Non-Parametric Estimation of Econometric Functionals

Non-parametric Specification Testing of Non-nested Econometric Models.*

We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the regression functions are unknown under both the null and the alternative hypotheses, an extension of the J-test procedure of Davidson and Mackinnon (1981) will lead to a test statistic with well defined asymptotic properties. The derivation of the test statistic involves double kernel estimation. Mo...

Estimation of Linear Functionals of Bivariate Distributions with Parametric Marginals

individual married female labor participation: an application of parametric & non-parametric econometric analysis

iranian female participation rate in the labor market of iran in the recent decade shows a increasing trend which amounted from 8% in 1999 to 18% in 2005.using parametric and non-parametric econometrics methods, in this research we aim to study the behavior of individual married females labor participation. our dataset consist of the annually budget survey of 2006 which is reported by statistic...

A semi-parametric estimation of mean functionals with non-ignorable missing data

Parameter estimation with non-ignorable missing data is a challenging problem in statistics. The fully parametric approach for joint modeling of the response model and the population model can produce results that are quite sensitive to the failure of the assumed model. We propose a more robust modeling approach by considering the model for the nonresponding part as an exponential tilting of th...

Non–parametric volatility estimation