Enno Mammen : Citation Profile


Are you Enno Mammen?

National Research University Higher School of Economics (15% share)

14

H index

17

i10 index

678

Citations

RESEARCH PRODUCTION:

23

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (1990 - 2010). See details.
   Cites by year: 33
   Journals where Enno Mammen has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 9 (1.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma279
   Updated: 2021-01-16    RAS profile: 2014-11-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Enno Mammen.

Is cited by:

LINTON, OLIVER (56)

Härdle, Wolfgang (28)

hoderlein, stefan (26)

Sperlich, Stefan (20)

Su, Liangjun (20)

Simar, Leopold (17)

Hoderlein, Stefan (15)

Lewbel, Arthur (15)

Schienle, Melanie (13)

Li, Degui (12)

GAO, Jiti (11)

Cites to:

Härdle, Wolfgang (12)

LINTON, OLIVER (12)

Campbell, John (6)

Shiller, Robert (6)

Hautsch, Nikolaus (4)

Newey, Whitney (4)

White, Alan (3)

Yang, Lijian (3)

Ait-Sahalia, Yacine (3)

Fengler, Matthias (3)

Fan, Jianqing (3)

Main data


Where Enno Mammen has published?


Journals with more than one article published# docs
Econometric Theory4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Biometrika3
Journal of Econometrics2
Journal of the American Statistical Association2
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3

Recent works citing Enno Mammen (2021 and 2020)


YearTitle of citing document
2020Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

Full description at Econpapers || Download paper

2020Nonparametric estimation in a regression model with additive and multiplicative noise. (2019). Navarro, Fabien ; Kou, Junke ; el Kolei, Salima ; Chesneau, Christophe. In: Papers. RePEc:arx:papers:1906.07695.

Full description at Econpapers || Download paper

2020Testing nonparametric shape restrictions. (2019). Hidalgo, Javier ; Komarova, Tatiana. In: Papers. RePEc:arx:papers:1909.01675.

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2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

Full description at Econpapers || Download paper

2020On bandwidth choice for spatial data density estimation. (2020). Zhang, Qiang ; Tjstheim, Dag ; Lu, Zudi ; Ling, Nengxiang ; Jiang, Zhenyu. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:817-840.

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2020Smooth backfitting for errors-in-variables varying coefficient regression models. (2020). Park, Byeong U ; Lee, Young K ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302646.

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2020A new approach to varying-coefficient additive models with longitudinal covariates. (2020). Wang, Jane-Ling ; Zhong, Qixian ; Zhang, Xiaoke. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947320300037.

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2020Aggregation of inputs and outputs prior to Data Envelopment Analysis under big data. (2020). Zelenyuk, Valentin. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:172-187.

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2020Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons. (2020). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2020-20.

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2020Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2019). Gautier, Eric ; Gaillac, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-02130472.

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2020Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4.

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2020Time–Varying Panel Data Models with an Additive Factor Structure. (2020). GAO, Jiti ; Yang, Yanrong ; Liu, Fei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-42.

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2020An optimal test for the additive model with discrete or categorical predictors. (2020). Mandal, Abhijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:6:d:10.1007_s10463-019-00729-z.

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2020A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?. (2020). RANJBAR, Setareh ; Sperlich, Stefan. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:6:d:10.1007_s10902-019-00165-z.

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2020Conditional Cash Incentive and Use of Health Care Services: New Evidence from a Household Experiment. (2020). Osmani, Ahmad Reshad. In: EconStor Open Access Articles. RePEc:zbw:espost:226352.

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Works by Enno Mammen:


YearTitleTypeCited
2006Statistical Models. A. C. Davison In: The American Statistician.
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article0
2009Time Series Modelling With Semiparametric Factor Dynamics In: Journal of the American Statistical Association.
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article48
2007Time Series Modelling with Semiparametric Factor Dynamics.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 48
paper
2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
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article24
2009Testing in semiparametric models with interaction, with applications to gene–environment interactions In: Journal of the Royal Statistical Society Series B.
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article7
1999Smoothing Splines and Shape Restrictions In: Scandinavian Journal of Statistics.
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article42
1990Bootstarp Methods in Nonparametric Regression In: LIDAM Discussion Papers CORE.
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paper3
1990Comparing nonparametric versus parametric regression fits. In: LIDAM Discussion Papers CORE.
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paper61
1992Comparing nonparametric versus parametric regression fits..(1992) In: Statistic und Oekonometrie.
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This paper has another version. Agregated cites: 61
paper
1997On estimation of monotone and concave frontier functions In: LIDAM Discussion Papers CORE.
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paper63
2002ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY In: Econometric Theory.
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article13
2004BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS In: Econometric Theory.
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article23
2001Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers.
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This paper has another version. Agregated cites: 23
paper
2009NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES In: Econometric Theory.
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article32
2010ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY In: Econometric Theory.
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article31
1997The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions In: Cowles Foundation Discussion Papers.
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paper90
1998Estimating Yield Curves by Kernel Smoothing Methods In: Cowles Foundation Discussion Papers.
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paper1
2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: Cowles Foundation Discussion Papers.
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paper1
2005Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods In: Econometrica.
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article25
2007Identification of Marginal Effects in Nonseparable Models Without Monotonicity In: Econometrica.
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article65
2000Yield Curve Estimation by Kernel Smoothing Methods In: Econometric Society World Congress 2000 Contributed Papers.
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paper17
2001Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 17
article
2009Identification and estimation of local average derivatives in non-separable models without monotonicity In: Econometrics Journal.
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article13
1994Testing for multimodality In: Computational Statistics & Data Analysis.
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article9
2008Nonparametric transformation to white noise In: Journal of Econometrics.
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article15
1990A short note on optimal bandwidth selection for kernel estimators In: Statistics & Probability Letters.
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article5
2004Estimating Semiparametric ARCH Models by Kernel Smoothing Methods In: FMG Discussion Papers.
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paper2
2004Yield Curve Estimation by Kernel Smoothing In: FMG Discussion Papers.
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paper0
1992ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries. In: Catholique de Louvain - Institut de statistique.
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paper0
2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. In: Finance Working Papers.
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paper3
2005A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics In: SFB 649 Discussion Papers.
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paper8
2010Nonparametric Regression with Nonparametrically Generated Covariates In: SFB 649 Discussion Papers.
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paper30
2002Nonparametric estimation of an additive model with a link function In: CeMMAP working papers.
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paper9
2003Generalised structured models In: Biometrika.
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article8
2007A General Approach to the Predictability Issue in Survival Analysis with Applications In: Biometrika.
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article4
2009Nonparametric additive regression for repeatedly measured data In: Biometrika.
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article5
1993Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
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article0
2007Comments on: Nonparametric inference with generalized likelihood ratio tests In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
1997Universal smoothing factor selection in density estimation: theory and practice In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article11
2000Thresholding algorithms, maxisets and well-concentrated bases In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article8
2005A Bootstrap Test for Single Index Models In: Econometrics.
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paper2

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