Details about Jeffrey Scott Racine

Access statistics for papers by Jeffrey Scott Racine.

Last updated 2008-04-08. Update your information in the RePEc Author Service.

Short-id: pra175

Working Papers

2006

1. 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)
2. 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)
3. 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

4. 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)
5. Simulation-based Tests that Can Use Any Number of Simulations
   Working Papers, Queen's University, Department of Economics View citations

2003

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

2001

7. 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

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

1992

9. 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

10. A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients
    Working Papers, York (Canada) - Department of Economics
11. 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

12. SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
    Working Papers, York (Canada) - Department of Economics
13. 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

2008

1. Nonparametric econometrics: a primer (in Russian)
   Quantile, 2008, (4), 7-56

2007

2. 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)
3. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
   Journal of Econometrics, 2007, 138, (2), 547-567
4. 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)
5. Inference via kernel smoothing of bootstrap P values
   Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations
   See Also Working Paper (2006)
6. 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

7. Alcohol availability and crime: a robust approach
   Applied Economics, 2006, 38, (11), 1293-1307
8. 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)
9. gnuplot 4.0: a portable interactive plotting utility
   Journal of Applied Econometrics, 2006, 21, (1), 133-141 View citations

2004

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

2002

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

2001

17. 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

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

1997

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

1995

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