Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors

By Peter Hall, Qi Li, Jeffrey S. Racine. Review of Economics and Statistics, 2007

213 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/424acf3f3b303def85f7f163466c9976e93c191c

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In Control and Systems Engineering

In Statistics and Probability

Citations in the corpus

A consistent model specification test with mixed discrete and continuous data (2007, unknown): “Racine and Li (2004) and Hall, Li and Racine (2005) have derived the rate of convergence”
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions (2013, methodology): “A range of effective methods have been developed for selecting smoothing parameters optimally for the estimation of unconditional PDFs, conditional mean functions, and conditional PDFs (see Marron, Jones and Sheather 1996; Hall, Li, and Racine 2007; Hall, Racine, and Li 2004, among others).”
What can we learn from benefit transfer errors? Evidence from 20 years of research on convergent validity (2013, background): “[11] formalize the distinction between relevant and irrelevant variables.”
Does Education Matter for Economic Growth? (2014, unknown): “[27] Hall, P.”
A flexible semiparametric forecasting model for time series (2015, methodology): “A possible way to address this issue is to first apply the data-driven cross-validation method introduced by Hall et al (2007) to choose the significant covariates and then use the proposed semiparametic method in both the nonlinear estimation and forecasting.”
A nonparametric test for equality of distributions with mixed categorical and continuous data (2009, unknown): “& Li (2004), Hall, Li & Racine (forthcoming) , among others.”
Nonparametric Econometrics: The np Package (2008, background): “…Racine, Li, and Zhu 2004) density estimation and bandwidth selection, conditional mean and gradient estimation (local constant Racine and Li 2004, Hall, Li, and Racine 2007 and local polynomial Li and Racine 2004), conditional quantile and gradient estimation (Li and Racine 2008), model…”
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, unknown): “Following the spirit of Hall et al. (2007), we adopt the assumption of unconditional independence in this paper, but we implement intensive simulations under conditional independence situation in Section 3.”
SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (2010, background): “Following Hall, Li, and Racine (2007) we assume that (Y, X, Z̄) is independent of Z̃ .”