Some Recent Develop- ments on Nonparametric Econometrics

Zongwu Cai (caiz@ku.edu) and Qi Li

No 2013-10-14, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Abstract: In this paper we survey some recent developments of nonparametric econometrics in the following areas: (i) Nonparametric estimation of regression models with mixed discrete and continuous data; (ii) Nonparametric models with nonstationary data; (iii) Nonparametric models with instrumental variables; (iv) Nonparametric estimation of conditional quantile functions. In each of the above areas we also point out some open research problems.

Date: 2013-10-14
New Economics Papers: this item is included in nep-ecm
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