Rage against the mean–a review of distributional regression approaches
Distributional regression models that overcome the traditional focus on relating the
conditional mean of the response to explanatory variables and instead target either 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
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 …
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 …
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 …
nonparametric methods, while the majority of advances in nonparametric theory ignores the …
Fair regression with wasserstein barycenters
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 …
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 …
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 …
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 …
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 …
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 …
human capital. However, empirical research often finds that the sign and significance of …