 Some recent developments on nonparametric econometricsZongwu Cai, Jingping Gu and Qi Li A chapter in Nonparametric Econometric Methods, 2009, pp 495-549 from Emerald Group Publishing Limited Abstract: There is a growing literature in nonparametric econometrics in the recent two decades. Given the space limitation, it is impossible to survey all the important recent developments in nonparametric econometrics. Therefore, we choose to limit our focus on the following areas. In Section 2, we review the recent developments of nonparametric estimation and testing of regression functions with mixed discrete and continuous covariates. We discuss nonparametric estimation and testing of econometric models for nonstationary data in Section 3. Section 4 is devoted to surveying the literature of nonparametric instrumental variable (IV) models. We review nonparametric estimation of quantile regression models in Section 5. In Sections 2–5, we also point out some open research problems, which might be useful for graduate students to review the important research papers in this field and to search for their own research interests, particularly dissertation topics for doctoral students. Finally, in Section 6 we highlight some important research areas that are not covered in this paper due to space limitation. We plan to write a separate survey paper to discuss some of the omitted topics. Date: 2009 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(2009)0000025018 DOI: 10.1108/S0731-9053(2009)0000025018 Access Statistics for this chapter More chapters in Advances in Econometrics from Emerald Group Publishing Limited |
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