Jeffrey Scott Racine : Citation Profile


Are you Jeffrey Scott Racine?

McMaster University (98% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)
American University (1% share)

23

H index

35

i10 index

2875

Citations

RESEARCH PRODUCTION:

65

Articles

48

Papers

3

Books

2

Chapters

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 95
   Journals where Jeffrey Scott Racine has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 48 (1.64 %)

EXPERT IN:

   Semiparametric and Nonparametric Methods: General
   Instrumental Variables (IV) Estimation
   Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
   Neural Networks and Related Topics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra175
   Updated: 2020-09-14    RAS profile: 2020-09-11    
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Relations with other researchers


Works with:

Centorrino, Samuele (3)

DAS, SONALI (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jeffrey Scott Racine.

Is cited by:

Tzeremes, Nickolaos (157)

HALKOS, GEORGE (132)

Henderson, Daniel (121)

Parmeter, Christopher (113)

Simar, Leopold (110)

Kumbhakar, Subal (77)

Henningsen, Arne (57)

Asongu, Simplice (56)

Zelenyuk, Valentin (49)

GAO, Jiti (45)

Sun, Kai (42)

Cites to:

Li, Qi (120)

Maasoumi, Esfandiar (24)

Maasoumi, Esfandiar (22)

LINTON, OLIVER (16)

Yang, Lijian (16)

Andrews, Donald (14)

Newey, Whitney (12)

Härdle, Wolfgang (12)

Stengos, Thanasis (12)

White, Halbert (11)

Chen, Xiaohong (9)

Main data


Where Jeffrey Scott Racine has published?


Journals with more than one article published# docs
Journal of Econometrics11
Journal of Applied Econometrics7
Econometric Reviews6
Journal of Business & Economic Statistics4
Journal of Nonparametric Statistics3
Journal of Applied Econometrics3
Canadian Journal of Economics2
Econometric Theory2
Annals of Economics and Finance2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Department of Economics Working Papers / McMaster University26
Working Paper / Economics Department, Queen's University2
Departmental Working Papers / Southern Methodist University, Department of Economics2

Recent works citing Jeffrey Scott Racine (2020 and 2019)


YearTitle of citing document
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

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2019Foreign Aid Complementarities and Inclusive Human Development in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/021.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086.

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2019Foreign Aid Complementarities and Inclusive Human Development in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/021.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022.

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2019Quality and its Impact on Efficiency. (2019). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: DIAG Technical Reports. RePEc:aeg:report:2019-01.

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2019Foreign Aid Complementarities and Inclusive Human Development in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/021.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086.

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2020Measuring and Achieving World Agricultural Convergence. (2020). Gong, Binlei. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304347.

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2019Quality and its impact on efficiency. (2019). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019004.

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2019Specification Tests for the Propensity Score. (2019). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

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2019Inference on Breakdown Frontiers. (2019). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1705.04765.

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2019Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach. (2019). Moon, Hyungsik Roger ; Johnsson, Ida. In: Papers. RePEc:arx:papers:1709.10024.

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2019A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery. In: Papers. RePEc:arx:papers:1712.05527.

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2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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2020Nonparametric maximum likelihood methods for binary response models with random coefficients. (2019). Koenker, Roger ; Gu, Jiaying. In: Papers. RePEc:arx:papers:1811.03329.

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2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

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2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination. (2019). Treleaven, Philip ; Firoozye, Nick ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:1901.01751.

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2019Shrinkage for Categorical Regressors. (2019). Mareckova, Jana ; Heiler, Phillip. In: Papers. RePEc:arx:papers:1901.01898.

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2019Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision. (2019). Kim, Moshe ; Billfeld, Nir. In: Papers. RePEc:arx:papers:1902.06286.

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2020Identification and Estimation of Nonseparable Models with Multivalued Endogeneity and a Binary Instrument. (2019). Feng, Junlong. In: Papers. RePEc:arx:papers:1904.01159.

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2020Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:1907.02436.

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2020Testing for Sample Selection. (2019). Gutknecht, Daniel ; Corradi, Valentina. In: Papers. RePEc:arx:papers:1907.07412.

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2019Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

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2020Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586.

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2020A Hierarchy of Limitations in Machine Learning. (2020). Malik, Momin M. In: Papers. RePEc:arx:papers:2002.05193.

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2020Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Papers. RePEc:arx:papers:2003.03191.

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2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2020A perspective on correlation-based financial networks and entropy measures. (2020). Kumar, Sunil ; Gupta, Priya ; Pharasi, Hirdesh K ; Kukreti, Vishwas. In: Papers. RePEc:arx:papers:2004.09448.

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2020Ensemble Learning with Statistical and Structural Models. (2020). Xu, Jingzhi ; Mao, Jiaming. In: Papers. RePEc:arx:papers:2006.05308.

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2020Detangling robustness in high dimensions: composite versus model-averaged estimation. (2020). Bradic, Jelena ; Claeskens, Gerda ; Zhou, Jing. In: Papers. RePEc:arx:papers:2006.07457.

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2020On the Time Trend of COVID-19: A Panel Data Study. (2020). Gao, Jiti ; Dong, Chaohua ; Peng, Bin ; Linton, Oliver. In: Papers. RePEc:arx:papers:2006.11060.

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2020Efficient Covariate Balancing for the Local Average Treatment Effect. (2020). Heiler, Phillip. In: Papers. RePEc:arx:papers:2007.04346.

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2020Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares. (2020). Joo, Joonhwi ; Hortasu, Ali ; Dub, Jean-Pierre H. In: Working Papers. RePEc:bfi:wpaper:2020-13.

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2020Cox regression with survival‐time‐dependent missing covariate values. (2020). Shao, Jun ; Yu, Menggang ; Ye, Ting ; Yi, Yanyao. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:460-471.

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2019Innovation and Cost Efficiency in the Banking Industry: The Role of Electronic Payments. (2019). Petraglia, Carmelo ; Crudu, Federico ; Ardizzi, Guerino. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:1:n:12121.

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2019Eliciting, Applying And Exploring Multidimensional Welfare Weights: Evidence From The Field. (2019). Chiapperomartinetti, Enrica ; Esposito, Lucio. In: Review of Income and Wealth. RePEc:bla:revinw:v:65:y:2019:i:s1:p:s204-s227.

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2020On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065.

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2019Average derivative estimation under measurement error. (2019). Otsu, Taisuke ; Taylor, Luke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:602.

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2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7840.

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2019Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment. (2019). Lastauskas, Povilas ; Stakenas, Julius. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7844.

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2019Heterogeneous Effects of Tariff and Non-tariff Trade-Policy Barriers in Quantitative General Equilibrium. (2019). Erhardt, Katharina ; Egger, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13602.

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2019Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany. (2019). schmied, julian ; Dudel, Christian. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2019-003.

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2019Computation and application of robust data-driven bandwidth selection for gradient function estimation. (2019). Sun, Qiankun ; Xie, Qichang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:274-293.

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2019The impacts of market power on power grid efficiency: Evidence from China. (2019). Huang, Ruting ; Yao, Xin ; Du, Kerui. In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:99-110.

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2020Agricultural productivity convergence in China. (2020). Gong, Binlei. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x20300201.

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2019Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. (2019). Yue, MU ; Cheng, Ming-yen ; Li, Jialiang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:222-234.

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2019Estimation and test of jump discontinuities in varying coefficient models with empirical applications. (2019). Lin, Jin-Guan ; Zhao, Yan-Yong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:145-163.

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2020Determining the Number of Effective Parameters in Kernel Density Estimation. (2020). Parmeter, Christopher F ; McCloud, Nadine. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301987.

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2020Quantile regression in big data: A divide and conquer based strategy. (2020). Zhou, Yong ; Chen, Lanjue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302476.

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2020Tests for validity of the semiparametric heteroskedastic transformation model. (2020). Pretorius, Charl ; Meintanis, Simos G ; Hukova, Marie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302506.

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2020Corrected Mallows criterion for model averaging. (2020). Zou, Guohua ; Liao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302579.

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2019Growth in a time of external imbalances. (2019). Tamarit, Cecilio ; Peiró-Palomino, Jesús ; Camarero, Mariam ; Peiro-Palomino, Jesus . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:262-275.

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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2019A brief survey on the choice of parameters for: “Kernel density estimation for time series data”. (2019). Oneill, Robert ; Semeyutin, Artur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304376.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2019Averaging estimators for discrete choice by M-fold cross-validation. (2019). Zhao, Shangwei ; Yang, Guangren ; Zhou, Jianhong . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:65-69.

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2019Feasible generalized least squares using support vector regression. (2019). Startz, Richard ; Miller, Steve . In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:28-31.

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2019Structural changes in large economic datasets: A nonparametric homogeneity test. (2019). Costola, Michele ; Casarin, Roberto. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:55-59.

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2019Hyperparameter tuning and performance assessment of statistical and machine-learning algorithms using spatial data. (2019). Muenchow, Jannes ; Schratz, Patrick ; Brenning, Alexander ; Richter, Jakob ; Iturritxa, Eugenia. In: Ecological Modelling. RePEc:eee:ecomod:v:406:y:2019:i:c:p:109-120.

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2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

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2019Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. (2019). Li, Degui ; Chen, Xirong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:433-450.

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2019Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:607-622.

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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity. (2019). Xiao, Zhijie ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:608-631.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Pairwise local Fisher and naive Bayes: Improving two standard discriminants. (2020). Jullum, Martin ; Otneim, Hkon ; Tjostheim, Dag. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:284-304.

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2019An empirical study of scoring auctions and quality manipulation corruption. (2019). Huang, Yangguang. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301825.

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2019Metatechnology frontier and convexity: A restatement. (2019). O'Donnell, Christopher ; van De, Ignace ; ODonnell, Christopher ; Kerstens, Kristiaan. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:780-792.

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2019Convex and nonconvex input-oriented technical and economic capacity measures: An empirical comparison. (2019). Kerstens, Kristiaan ; van De, Ignace ; Sadeghi, Jafar. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:699-709.

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2019Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis. (2019). Tzeremes, Nickolaos ; POLEMIS, MICHAEL. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1104-1118.

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2019A bootstrap approach for bandwidth selection in estimating conditional efficiency measures. (2019). Badin, Luiza ; Simar, Leopold ; Daraio, Cinzia ; Bdin, Luiza . In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:784-797.

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2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

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2020Metafrontier productivity indices: Questioning the common convexification strategy. (2020). Kerstens, Kristiaan ; van De, Ignace ; Jin, Qianying. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:737-747.

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2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. (2020). Florackis, Chris ; Sainani, Sushil ; Kostakis, Alexandros ; Kanas, Angelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766.

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2020Firm-Heterogeneous Biased Technological Change: A nonparametric approach under endogeneity. (2020). Rayp, Glenn ; Merlevede, Bruno ; Dumont, Michel ; Dewitte, Ruben ; Verschelde, Marijn. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1172-1182.

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2020A superlative indicator for the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application. (2020). Kerstens, Pieter Jan ; Ang, Frederic. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:1161-1173.

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2019Using nonparametric copulas to measure crude oil price co-movements. (2019). Jacho-Chávez, David ; Huynh, Kim ; Jacho-Chavez, David T. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:211-223.

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2019Returns to scale in electricity generation: Replicated and revisited. (2019). Parmeter, Christopher ; Bernstein, David. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:4-15.

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2019Nonparametric wind power forecasting under fixed and random censoring. (2019). Dahl, Christian M ; Pedersen, Mikkel H ; Effraimidis, Georgios . In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303093.

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2020Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis. (2020). Gong, Binlei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317302992.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

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2020Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height. (2020). Plougonven, Riwal ; Drobinski, Philippe ; Tankov, Peter ; Alonzo, Bastien. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:515-530.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2019Credit market deregulation and economic growth: Further insights using a marginal integration approach. (2019). Kottaridi, Constantina ; Ketteni, Elena. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418301216.

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2019Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects. (2019). Rodriguez-Poo, Juan M ; Arteaga-Molina, Luis A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:110-124.

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2020Spatial directional robust Benefit of the Doubt approach in presence of undesirable output: An application to Italian waste sector. (2020). Rogge, Nicky ; Vidoli, Francesco ; Fusco, Elisa. In: Omega. RePEc:eee:jomega:v:94:y:2020:i:c:s0305048318308867.

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2019Shopping externalities and retail concentration: Evidence from dutch shopping streets. (2019). van Ommeren, Jos ; Pasidis, Ilias. In: Journal of Urban Economics. RePEc:eee:juecon:v:114:y:2019:i:c:s0094119019300713.

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2019Stock market daily volatility and information measures of predictability. (2019). Prattico, Flavio ; Petroni, Filippo ; Gismondi, Fulvio ; Damico, Guglielmo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:22-29.

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2019Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index. (2019). Busu, Mihail. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304340.

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2020Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy. (2020). Shang, Pengjian ; Wang, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314785.

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2019Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis. (2019). Hall, Stephen ; Harb, Nermeen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:192-204.

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2019Fossil fuel share in the energy mix and economic growth. (2019). Kibria, Ahsan ; Oladi, Reza ; Akhundjanov, Sherzod B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:253-264.

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2020The impact of wind and non-wind factors on PM2.5 levels. (2020). Taqi, Syed Ali ; Lin, Weiran ; Xu, Bing. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:154:y:2020:i:c:s0040162519316841.

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2019Drawbacks in the 3-Factor Approach of Fama and French (2018). (2019). McAleer, Michael ; Allen, David. In: Econometric Institute Research Papers. RePEc:ems:eureir:115746.

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2019Foreign Aid Complementarities and Inclusive Human Development in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/021.

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2019Foreign aid, instability and governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/022.

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More than 100 citations found, this list is not complete...

Works by Jeffrey Scott Racine:


YearTitleTypeCited
2017Semiparametric Varying Coefficient Models with Endogenous Covariates In: Annals of Economics and Statistics.
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2016Semiparametric Varying Coefficient Models with Endogenous Covariates.(2016) In: Department of Economics Working Papers.
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2008Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization In: American Economic Review.
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2014Aid and Economic Growth: A Robust Approach In: Journal of African Development.
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2014Aid and Economic Growth: A Robust Approach.(2014) In: Department of Economics Working Papers.
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2009Nonparametric vs parametric binary choice models: An empirical investigation In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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2011Nonparametric vs parametric binary choice models: An empirical investigation.(2011) In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
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2009Nonparametric vs Parametric Binary Choice Models: An Empirical Investigation.(2009) In: TSE Working Papers.
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2006Rating Crop Insurance Policies with Efficient Nonparametric Estimators that Admit Mixed Data Types In: Journal of Agricultural and Resource Economics.
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2017A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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2019A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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2004Cross-Validation and the Estimation of Conditional Probability Densities In: Journal of the American Statistical Association.
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1997Consistent Significance Testing for Nonparametric Regression. In: Journal of Business & Economic Statistics.
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2001On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables. In: Journal of Business & Economic Statistics.
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2008Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data In: Journal of Business & Economic Statistics.
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2009Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data In: Journal of Business & Economic Statistics.
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2016Healthcare facility choice and user fee abolition: regression discontinuity in a multinomial choice setting In: Journal of the Royal Statistical Society Series A.
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2013Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting.(2013) In: Department of Economics Working Papers.
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2013Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting.(2013) In: Working Papers.
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2013Health Care Facility Choice and User Fee Abolition: Regression Discontinuity in a Multinomial Choice Setting.(2013) In: Working Papers.
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2004A Dependence Metric for Possibly Nonlinear Processes In: Journal of Time Series Analysis.
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1995The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification? In: Canadian Journal of Economics.
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1992The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification..(1992) In: Laval - Recherche en Politique Economique.
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2006On the distributional effects of income in an aggregate consumption relation In: Canadian Journal of Economics.
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2006On the distributional effects of income in an aggregate consumption relation.(2006) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2002Generalized Semiparametric Binary Prediction In: Annals of Economics and Finance.
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2004Kernel Estimation of Multivariate Conditional Distributions In: Annals of Economics and Finance.
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2019An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics In: Cambridge Books.
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2009NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS In: Econometric Theory.
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2010SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA In: Econometric Theory.
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2008The Smooth Colonel Meets the Reverend In: Working Papers.
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2009The smooth Colonel meets the Reverend.(2009) In: Journal of Nonparametric Statistics.
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2000Nonparametric Estimation of Conditional Distributions in the Presence of Continuous and Categorical Data In: Econometric Society World Congress 2000 Contributed Papers.
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2002Parallel distributed kernel estimation In: Computational Statistics & Data Analysis.
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2007Inference via kernel smoothing of bootstrap P values In: Computational Statistics & Data Analysis.
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2006Inference Via Kernel Smoothing Of Bootstrap P Values.(2006) In: Working Paper.
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2002Entropy and predictability of stock market returns In: Journal of Econometrics.
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2004Nonparametric estimation of regression functions with both categorical and continuous data In: Journal of Econometrics.
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2007Growth and convergence: A profile of distribution dynamics and mobility In: Journal of Econometrics.
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2006GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY.(2006) In: Departmental Working Papers.
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2007A versatile and robust metric entropy test of time-reversibility, and other hypotheses In: Journal of Econometrics.
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2007A consistent model specification test with mixed discrete and continuous data In: Journal of Econometrics.
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2006A Consistent Model Specification Test with Mixed Discrete and Continuous Data.(2006) In: IEPR Working Papers.
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2009A nonparametric test for equality of distributions with mixed categorical and continuous data In: Journal of Econometrics.
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2012Jackknife model averaging In: Journal of Econometrics.
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2015Infinite order cross-validated local polynomial regression In: Journal of Econometrics.
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2013Infinite Order Cross-Validated Local Polynomial Regression.(2013) In: Department of Economics Working Papers.
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2016A solution to aggregation and an application to multidimensional ‘well-being’ frontiers In: Journal of Econometrics.
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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach In: Journal of Econometrics.
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2000Consistent cross-validatory model-selection for dependent data: hv-block cross-validation In: Journal of Econometrics.
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2003Nonparametric estimation of distributions with categorical and continuous data In: Journal of Multivariate Analysis.
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2018Interactive nonparametric analysis of nonlinear systems In: Physica A: Statistical Mechanics and its Applications.
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2016Local Polynomial Derivative Estimation: Analytic or Taylor? In: Advances in Econometrics.
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2015Local Polynomial Derivative Estimation: Analytic or Taylor?.(2015) In: Department of Economics Working Papers.
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1989THE SEMIPARAMETRIC APPROACH TO THE ESTIMATION OF SYSTEMS OF EQUATIONS MODELS IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM. In: York (Canada) - Department of Economics.
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1989SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM. In: York (Canada) - Department of Economics.
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1991A Nonparametric Variable Kernel Method for Lacal Adaptive Smoothing of Regression Functions and Associated Response Coefficients. In: York (Canada) - Department of Economics.
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1991An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean. In: York (Canada) - Department of Economics.
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2018Econometrics Best Paper Award 2018 In: Econometrics.
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2012Nonparametric vs parametric binary choice models In: Post-Print.
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2016Parametric and non-parametric analysis of tax changes In: Global Business and Economics Review.
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2014Parametric and Nonparametric Analysis of Tax Changes.(2014) In: Department of Economics Working Papers.
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1997Feasible Cross-Validatory Model Selection for General Stationary Processes. In: Journal of Applied Econometrics.
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article9
2000The Cygwin tools: a GNU toolkit for Windows In: Journal of Applied Econometrics.
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2002Using R to teach econometrics In: Journal of Applied Econometrics.
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2001Using R to Teach Econometrics..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2004Predictor relevance and extramarital affairs In: Journal of Applied Econometrics.
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2006gnuplot 4.0: a portable interactive plotting utility In: Journal of Applied Econometrics.
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2008Maxima: An open source computer algebra system In: Journal of Applied Econometrics.
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2009Towards reproducible econometric research: the Sweave framework In: Journal of Applied Econometrics.
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2008Nonparametric Econometrics: The np Package In: Journal of Statistical Software.
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2012Spline Regression in the Presence of Categorical Predictors In: Department of Economics Working Papers.
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2015Spline Regression in the Presence of Categorical Predictors.(2015) In: Journal of Applied Econometrics.
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2012Additive Regression Splines With Irrelevant Categorical and Continuous Regressors In: Department of Economics Working Papers.
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2012Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints In: Department of Economics Working Papers.
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2012Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions In: Department of Economics Working Papers.
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2013Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions.(2013) In: Journal of Business & Economic Statistics.
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2012Data-Driven Model Evaluation: A Test for Revealed Performance In: Department of Economics Working Papers.
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2013Testing Exclusion Restrictions in Nonseparable Triangular Models In: Department of Economics Working Papers.
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2013The Smooth Colonel and the Reverend Find Common Ground In: Department of Economics Working Papers.
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2017The smooth colonel and the reverend find common ground.(2017) In: Econometric Reviews.
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2013Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions In: Department of Economics Working Papers.
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2013Mixed Data Kernel Copulas In: Department of Economics Working Papers.
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2013Mixed Data Kernel Copulas.(2013) In: Working Paper series.
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2015Mixed data kernel copulas.(2015) In: Empirical Economics.
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2015Information Measures for Nonparametric Kernel Estimation In: Department of Economics Working Papers.
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2015Nonparametric Regression-Spline Random Effects Models In: Department of Economics Working Papers.
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2016A Correction to Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data by Li, Simar & Zelenyuk (2014, CSDA) In: Department of Economics Working Papers.
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2016Nonparametric Analysis of Complex Nonlinear Systems In: Department of Economics Working Papers.
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2017OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS In: Department of Economics Working Papers.
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2017Energy, Economics & Replication In: Department of Economics Working Papers.
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2017A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test In: Department of Economics Working Papers.
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2017Kernel Smoothed Probability Mass Functions for Ordered Datatypes In: Department of Economics Working Papers.
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2018Nonparametric Estimation and Inference for Panel Data Models In: Department of Economics Working Papers.
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2018Bootstrap Model Averaging Unit Root Inference In: Department of Economics Working Papers.
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2018Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions In: Department of Economics Working Papers.
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2008Nonparametric Econometrics: A Primer In: Foundations and Trends(R) in Econometrics.
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2014The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics In: OUP Catalogue.
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2011Nonparametric Evaluation of Dynamic Disease Risk: A Spatio-Temporal Kernel Approach In: PLOS ONE.
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2006Density Estimation, from Nonparametric Econometrics: Theory and Practice In: Introductory Chapters.
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2006Nonparametric Econometrics: Theory and Practice In: Economics Books.
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2004Simulation-based Tests That Can Use Any Number Of Simulations In: Working Paper.
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2003A Robust Entropy-Based Test for Asymmetry In: Departmental Working Papers.
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2006Alcohol availability and crime: a robust approach In: Applied Economics.
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2006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models In: Econometric Reviews.
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2017Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions In: Econometric Reviews.
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2019Information measures of kernel estimation In: Econometric Reviews.
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2009Nonparametric regression with weakly dependent data: the discrete and continuous regressor case In: Journal of Nonparametric Statistics.
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2010Aid and investment in LDCs: A robust approach In: The Journal of International Trade & Economic Development.
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2007Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors In: The Review of Economics and Statistics.
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