TY - BOOK ID - 33647 TI - Nonparametric Econometric Methods and Application AU - Stengos, Thanasis PY - 2019 SN - 9783038979647 / 9783038979654 DB - DOAB KW - conditional dependence index KW - Kendall’s tau KW - leverage effect KW - nonparametric copula KW - tail dependence index KW - volatility feedback effect KW - TFP growth KW - emissions KW - materials balance condition KW - semiparametric estimation KW - nonparametric method KW - conditional quantile function KW - panel data KW - financial development KW - production efficiency KW - nonparametric frontiers KW - generalized additive models KW - tensor products KW - cubic spline penalty KW - unit root testing KW - wavelet KW - GLS detrending KW - difference kernel estimator KW - integrated difference kernel estimator KW - M-estimation KW - Monte Carlo KW - nonparametric threshold regression KW - dependent Bayesian nonparametrics KW - Dirichlet process prior KW - slice sampling KW - realised volatility KW - heterogeneous autoregressive model KW - purified implied volatility KW - classification KW - random forests KW - machine learning KW - functional coefficients KW - local linear regression KW - nonparametric 2SLS estimator KW - series estimator KW - Solow economic growth convergence model KW - maximum score estimator KW - discrete duration models KW - efficient semiparamteric estimation KW - competitiveness KW - country competitiveness index KW - DEA KW - efficiency KW - European Union KW - factors KW - indicators KW - Malmquist productivity index UR - https://www.doabooks.org/doab?func=search&query=rid:33647 AB - The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few. ER -