Rage against the mean–a review of distributional regression approaches

T Kneib, A Silbersdorff, B Säfken - Econometrics and Statistics, 2023 - Elsevier
Distributional regression models that overcome the traditional focus on relating the
conditional mean of the response to explanatory variables and instead target either the …

Explaining inefficiency in nonparametric production models: the state of the art

L Bădin, C Daraio, L Simar - Annals of Operations Research, 2014 - Springer
The performance of economic producers is often affected by external or environmental
factors that, unlike the inputs and the outputs, are not under the control of the Decision …

Nonparametric econometrics: The np package

T Hayfield, JS Racine - Journal of statistical software, 2008 - jstatsoft.org
We describe the R np package via a series of applications that may be of interest to applied
econometricians. The np package implements a variety of nonparametric and …

[图书][B] Applied nonparametric econometrics

DJ Henderson, CF Parmeter - 2015 - books.google.com
The majority of empirical research in economics ignores the potential benefits of
nonparametric methods, while the majority of advances in nonparametric theory ignores the …

Fair regression with wasserstein barycenters

E Chzhen, C Denis, M Hebiri… - Advances in Neural …, 2020 - proceedings.neurips.cc
We study the problem of learning a real-valued function that satisfies the Demographic
Parity constraint. It demands the distribution of the predicted output to be independent of the …

Opening the black box–Quantile neural networks for loss given default prediction

R Kellner, M Nagl, D Rösch - Journal of Banking & Finance, 2022 - Elsevier
We extend the linear quantile regression with a neural network structure to enable more
flexibility in every quantile of the bank loan loss given default distribution. This allows us to …

Nonparametric quantile estimations for dynamic smooth coefficient models

Z Cai, X Xu - Journal of the American Statistical Association, 2008 - Taylor & Francis
We suggest quantile regression methods for a class of smooth coefficient time series
models. We use both local polynomial and local constant fitting schemes to estimate the …

Nonparametric econometrics: A primer

JS Racine - Foundations and Trends® in Econometrics, 2008 - nowpublishers.com
This review is a primer for those who wish to familiarize themselves with nonparametric
econometrics. Though the underlying theory for many of these methods can be daunting for …

What explains the performance of students in a heterogeneous environment? Conditional efficiency estimation with continuous and discrete environmental variables

K De Witte, M Kortelainen - Applied Economics, 2013 - Taylor & Francis
Efficiency estimations which do not account for the operational environment where
production units are operating in may have only a limited value. This article presents a fully …

Does education matter for economic growth?

MS Delgado, DJ Henderson… - Oxford Bulletin of …, 2014 - Wiley Online Library
Empirical growth regressions typically include mean years of schooling as a proxy for
human capital. However, empirical research often finds that the sign and significance of …