Stengos, Thanasis <br/><br/>
Nonparametric Econometric Methods and Application 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>discrete duration models||volatility feedback effect||semiparametric estimation||nonparametric method||GLS detrending||functional coefficients||purified implied volatility||country competitiveness index||nonparametric frontiers||efficiency||materials balance condition||panel data||Dirichlet process prior||classification||indicators||Kendall’s tau||realised volatility||Malmquist productivity index||conditional dependence index||wavelet||dependent Bayesian nonparametrics||TFP growth||Solow economic growth convergence model||unit root testing||nonparametric 2SLS estimator||random forests||competitiveness||slice sampling||integrated difference kernel estimator||maximum score estimator||heterogeneous autoregressive model||generalized additive models||Monte Carlo||tensor products||cubic spline penalty||M-estimation||nonparametric copula||leverage effect||conditional quantile function||emissions||efficient semiparamteric estimation||DEA||tail dependence index||difference kernel estimator||nonparametric threshold regression||machine learning||factors||local linear regression||European Union||financial development||series estimator||production efficiency