17
H index
22
i10 index
970
Citations
National Research University Higher School of Economics (HSE) (15% share) | 17 H index 22 i10 index 970 Citations RESEARCH PRODUCTION: 23 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 4 |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research | 3 |
Biometrika | 3 |
Journal of the American Statistical Association | 2 |
Econometrica | 2 |
Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 8 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 3 |
Year ![]() | Title of citing document ![]() |
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2024 | Context-dependent Causality (the Non-Nonotonic Case). (2024). Kim, Moshe ; Billfeld, Nir. In: Papers. RePEc:arx:papers:2404.05021. Full description at Econpapers || Download paper |
2025 | A sliced Wasserstein and diffusion approach to random coefficient models. (2025). Ye, Ting ; Han, Fang ; Lim, Keunwoo. In: Papers. RePEc:arx:papers:2502.04654. Full description at Econpapers || Download paper |
2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie L ; Labonne, Paul ; Hoogerheide, Lennart ; van Djik, Herman K. In: Working Papers. RePEc:bny:wpaper:0135. Full description at Econpapers || Download paper |
2024 | Endogeneity in weakly separable models without monotonicity. (2024). Tang, Xun ; Khan, Shakeeb ; Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s030440762300283x. Full description at Econpapers || Download paper |
2024 | Testing and relaxing the exclusion restriction in the control function approach. (2024). Sasaki, Yuya ; Hoderlein, Stefan ; Dhaultfuille, Xavier. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000439. Full description at Econpapers || Download paper |
2024 | Nonseparable sample selection models with censored selection rules. (2024). Vella, Francis ; van Vuuren, Aico ; Fernandez-Val, Ivan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000567. Full description at Econpapers || Download paper |
2024 | Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence. (2024). Blundell, Richard ; Light, Jack ; Bonhomme, Stephane ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623001434. Full description at Econpapers || Download paper |
2024 | A Correlated Random Coefficient panel model with time-varying endogeneity. (2024). Laage, Louise. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001507. Full description at Econpapers || Download paper |
2024 | GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper |
2024 | A model specification test for semiparametric nonignorable missing data modeling. (2024). Tang, Cheng Yong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:124-132. Full description at Econpapers || Download paper |
2024 | Adaptive directional estimator of the density in Rd for independent and mixing sequences. (2024). Ammous, Sinda ; Dedecker, Jerome ; Duval, Celine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000393. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Doing More with Less: Overcoming Ineffective Long-Term Targeting Using Short-Term Signals. (2024). Huang, Ta-Wei ; Ascarza, Eva. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:4:p:863-884. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2006 | Statistical Models. A. C. Davison In: The American Statistician. [Full Text][Citation analysis] | article | 0 |
2009 | Time Series Modelling With Semiparametric Factor Dynamics In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 45 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | ||
2003 | More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 30 |
2009 | Testing in semiparametric models with interaction, with applications to gene–environment interactions In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
1999 | Smoothing Splines and Shape Restrictions In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 49 |
1990 | Bootstarp Methods in Nonparametric Regression In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 3 |
1990 | Comparing nonparametric versus parametric regression fits. In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 60 |
1992 | Comparing nonparametric versus parametric regression fits..(1992) In: Statistic und Oekonometrie. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
1997 | On estimation of monotone and concave frontier functions In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 83 |
2002 | ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2004 | BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 30 |
2001 | Bootstrap Inference in Semiparametric Generalized Additive Models..(2001) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2009 | NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 36 |
2010 | ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY In: Econometric Theory. [Full Text][Citation analysis] | article | 55 |
1997 | The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 104 |
1998 | Estimating Yield Curves by Kernel Smoothing Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods In: Econometrica. [Full Text][Citation analysis] | article | 59 |
2007 | Identification of Marginal Effects in Nonseparable Models Without Monotonicity In: Econometrica. [Full Text][Citation analysis] | article | 103 |
2000 | Yield Curve Estimation by Kernel Smoothing Methods In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 23 |
2001 | Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2009 | Identification and estimation of local average derivatives in non-separable models without monotonicity In: Econometrics Journal. [Full Text][Citation analysis] | article | 24 |
1994 | Testing for multimodality In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
2008 | Nonparametric transformation to white noise In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
1990 | A short note on optimal bandwidth selection for kernel estimators In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
In: . [Full Text][Citation analysis] | paper | 6 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
1992 | ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries. In: Catholique de Louvain - Institut de statistique. [Citation analysis] | paper | 0 |
2000 | Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2007 | Time Series Modelling with Semiparametric Factor Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
2010 | Nonparametric Regression with Nonparametrically Generated Covariates In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2002 | Nonparametric estimation of an additive model with a link function In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 14 |
2003 | Generalised structured models In: Biometrika. [Citation analysis] | article | 8 |
2007 | A General Approach to the Predictability Issue in Survival Analysis with Applications In: Biometrika. [Full Text][Citation analysis] | article | 6 |
2009 | Nonparametric additive regression for repeatedly measured data In: Biometrika. [Full Text][Citation analysis] | article | 6 |
1993 | Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2007 | Comments on: Nonparametric inference with generalized likelihood ratio tests In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
1997 | Universal smoothing factor selection in density estimation: theory and practice In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 12 |
2000 | Thresholding algorithms, maxisets and well-concentrated bases In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 10 |
2005 | A Bootstrap Test for Single Index Models In: Econometrics. [Full Text][Citation analysis] | paper | 2 |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 2 | |
In: . [Full Text][Citation analysis] | paper | 42 | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | ||
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 8 |
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