Details about Enno Mammen

Access statistics for papers by Enno Mammen.

Last updated 2023-01-04. Update your information in the RePEc Author Service.

Short-id: pma279

Working Papers

2015

1. Nonparametric estimation in case of endogenous selection
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2014

2. Semiparametric Estimation with Generated Covariates
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011) View citations (3)

2012

3. Additive models: Extensions and related models
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
4. Generated covariates in nonparametric estimation: A short review
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2010

5. Nonparametric regression with nonparametrically generated covariates
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (2)

2007

6. Time series modelling with semiparametric factor dynamics
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Time Series Modelling With Semiparametric Factor Dynamics, Journal of the American Statistical Association, American Statistical Association (2009) View citations (46) (2009)

2005

7. A Bootstrap Test for Single Index Models
   Econometrics, University Library of Munich, Germany View citations (1)
8. A dynamic semiparametric factor model for implied volatility string dynamics
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2004

9. Estimating Semiparametric ARCH Models by Kernel Smoothing Methods
   FMG Discussion Papers, Financial Markets Group View citations (1)
10. Yield Curve Estimation by Kernel Smoothing
    FMG Discussion Papers, Financial Markets Group

2002

11. More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
12. Nonparametric estimation of an additive model with a link function
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (14)

2001

13. Bootstrap Inference in Semiparametric Generalized Additive Models
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (8)
    See also Journal Article BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS, Econometric Theory, Cambridge University Press (2004) View citations (28) (2004)

2000

14. Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (4)
15. Yield Curve Estimation by Kernel Smoothing Methods
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
    See also Journal Article Yield curve estimation by kernel smoothing methods, Journal of Econometrics, Elsevier (2001) View citations (23) (2001)

1998

16. Estimating Yield Curves by Kernel Smoothing Methods
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)

1997

17. On estimation of monotone and concave frontier functions
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (12)
18. The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (16)

1992

19. ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries
    Working Papers, Catholique de Louvain - Institut de statistique

1990

20. Bootstarp Methods in Nonparametric Regression
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)
21. Comparing nonparametric versus parametric regression fits
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (39)
    Also in Working Papers, Humboldt University, Statistic und Oekonometrie View citations (32)

Journal Articles

2010

1. ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
   Econometric Theory, 2010, 26, (3), 804-837 View citations (55)

2009

2. Identification and estimation of local average derivatives in non-separable models without monotonicity
   Econometrics Journal, 2009, 12, (1), 1-25 View citations (24)
3. NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
   Econometric Theory, 2009, 25, (2), 442-481 View citations (37)
4. Nonparametric additive regression for repeatedly measured data
   Biometrika, 2009, 96, (2), 383-398 View citations (7)
5. Testing in semiparametric models with interaction, with applications to gene–environment interactions
   Journal of the Royal Statistical Society Series B, 2009, 71, (1), 75-96 View citations (7)
6. Time Series Modelling With Semiparametric Factor Dynamics
   Journal of the American Statistical Association, 2009, 104, (485), 284-298 View citations (46)
   See also Working Paper Time series modelling with semiparametric factor dynamics, SFB 649 Discussion Papers (2007) (2007)

2008

7. Nonparametric transformation to white noise
   Journal of Econometrics, 2008, 142, (1), 241-264 View citations (20)

2007

8. A General Approach to the Predictability Issue in Survival Analysis with Applications
   Biometrika, 2007, 94, (4), 873-892 View citations (6)
9. Comments on: Nonparametric inference with generalized likelihood ratio tests
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (3), 462-464
10. Identification of Marginal Effects in Nonseparable Models Without Monotonicity
    Econometrica, 2007, 75, (5), 1513-1518 View citations (103)

2006

11. Statistical Models. A. C. Davison
    The American Statistician, 2006, 60, 204-205

2005

12. Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods
    Econometrica, 2005, 73, (3), 771-836 View citations (58)

2004

13. BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
    Econometric Theory, 2004, 20, (2), 265-300 View citations (28)
    See also Working Paper Bootstrap Inference in Semiparametric Generalized Additive Models, Finance Working Papers (2001) View citations (8) (2001)

2003

14. Generalised structured models
    Biometrika, 2003, 90, (3), 551-566 View citations (9)
15. More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
    Journal of the American Statistical Association, 2003, 98, 980-992 View citations (31)

2002

16. ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
    Econometric Theory, 2002, 18, (4), 886-912 View citations (13)

2001

17. Yield curve estimation by kernel smoothing methods
    Journal of Econometrics, 2001, 105, (1), 185-223 View citations (23)
    See also Working Paper Yield Curve Estimation by Kernel Smoothing Methods, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (1) (2000)

2000

18. Thresholding algorithms, maxisets and well-concentrated bases
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (2), 283-344 View citations (10)

1999

19. Smoothing Splines and Shape Restrictions
    Scandinavian Journal of Statistics, 1999, 26, (2), 239-252 View citations (43)

1997

20. Universal smoothing factor selection in density estimation: theory and practice
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1997, 6, (2), 223-320 View citations (12)

1994

21. Testing for multimodality
    Computational Statistics & Data Analysis, 1994, 18, (5), 499-512 View citations (14)

1993

22. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1993, 40, (1), 129-136

1990

23. A short note on optimal bandwidth selection for kernel estimators
    Statistics & Probability Letters, 1990, 9, (1), 23-25 View citations (6)