Enno Mammen : Citation Profile


Are you Enno Mammen?

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

13

H index

15

i10 index

514

Citations

RESEARCH PRODUCTION:

23

Articles

19

Papers

RESEARCH ACTIVITY:

   22 years (1988 - 2010). See details.
   Cites by year: 23
   Journals where Enno Mammen has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 9 (1.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma279
   Updated: 2017-11-23    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 (49)

Härdle, Wolfgang (34)

Sperlich, Stefan (22)

hoderlein, stefan (21)

Su, Liangjun (16)

Lewbel, Arthur (15)

Hoderlein, Stefan (15)

Schienle, Melanie (12)

Wilson, Paul (11)

Simar, Leopold (11)

Li, Degui (10)

Cites to:

Härdle, Wolfgang (14)

LINTON, OLIVER (12)

Shiller, Robert (6)

Campbell, John (6)

Hautsch, Nikolaus (4)

Ait-Sahalia, Yacine (4)

Newey, Whitney (4)

Nautz, Dieter (3)

Phillips, Peter (3)

Fan, Jianqing (3)

Horst, Ulrich (3)

Main data


Where Enno Mammen has published?


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

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 (2017 and 2016)


YearTitle of citing document
2017Conditional Quantile Processes based on Series or Many Regressors. (2017). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

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2016Option Pricing in an Imperfect World. (2016). Cassese, Gianluca. In: Papers. RePEc:arx:papers:1406.0412.

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2017Tests for qualitative features in the random coefficients model. (2017). Dunker, Fabian ; Schmidt-Hieber, Johannes ; Proksch, Katharina ; Eckle, Konstantin. In: Papers. RePEc:arx:papers:1704.01066.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587.

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2016Estimation of counterfactual distributions with a continuous endogenous treatment. (2016). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1053_16.

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2016Testing Monotonicity in Unobservables with Panel Data. (2016). Su, Liangjun ; hoderlein, stefan ; White, Halbert . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:892.

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2016Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”. (2016). Kasy, Maximilian ; hoderlein, stefan ; Holzmann, Hajo ; Meister, Alexander . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:896.

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2016A Semiparametric Intraday GARCH Model. (2016). Malec, Peter. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1633.

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2016Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity. (2016). Vollebergh, Herman R.J. ; Sen, Suphi ; Melenberg, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5837.

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2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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2016A Penalized Spline Estimator for Fixed Effects Panel Data Models. (2016). Putz, Peter ; Kneib, Thomas . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp827.

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2016Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects. (2016). Li, Rui ; You, Jinhong ; Alan, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:401-423.

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2016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Vanhems, Anne ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:2:p:360-373.

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2016Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness. (2016). hoderlein, stefan ; Neumeyer, Natalie ; Dette, Holger . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:129-144.

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2016Nonparametric errors in variables models with measurement errors on both sides of the equation. (2016). Lewbel, Arthur ; de Nadai, Michele . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:19-32.

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2016Testing for monotonicity in unobservables under unconfoundedness. (2016). Su, Liangjun ; hoderlein, stefan ; Yang, Thomas Tao ; White, Halbert . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:183-202.

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2016A nonparametric test of a strong leverage hypothesis. (2016). LINTON, OLIVER ; Yen, Yu-Min ; Whang, Yoon-Jae . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:153-186.

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2016Convolutional autoregressive models for functional time series. (2016). Liu, Xialu ; Chen, Rong ; Xiao, Han . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:263-282.

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2017Testing identifying assumptions in nonseparable panel data models. (2017). Ghanem, Dalia . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:202-217.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Nonparametric estimation and inference under shape restrictions. (2017). Lee, Sokbae ; Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:108-126.

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2017The triangular model with random coefficients. (2017). Meister, Alexander ; Holzmann, Hajo ; Hoderlein, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:144-169.

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2016Stochastic Data Envelopment Analysis—A review. (2016). Olesen, Ole B ; Petersen, Niels Christian . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:2-21.

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2016Constrained functional time series: Applications to the Italian gas market. (2016). Vantini, Simone ; Canale, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1340-1351.

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2016A semiparametric factor model for CDO surfaces dynamics. (2016). Härdle, Wolfgang ; Okhrin, Ostap ; Hardle, Wolfgang Karl ; Choro-Tomczyk, Barbara . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:151-163.

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2016Efficiency in multivariate functional nonparametric models with autoregressive errors. (2016). Dabo-Niang, Sophie ; Ternynck, C ; Guillas, S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:168-182.

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2016Continuously dynamic additive models for functional data. (2016). Ma, Haiqiang ; Zhu, Zhongyi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:1-13.

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2016Adaptive global thresholding on the sphere. (2016). Durastanti, Claudio . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:110-132.

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2017Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:262-281.

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2016Statistical inference for nonparametric GARCH models. (2016). Meister, Alexander ; Kreiss, Jens-Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:10:p:3009-3040.

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2016A robust penalized estimation for identification in semiparametric additive models. (2016). Yang, Jing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:268-277.

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2016Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding. (2016). Gautier, Eric ; Le Pennec, Erwan . In: Working Papers. RePEc:hal:wpaper:inria-00601274.

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2016Specification Testing in Nonparametric Instrumental Quantile Regression. (2016). Breunig, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-032.

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2017A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions. (2017). Horowitz, Joel L ; Krishnamurthy, Anand . In: CeMMAP working papers. RePEc:ifs:cemmap:01/17.

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2016Nonparametric estimation and inference under shape restrictions. (2016). Horowitz, Joel L ; Lee, Sokbae. In: CeMMAP working papers. RePEc:ifs:cemmap:29/16.

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2016Conditional quantile processes based on series or many regressors. (2016). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:46/16.

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2016Non-parameteric news impact curve: a variational approach. (2016). Goulet, Clement ; Garcin, Matthieu . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15086r.

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2017Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility. (2017). Botosaru, Irene. In: Discussion Papers. RePEc:sfu:sfudps:dp17-11.

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2016Smooth backfitting in additive inverse regression. (2016). Dette, Holger . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:4:d:10.1007_s10463-015-0517-x.

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2016Portfolio Decisions and Brain Reactions via the CEAD method. (2016). Härdle, Wolfgang ; Heekeren, Hauke R ; PEter, ; Majer, Piotr ; Hardle, Wolfgang K. In: Psychometrika. RePEc:spr:psycho:v:81:y:2016:i:3:d:10.1007_s11336-015-9441-5.

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2016Semi-parametric estimation and forecasting for exogenous log-GARCH models. (2016). Chen, Ming ; Song, Qiongxia . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:1:d:10.1007_s11749-015-0442-6.

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2017Bandwidth selection in kernel density estimation for interval-grouped data. (2017). Reyes, Miguel ; Cao, Ricardo ; Francisco-Fernandez, Mario . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0523-9.

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2016Topics in nonparametric identification and estimation. (2016). Hubner, Stefan. In: Other publications TiSEM. RePEc:tiu:tiutis:08fce56b-3193-46e0-871b-0fa4402832b5.

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2016Estimation of a semiparametric transformation model in the presence of endogeneity. (2016). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid . In: TSE Working Papers. RePEc:tse:wpaper:30482.

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2016Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve. (2016). Eva, Loreni . In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:62:y:2016:i:2:p:42-50:n:5.

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2016An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32.

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2017A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models. (2017). Janys, Lena . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168077.

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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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article40
2007Time Series Modelling with Semiparametric Factor Dynamics.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 40
paper
2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
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article14
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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article3
1999Smoothing Splines and Shape Restrictions In: Scandinavian Journal of Statistics.
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article22
1988Comparing nonparametric versus regression fits In: Discussion Paper Serie A.
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paper0
1990Bootstarp Methods in Nonparametric Regression In: CORE Discussion Papers.
[Citation analysis]
paper1
1990Comparing nonparametric versus parametric regression fits. In: CORE Discussion Papers.
[Citation analysis]
paper59
1992Comparing nonparametric versus parametric regression fits..(1992) In: Statistic und Oekonometrie.
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This paper has another version. Agregated cites: 59
paper
1997On estimation of monotone and concave frontier functions In: CORE Discussion Papers.
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paper43
2002ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY In: Econometric Theory.
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article10
2004BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS In: Econometric Theory.
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article17
2001Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers.
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This paper has another version. Agregated cites: 17
paper
2009NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES In: Econometric Theory.
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article23
2010ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY In: Econometric Theory.
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article23
1997The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions In: Cowles Foundation Discussion Papers.
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paper70
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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article19
2007Identification of Marginal Effects in Nonseparable Models Without Monotonicity In: Econometrica.
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article52
2000Yield Curve Estimation by Kernel Smoothing Methods In: Econometric Society World Congress 2000 Contributed Papers.
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paper13
2001Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 13
article
2009Identification and estimation of local average derivatives in non-separable models without monotonicity In: Econometrics Journal.
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article9
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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article11
1990A short note on optimal bandwidth selection for kernel estimators In: Statistics & Probability Letters.
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article2
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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paper19
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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article3
2009Nonparametric additive regression for repeatedly measured data In: Biometrika.
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article4
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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article9
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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article6
2005A Bootstrap Test for Single Index Models In: Econometrics.
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paper1

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