Skip to main content

Questions tagged [nonparametrics]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1 vote
0 answers
41 views

Mean Square Differentiability for M estimation- Example

Newey's 1994 paper on Semi Parametric Estimation mentions a condition in two step semi parametric estimation. Suppose that $h$ is an (infinite) dimensional nuisance parameter that is estimated non ...
mich95's user avatar
  • 141
2 votes
1 answer
71 views

Reference on nonparametric econometrics

I am looking for a fairly recent treatment of non parametric econometric methods. Something which can help me make sense of, for instance Hausman Newey Econometrica 2016 I did find some references on ...
Tanay's user avatar
  • 308
0 votes
1 answer
62 views

Are slacks the same as mix-inefficiency?

On the diagram below it is stated that A' has input slacks as it could reduce the amount of $x_2$ and still be on the frontier (by moving to C). However I recall mix-inefficiency having a similar ...
Joseph's user avatar
  • 305
4 votes
1 answer
147 views

Nonparametric estimation: Interaction of two continuous variables

The probability of observing a binary outcome y is a function of two variables, y = f(x1, x2). Both ...
FooBar's user avatar
  • 10.7k
3 votes
0 answers
110 views

Differences between LATE and Heckman Selection

I have heard that a paper by Heckman and Vytlacil demonstrate comparisons between nonparametric Heckman selection (NP Heckit) and the LATE (local average treatment effect) framework. Could someone ...
jmbejara's user avatar
  • 9,355