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Some Recent Developments on Nonparametric Econometrics

Id：2112 Date：20131014 Status：published ClickTimes：
作者Zongwu Cai, Jingping Gu, Qi Li
正文In this paper, we survey some recent developments of nonparametric econometrics in the following areas: (i) nonparametric estimation of regression models with mixed discrete and continuous data; (ii) nonparametric models with nonstationary data; (iii) nonparametric models with instrumental variables; and (iv) nonparametric estimation of conditional quantile functions. In each of the above areas, we also point out some open research problems.
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