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Details about Enno Mammen

Workplace:Institut für Angewandte Mathematik, Universität Heidelberg
International Laboratory of Stochastic Analysis, National Research University Higher School of Economics, (more information at EDIRC)

Access statistics for papers by Enno Mammen.

Last updated 2014-11-28. Update your information in the RePEc Author Service.

Short-id: pma279


Jump to Journal Articles

Working Papers

2010

  1. Nonparametric Regression with Nonparametrically Generated Covariates
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (15)

2007

  1. Time Series Modelling with Semiparametric Factor Dynamics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (34)
    See also Journal Article in Journal of the American Statistical Association (2009)

2005

  1. A Bootstrap Test for Single Index Models
    Econometrics, EconWPA Downloads View citations (1)
  2. A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (8)

2004

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

2002

  1. More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  2. Nonparametric estimation of an additive model with a link function
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (9)

2001

  1. Bootstrap Inference in Semiparametric Generalized Additive Models
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies Downloads View citations (7)
    See also Journal Article in Econometric Theory (2004)

2000

  1. 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 Downloads View citations (3)
  2. Yield Curve Estimation by Kernel Smoothing Methods
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2001)

1998

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

1997

  1. On estimation of monotone and concave frontier functions
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (13)
  2. 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 Downloads View citations (13)

1992

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

1990

  1. Bootstarp Methods in Nonparametric Regression
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
  2. Comparing nonparametric versus parametric regression fits
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (36)
    Also in Working Papers, Humboldt University, Statistic und Oekonometrie Downloads View citations (32)

1988

  1. Comparing nonparametric versus regression fits
    Discussion Paper Serie A, University of Bonn, Germany

Journal Articles

2010

  1. ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
    Econometric Theory, 2010, 26, (03), 804-837 Downloads View citations (21)

2009

  1. Identification and estimation of local average derivatives in non-separable models without monotonicity
    Econometrics Journal, 2009, 12, (1), 1-25 Downloads View citations (9)
  2. NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
    Econometric Theory, 2009, 25, (02), 442-481 Downloads View citations (23)
  3. Nonparametric additive regression for repeatedly measured data
    Biometrika, 2009, 96, (2), 383-398 Downloads View citations (4)
  4. 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 Downloads View citations (3)
  5. Time Series Modelling With Semiparametric Factor Dynamics
    Journal of the American Statistical Association, 2009, 104, (485), 284-298 Downloads View citations (26)
    See also Working Paper (2007)

2008

  1. Nonparametric transformation to white noise
    Journal of Econometrics, 2008, 142, (1), 241-264 Downloads View citations (10)

2007

  1. A General Approach to the Predictability Issue in Survival Analysis with Applications
    Biometrika, 2007, 94, (4), 873-892 Downloads View citations (2)
  2. 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 Downloads
  3. Identification of Marginal Effects in Nonseparable Models Without Monotonicity
    Econometrica, 2007, 75, (5), 1513-1518 Downloads View citations (51)

2006

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

2005

  1. Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods
    Econometrica, 2005, 73, (3), 771-836 Downloads View citations (19)

2004

  1. BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
    Econometric Theory, 2004, 20, (02), 265-300 Downloads View citations (17)
    See also Working Paper (2001)

2003

  1. Generalised structured models
    Biometrika, 2003, 90, (3), 551-566 View citations (8)
  2. More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
    Journal of the American Statistical Association, 2003, 98, 980-992 Downloads View citations (15)

2002

  1. ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
    Econometric Theory, 2002, 18, (04), 886-912 Downloads View citations (10)

2001

  1. Yield curve estimation by kernel smoothing methods
    Journal of Econometrics, 2001, 105, (1), 185-223 Downloads View citations (13)
    See also Working Paper (2000)

2000

  1. 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 Downloads View citations (6)

1999

  1. Smoothing Splines and Shape Restrictions
    Scandinavian Journal of Statistics, 1999, 26, (2), 239-252 Downloads View citations (21)

1997

  1. 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 Downloads View citations (9)

1994

  1. Testing for multimodality
    Computational Statistics & Data Analysis, 1994, 18, (5), 499-512 Downloads View citations (9)

1993

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

1990

  1. A short note on optimal bandwidth selection for kernel estimators
    Statistics & Probability Letters, 1990, 9, (1), 23-25 Downloads View citations (3)
 
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