic or Taylor?, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (2) (2016)
17. Nonparametric Regression-Spline Random Effects Models
    Department of Economics Working Papers, McMaster University View citations (3)

2014

18. Aid and Economic Growth: A Robust Approach
    Department of Economics Working Papers, McMaster University View citations (63)
    See also Journal Article Aid and Economic Growth: A Robust Approach, Journal of African Development, African Finance and Economic Association (AFEA) (2014) View citations (63) (2014)
19. Parametric and Nonparametric Analysis of Tax Changes
    Department of Economics Working Papers, McMaster University
    See also Journal Article Parametric and non-parametric analysis of tax changes, Global Business and Economics Review, Inderscience Enterprises Ltd (2016) (2016)

2013

20. Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Department of Economics Working Papers, McMaster University (2013) View citations (1)
    See also Journal Article Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting, Journal of the Royal Statistical Society Series A, Royal Statistical Society (2016) View citations (8) (2016)
21. Infinite Order Cross-Validated Local Polynomial Regression
    Department of Economics Working Papers, McMaster University View citations (3)
    See also Journal Article Infinite order cross-validated local polynomial regression, Journal of Econometrics, Elsevier (2015) View citations (22) (2015)
22. Mixed Data Kernel Copulas
    Department of Economics Working Papers, McMaster University View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (1)
    See also Journal Article Mixed data kernel copulas, Empirical Economics, Springer (2015) View citations (9) (2015)
23. Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions
    Department of Economics Working Papers, McMaster University
24. Testing Exclusion Restrictions in Nonseparable Triangular Models
    Department of Economics Working Papers, McMaster University
25. The Smooth Colonel and the Reverend Find Common Ground
    Department of Economics Working Papers, McMaster University View citations (1)
    See also Journal Article The smooth colonel and the reverend find common ground, Econometric Reviews, Taylor & Francis Journals (2017) View citations (11) (2017)

2012

26. Additive Regression Splines With Irrelevant Categorical and Continuous Regressors
    Department of Economics Working Papers, McMaster University View citations (12)
27. Data-Driven Model Evaluation: A Test for Revealed Performance
    Department of Economics Working Papers, McMaster University View citations (13)
28. Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints
    Department of Economics Working Papers, McMaster University View citations (22)
29. Nonparametric vs parametric binary choice models
    Post-Print, HAL
30. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Department of Economics Working Papers, McMaster University
    See also Journal Article Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (69) (2013)
31. Spline Regression in the Presence of Categorical Predictors
    Department of Economics Working Papers, McMaster University View citations (6)
    See also Journal Article Spline Regression in the Presence of Categorical Predictors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (31) (2015)

2011

32. Nonparametric vs parametric binary choice models: An empirical investigation
    2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists
    Also in 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association (2009) View citations (2)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (3)

2008

33. The Smooth Colonel Meets the Reverend
    Working Papers, Cornell University, Center for Analytic Economics View citations (4)
    See also Journal Article The smooth Colonel meets the Reverend, Journal of Nonparametric Statistics, Taylor & Francis Journals (2009) View citations (1) (2009)

2006

34. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (36)
    See also Journal Article A consistent model specification test with mixed discrete and continuous data, Journal of Econometrics, Elsevier (2007) View citations (114) (2007)
35. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
    Departmental Working Papers, Southern Methodist University, Department of Economics View citations (7)
    See also Journal Article Growth and convergence: A profile of distribution dynamics and mobility, Journal of Econometrics, Elsevier (2007) View citations (120) (2007)
36. Inference Via Kernel Smoothing Of Bootstrap P Values
    Working Paper, Economics Department, Queen's University View citations (1)
    See also Journal Article Inference via kernel smoothing of bootstrap P values, Computational Statistics & Data Analysis, Elsevier (2007) View citations (19) (2007)

2004

37. On the Distributional Effects of Income in an Aggregate Consumption Relation
    Keele Economics Research Papers, Centre for Economic Research, Keele University View citations (1)
    See also Journal Article On the distributional effects of income in an aggregate consumption relation, Canadian Journal of Economics, Canadian Economics Association (2006) View citations (2) (2006)
38. Simulation-based Tests That Can Use Any Number Of Simulations
    Working Paper, Economics Department, Queen's University View citations (8)

2003

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

2001

40. Using R to Teach Econometrics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article Using R to teach econometrics, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (11) (2002)

2000

41. Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)

1992

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

1991

43. A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients
    Working Papers, York (Canada) - Department of Economics
44. 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

45. SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Working Papers, York (Canada) - Department of Economics
46. 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

2024

1. Boundary-adaptive kernel density estimation: the case of (near) uniform density
   Journal of Nonparametric Statistics, 2024, 36, (1), 146-164

2023

2. Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
   Journal of Business & Economic Statistics, 2023, 41, (4), 1251-1261
   See also Working Paper Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions, Department of Economics Working Papers (2018) (2018)

2020

3. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
   Journal of Business & Economic Statistics, 2020, 38, (4), 784-795
   See also Working Paper A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test, LIDAM Reprints ISBA (2019) View citations (1) (2019)
4. Kernel smoothed probability mass functions for ordered datatypes
   Journal of Nonparametric Statistics, 2020, 32, (3), 563-586 View citations (3)
   See also Working Paper Kernel Smoothed Probability Mass Functions for Ordered Datatypes, Department of Economics Working Papers (2017) (2017)
5. Nonparametric estimation of marginal effects in regression-spline random effects models
   Econometric Reviews, 2020, 39, (8), 792-825 View citations (1)
   See also Working Paper Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models, Working Papers (2019) (2019)

2019

6. Information measures of kernel estimation
   Econometric Reviews, 2019, 38, (1), 47-68

2018

7. Econometrics Best Paper Award 2018
   Econometrics, 2018, 6, (3), 1-2
8. Interactive nonparametric analysis of nonlinear systems
   Physica A: Statistical Mechanics and its Applications, 2018, 510, (C), 290-301
9. Nonparametric instrumental variable derivative estimation
   Journal of Nonparametric Statistics, 2018, 30, (2), 368-391 View citations (8)

2017

10. Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
    Econometric Reviews, 2017, 36, (6-9), 970-987 View citations (1)
11. Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach
    Journal of Econometrics, 2017, 201, (1), 72-94 View citations (8)
12. Semiparametric Varying Coefficient Models with Endogenous Covariates
    Annals of Economics and Statistics, 2017, (128), 261-295 View citations (3)
    See also Working Paper Semiparametric Varying Coefficient Models with Endogenous Covariates, Department of Economics Working Papers (2016) (2016)
13. The smooth colonel and the reverend find common ground
    Econometric Reviews, 2017, 36, (1-3), 241-256 View citations (11)
    See also Working Paper The Smooth Colonel and the Reverend Find Common Ground, Department of Economics Working Papers (2013) View citations (1) (2013)

2016

14. A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
    Journal of Econometrics, 2016, 191, (2), 374-383 View citations (5)
15. 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 View citations (8)
    See also Working Paper Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting, Working Papers (2013) View citations (1) (2013)
16. Parametric and non-parametric analysis of tax changes
    Global Business and Economics Review, 2016, 18, (5), 533-549
    See also Working Paper Parametric and Nonparametric Analysis of Tax Changes, Department of Economics Working Papers (2014) (2014)

2015

17. A Partially Linear Kernel Estimator for Categorical Data
    Econometric Reviews, 2015, 34, (6-10), 959-978 View citations (6)
18. Household budget-share distributions and welfare implications: an application of multivariate distributional statistics
    Journal of Applied Statistics, 2015, 42, (12), 2754-2768
19. Infinite order cross-validated local polynomial regression
    Journal of Econometrics, 2015, 185, (2), 510-525 View citations (22)
    See also Working Paper Infinite Order Cross-Validated Local Polynomial Regression, Department of Economics Working Papers (2013) View citations (3) (2013)
20. Mixed data kernel copulas
    Empirical Economics, 2015, 48, (1), 37-59 View citations (9)
    See also Working Paper Mixed Data Kernel Copulas, Department of Economics Working Papers (2013) View citations (1) (2013)
21. Spline Regression in the Presence of Categorical Predictors
    Journal of Applied Econometrics, 2015, 30, (5), 705-717 View citations (31)
    See also Working Paper Spline Regression in the Presence of Categorical Predictors, Department of Economics Working Papers (2012) View citations (6) (2012)

2014

22. Aid and Economic Growth: A Robust Approach
    Journal of African Development, 2014, 16, (1), 1-35 View citations (63)
    See also Working Paper Aid and Economic Growth: A Robust Approach, Department of Economics Working Papers (2014) View citations (63) (2014)

2013

23. A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES
    Econometric Theory, 2013, 29, (3), 629-641
24. Categorical semiparametric varying‐coefficient models
    Journal of Applied Econometrics, 2013, 28, (4), 551-579 View citations (19)
25. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Journal of Business & Economic Statistics, 2013, 31, (1), 57-65 View citations (69)
    See also Working Paper Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions, Department of Economics Working Papers (2012) (2012)

2012

26. Aid and economic growth: Sensitivity analysis
    Journal of International Development, 2012, 24, (1), 17-33 View citations (7)
27. Jackknife model averaging
    Journal of Econometrics, 2012, 167, (1), 38-46 View citations (186)
28. RStudio: A Platform‐Independent IDE for R and Sweave
    Journal of Applied Econometrics, 2012, 27, (1), 167-172 View citations (7)

2011

29. Nonparametric Evaluation of Dynamic Disease Risk: A Spatio-Temporal Kernel Approach
    PLOS ONE, 2011, 6, (3), 1-8

2010

30. Aid and investment in LDCs: A robust approach
    The Journal of International Trade & Economic Development, 2010, 19, (2), 319-349 View citations (12)
31. SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
    Econometric Theory, 2010, 26, (6), 1607-1637 View citations (61)

2009

32. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
    Econometric Reviews, 2009, 28, (1-3), 246-261 View citations (8)
33. A nonparametric test for equality of distributions with mixed categorical and continuous data
    Journal of Econometrics, 2009, 148, (2), 186-200 View citations (89)
34. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2009, 27, (2), 206-223 View citations (23)
35. NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
    Econometric Theory, 2009, 25, (1), 1-42 View citations (14)
36. Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
    Journal of Nonparametric Statistics, 2009, 21, (6), 697-711 View citations (10)
37. The smooth Colonel meets the Reverend
    Journal of Nonparametric Statistics, 2009, 21, (5), 521-533 View citations (1)
    See also Working Paper The Smooth Colonel Meets the Reverend, Working Papers (2008) View citations (4) (2008)
38. Towards reproducible econometric research: the Sweave framework
    Journal of Applied Econometrics, 2009, 24, (2), 366-374 View citations (5)

2008

39. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 View citations (11)
40. Maxima: An open source computer algebra system
    Journal of Applied Econometrics, 2008, 23, (4), 515-523 View citations (4)
41. Nonparametric Econometrics: A Primer
    Foundations and Trends(R) in Econometrics, 2008, 3, (1), 1-88 View citations (148)
42. Nonparametric Econometrics: The np Package
    Journal of Statistical Software, 2008, 027, (i05) View citations (370)
43. 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 (112)
44. Nonparametric econometrics: a primer (in Russian)
    Quantile, 2008, (4), 7-56 View citations (67)

2007

45. A consistent model specification test with mixed discrete and continuous data
    Journal of Econometrics, 2007, 140, (2), 802-826 View citations (114)
    See also Working Paper A Consistent Model Specification Test with Mixed Discrete and Continuous Data, IEPR Working Papers (2006) View citations (36) (2006)
46. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
    Journal of Econometrics, 2007, 138, (2), 547-567 View citations (17)
47. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 View citations (120)
    See also Working Paper GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY, Departmental Working Papers (2006) View citations (7) (2006)
48. Inference via kernel smoothing of bootstrap P values
    Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations (19)
    See also Working Paper Inference Via Kernel Smoothing Of Bootstrap P Values, Working Paper (2006) View citations (1) (2006)
49. Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors
    The Review of Economics and Statistics, 2007, 89, (4), 784-789 View citations (123)

2006

50. Alcohol availability and crime: a robust approach
    Applied Economics, 2006, 38, (11), 1293-1307 View citations (3)
51. On the distributional effects of income in an aggregate consumption relation
    Canadian Journal of Economics, 2006, 39, (4), 1221-1243 View citations (2)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2006, 39, (4), 1221-1243 (2006) View citations (4)
    See also Working Paper On the Distributional Effects of Income in an Aggregate Consumption Relation, Keele Economics Research Papers (2004) View citations (1) (2004)
52. Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types
    Journal of Agricultural and Resource Economics, 2006, 31, (01), 13 View citations (8)
53. Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
    Econometric Reviews, 2006, 25, (4), 523-544 View citations (105)
54. gnuplot 4.0: a portable interactive plotting utility
    Journal of Applied Econometrics, 2006, 21, (1), 133-141
    Also in Journal of Applied Econometrics, 2006, 21, (1), 133-141 (2006) View citations (5)

2004

55. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 View citations (81)
56. Cross-Validation and the Estimation of Conditional Probability Densities
    Journal of the American Statistical Association, 2004, 99, 1015-1026 View citations (232)
57. Kernel Estimation of Multivariate Conditional Distributions
    Annals of Economics and Finance, 2004, 5, (2), 211-235 View citations (8)
58. Nonparametric estimation of regression functions with both categorical and continuous data
    Journal of Econometrics, 2004, 119, (1), 99-130 View citations (399)
59. Predictor relevance and extramarital affairs
    Journal of Applied Econometrics, 2004, 19, (4), 533-535 View citations (5)

2003

60. Nonparametric estimation of distributions with categorical and continuous data
    Journal of Multivariate Analysis, 2003, 86, (2), 266-292 View citations (99)

2002

61. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 View citations (100)
62. Generalized Semiparametric Binary Prediction
    Annals of Economics and Finance, 2002, 3, (1), 117-134
63. Parallel distributed kernel estimation
    Computational Statistics & Data Analysis, 2002, 40, (2), 293-302 View citations (7)
64. Using R to teach econometrics
    Journal of Applied Econometrics, 2002, 17, (2), 175-189 View citations (11)
    See also Working Paper Using R to Teach Econometrics, Monash Econometrics and Business Statistics Working Papers (2001) View citations (3) (2001)

2001

65. On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
    Journal of Business & Economic Statistics, 2001, 19, (3), 380-82 View citations (21)

2000

66. Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
    Journal of Econometrics, 2000, 99, (1), 39-61 View citations (55)
67. The Cygwin tools: a GNU toolkit for Windows
    Journal of Applied Econometrics, 2000, 15, (3), 331-341 View citations (3)

1997

68. Consistent Significance Testing for Nonparametric Regression
    Journal of Business & Economic Statistics, 1997, 15, (3), 369-78 View citations (115)
69. Feasible Cross-Validatory Model Selection for General Stationary Processes
    Journal of Applied Econometrics, 1997, 12, (2), 169-79 View citations (20)

1995

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

Books

2019

1. An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics
   Cambridge Books, Cambridge University Press

2014

2. The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
   OUP Catalogue, Oxford University Press View citations (32)

2006

3. Nonparametric Econometrics: Theory and Practice
   Economics Books, Princeton University Press View citations (521)

Chapters

2024

1. Bootstrap Model Averaging Unit Root Inference
   A chapter in Essays in Honor of Subal Kumbhakar, 2024, vol. 46, pp 81-98
   See also Working Paper Bootstrap Model Averaging Unit Root Inference, McMaster University (2018) View citations (4) (2018)

2016

2. Local Polynomial Derivative Estimation: Analytic or Taylor?
   A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 617-633 View citations (2)
   See also Working Paper Local Polynomial Derivative Estimation: Analytic or Taylor?, McMaster University (2015) (2015)

2009

3. Nonparametric and semiparametric methods in R
   A chapter in Nonparametric Econometric Methods, 2009, pp 335-375

2006

4. Density Estimation, from Nonparametric Econometrics: Theory and Practice
   A chapter in Nonparametric Econometrics: Theory and Practice, 2006 View citations (107)