Nonparametric Econometrics: Theory and Practice

By Qi Li, Jeffrey S. Racine. 2006

1,696 citations recorded by the source corpus.

Subfields: Economics & Operations Research

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Citations in the corpus

Diachronic Word Embeddings Reveal Statistical Laws of Semantic Change (2016, positive): “The trendlines show 95% CIs from bootstrapped kernel regressions on the ENGALL data (Li and Racine, 2007).”
Sufficient Forecasting Using Factor Models (2015, neutral): “…indices, we may employ one of the well-developed nonparametric regression techniques to estimate h ( · ) and make the forecast, including local polynomial modeling, regression splines, additive modeling, and many others (Green and Silverman, 1993; Fan and Gijbels, 1996; Li and Racine, 2007).”
Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processes (2019, positive): “ily estimated at Op(n−1/2) rates, ensuring the above rate conditions are easily satisﬁed. For example, we can use simple frequency estimators that simply take sample averages within each (st,at) bin (Li and Racine, 2007, Chapter 3). Other examples and additional detail are given in Sections 3.3 and ”
Optimality of Matched-Pair Designs in Randomized Controlled Trials (2022, neutral): “When the dimension of Xi is fixed and suitable smoothness conditions hold, L 2- consistency is satisfied by series and sieves estimators (Newey, 1997; Chen, 2007) and kernel estimators (Li and Racine, 2007).”
A consistent model specification test with mixed discrete and continuous data (2007, neutral): “Li and Racine (2006) have shown in addition that, for a variety of empirical datasets (e.g., U.S. patent data, crop yield data, female labor force participation data, marketing data, medical treatment data, etc.), smoothing discrete regressors often leads to substantially better out-of-sample…”
Generalized Least Squares Model Averaging (2016, positive): “By Lemma 14.1 of Li and Racine (2007) and given that Assumption 10 guarantees that the density is bounded from below, we have ∑n i=1 R 2 i /n = Op(( /n)2/q).”
On the Theory of Transfer Learning: The Importance of Task Diversity (2020, neutral): “As ﬂexible tools for general-purpose, non-linear dimensionality reduction, index models have found broad applications in economics, ﬁnance, biology and the social sciences [Bickel et al., 1993, Li and Racine, 2007, Otwinowski et al., 2018].”
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (2013, neutral): “Li and Racine (2007) for binary dependent variable panel data models.”
Nonparametric Econometrics: The np Package (2008, positive): “…Semiparametric smooth coefficient regression Li and Racine (2007b) npscoefbw Semiparametric smooth coefficient regression bandwidth selection Li and Racine (2007b) npsigtest Nonparametric regression significance test Racine (1997), Racine et al. (2006) npudens Nonparametric density…”
The Five Factor Model of personality and evaluation of drug consumption risk (2015, positive): “We tested the PDFE versions which differed by: the number of the nearest neighbours which was varied between 5 and 30; the set of the input features; and the kernel function [27] which was placed in each data points.”
Nonstationarity in time series of state densities (2016, positive): “For the actual estimation of the state densities, we use the Epanechnikov kernel with the optimal bandwidth given in, e.g., Li and Racine (2007).”