| 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. |
