Nonparametric Econometric Methods and Applications
Thanasis Stengos
JRFM, 2019, vol. 12, issue 4, 1-3
Abstract:
An area of very active research in econometrics over the last 30 years has been that of non- and semi-parametric methods. These methods have provided ways to complement more-traditional parametric approaches in terms of robust alternatives, as well as preliminary data analysis. The present Special Issue collects a number of new contributions, both theoretical and empirical that cover a wide spectrum of areas such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth as well as statistical theory and methodology.
Keywords: nonparametric methods; semiparametric methods; local smoothing; wavelets (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
https://www.mdpi.com/1911-8074/12/4/180/pdf (application/pdf)
https://www.mdpi.com/1911-8074/12/4/180/ (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:180-:d:292636
Access Statistics for this article
JRFM is currently edited by Ms. Chelthy Cheng
More articles in JRFM from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().