1. Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. (2024). Guillen, Montserrat ; Bagkavos, Dimitrios ; Nielsen, Jens P.
   In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2. Kernel-based hidden Markov conditional densities. (2022). Gooijer, Jan G. ; Yuan, AO ; Henter, Gustav Eje ; de Gooijer, Jan G.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:169:y:2022:i:c:s0167947322000111.

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3. Explaining predictive models using Shapley values and non-parametric vine copulas. (2021). Anders, Loland ; Martin, Jullum ; Thomas, Nagler ; Kjersti, Aas.
   In: Dependence Modeling.
   RePEc:vrs:demode:v:9:y:2021:i:1:p:62-81:n:1.

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4. Bounds on treatment effects in regression discontinuity designs with a manipulated running variable. (2020). Gerard, Franois ; Rothe, Christoph ; Rokkanen, Miikka .
   In: Quantitative Economics.
   RePEc:wly:quante:v:11:y:2020:i:3:p:839-870.

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5. Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates. (2020). Zhou, Xian ; Zhao, Xiaobing.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0949-x.

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6. Estimating quantiles in imperfect simulation models using conditional density estimation. (2020). Krzyak, Adam ; Kohler, Michael.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0683-8.

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7. Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:202016.

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9. Maximum likelihood method for bandwidth selection in kernel conditional density estimate. (2019). Horova, Ivanka ; Konena, Kateina.
   In: Computational Statistics.
   RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00884-0.

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10. Credit 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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11. A weighted estimator of conditional hazard rate with left-truncated and dependent data. (2018). Said, Elias Ould ; Liang, Han-Ying.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:70:y:2018:i:1:d:10.1007_s10463-016-0587-4.

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12. Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Fang, Ying ; Cai, Zongwu ; Tian, Dingshi.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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13. .

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15. Semiparametric smooth coefficient quantile estimation of the production profile. (2017). Lai, Hung-pin ; Yang, Yung-Lieh ; Huang, Cliff J ; Fu, Tsu-Tan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1072-x.

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16. Nonparametric estimation of a conditional density. (2017). Kohler, Michael ; Bott, Ann-Kathrin .
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0535-8.

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17. Quantile Treatment Effects in Regression Discontinuity Designs with Covariates. (2017). Hsu, Yu-Chin ; Lo, Giorgio Teng-Yu ; Kuan, Chung-Ming .
    In: IEAS Working Paper : academic research.
    RePEc:sin:wpaper:17-a009.

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18. Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics. (2017). Song, Jing-Sheng ; Dunson, David ; Shang, Yan.
    In: Operations Research.
    RePEc:inm:oropre:v:65:y:2017:i:6:p:1574-1588.

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19. Smooth copula-based estimation of the conditional density function with a single covariate. (2017). Janssen, Paul ; Veraverbeke, Noel ; Swanepoel, Jan .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:159:y:2017:i:c:p:39-48.

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20. Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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21. Smoothed kernel conditional density estimation. (2017). Wu, Ximing ; Wen, Kuangyu .
    In: Economics Letters.
    RePEc:eee:ecolet:v:152:y:2017:i:c:p:112-116.

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22. Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable. (2016). Rokkanen, Miikka ; Rothe, Christoph ; Gerard, Franois.
    In: NBER Working Papers.
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23. Non-parametric estimation of conditional densities: A new method. (2016). Otneim, HÃ¥kon ; Tjostheim, Dag.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2016_022.

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24. Do long-haul truckers undervalue future fuel savings?. (2016). Stevens, John ; Copeland, Adam ; Adenbaum, Jacob .
    In: Staff Reports.
    RePEc:fip:fednsr:756.

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25. Estimation of nonseparable models with censored dependent variables and endogenous regressors. (2016). Otsu, Taisuke ; Taylor, Luke.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:68678.

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26. Variation-based tests for volatility misspecification. (2016). Papanicolaou, Alex ; Giesecke, Kay .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:217-230.

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27. A tale of two option markets: Pricing kernels and volatility risk. (2016). SONG, ZHAOGANG ; Xiu, Dacheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:190:y:2016:i:1:p:176-196.

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28. Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil. (2016). Rothe, Christoph ; Rokkanen, Miikka ; Gerard, Francois.
    In: CEPR Discussion Papers.
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29. Adaptive Estimation of a Conditional Density. (2016). Bott, Ann-Kathrin ; Kohler, Michael.
    In: International Statistical Review.
    RePEc:bla:istatr:v:84:y:2016:i:2:p:291-316.

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30. Do long-haul truckers undervalue future fuel savings?. (2015). Stevens, John ; Copeland, Adam ; Adenbaum, Jacob.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-118.

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31. Robust estimating equation-based sufficient dimension reduction. (2015). Zhu, Lixing ; Zhou, Jingke ; Xu, Wangli.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:134:y:2015:i:c:p:99-118.

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32. Specification testing for transformation models with an application to generalized accelerated failure-time models. (2015). Su, Liangjun ; Lewbel, Arthur ; Lu, Xun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:184:y:2015:i:1:p:81-96.

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33. Local linear estimation of residual entropy function of conditional distributions. (2015). Abdul-Sathar, E. I. ; Maya, R. ; Rajesh, G..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:88:y:2015:i:c:p:1-14.

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34. Health care expenditure disparities in the European Union and underlying factors: a distribution dynamics approach. (2014). Villaverde, Jose ; Maza, Adolfo ; Hierro, Maria.
    In: International Journal of Health Economics and Management.
    RePEc:kap:ijhcfe:v:14:y:2014:i:3:p:251-268.

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35. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk. (2014). SONG, ZHAOGANG ; Xiu, Dacheng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-58.

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36. Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data. (2014). Abdali, Abdel ; Rachdi, Mustapha ; Demongeot, Jacques ; Madani, Fethi ; Laksaci, Ali.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:73:y:2014:i:c:p:53-68.

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37. Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall. (2013). CAI, ZONGWU ; Wang, Xian.
    In: Working Papers.
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38. Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models. (2013). CAI, ZONGWU ; Xu, Xiaoping .
    In: Working Papers.
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39. Kernel estimation of conditional density with truncated, censored and dependent data. (2013). Liu, Ai-Ai ; Liang, Han-Ying.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:120:y:2013:i:c:p:40-58.

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40. Posterior consistency in conditional distribution estimation. (2013). Dunson, David B. ; Tokdar, Surya T. ; Pati, Debdeep .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:116:y:2013:i:c:p:456-472.

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41. Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models. (2013). Su, Liangjun ; Lewbel, Arthur ; Lu, Xun.
    In: Boston College Working Papers in Economics.
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42. On Projection-type Estimators of Multivariate Isotonic Functions. (2013). Daouia, Abdelaati ; Park, Byeong U..
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:2:p:363-386.

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43. Food Inflation in EU: Distribution Analysis and Spatial Effects. (2013). Kremmydas, Dimitrios ; Liontakis, Angelos .
    In: Working Papers.
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44. Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). Saart, Patrick ; GAO, Jiti.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2012-21.

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45. Bootstrap confidence bands and partial linear quantile regression. (2012). Härdle, Wolfgang ; Song, Song ; Ritov, Yaaacov ; Hrdle, Wolfgang K..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:107:y:2012:i:c:p:244-262.

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46. International market links and volatility transmission. (2012). Fernandes, Marcelo ; Corradi, Valentina ; Distaso, Walter .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:117-141.

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47. Quantile treatment effects in the regression discontinuity design. (2012). Melly, Blaise ; Frölich, Markus ; Frlich, Markus ; Frandsen, Brigham R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:2:p:382-395.

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48. Income distribution dynamics across European regions: Re-examining the role of space. (2012). Villaverde, Jose ; Maza, Adolfo ; Hierro, Maria .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2632-2640.

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49. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201109.

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50. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201108.

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51. On Projection-Type Estimators of Multivariate Isotonic Functions. (2011). Park, Beyong U ; Daouia, Abdelaati.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2011036.

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52. Measuring intra-distribution income dynamics: an application to the European regions. (2010). Villaverde, Jose ; Maza, Adolfo ; HIERRO, MARIA.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:45:y:2010:i:2:p:313-329.

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53. Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Park, Byeong ; Jeong, Seok-Oh .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:173:y:2010:i:1:p:105-122:10.1007/s10479-008-0359-5.

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54. Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data. (2010). Liang, Han-Ying ; Peng, Liang.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:5:p:1043-1054.

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55. Fast kernel conditional density estimation: A dual-tree Monte Carlo approach. (2010). Gray, Alexander G. ; Holmes, Michael P. ; Isbell, Charles Lee .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:7:p:1707-1718.

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56. Optimized fixed-size kernel models for large data sets. (2010). De Moor, B. ; Suykens, J. A. K., ; De Brabanter, K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:6:p:1484-1504.

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57. CONFIDENCE BANDS IN QUANTILE REGRESSION. (2010). Härdle, Wolfgang ; Song, Song ; Hrdle, Wolfgang K..
    In: Econometric Theory.
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58. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
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59. A quantile-copula approach to conditional density estimation. (2009). Faugeras, Olivier.
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    RePEc:eee:jmvana:v:100:y:2009:i:9:p:2083-2099.

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60. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:2:p:191-208.

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61. Nonparametric Transition-Based Tests for Jump Diffusions. (2009). Fan, Jianqing ; Peng, Heng ; At-Sahalia, Yacine .
    In: Journal of the American Statistical Association.
    RePEc:bes:jnlasa:v:104:i:487:y:2009:p:1102-1116.

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62. Income distribution dynamics and cross-region convergence in Europe. (2008). Fischer, Manfred ; Stumpner, Peter.
    In: Journal of Geographical Systems.
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63. A bootstrap-based non-parametric forecast density. (2008). Zerom, Dawit ; Manzan, Sebastiano .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:535-550.

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64. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:120-130.

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65. Nonparametric conditional hazard rate estimation: A local linear approach. (2008). Spierdijk, Laura.
    In: Computational Statistics & Data Analysis.
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66. Non-crossing nonparametric estimates of quantile curves. (2007). Dette, Holger ; Volgushev, Stanislav.
    In: Technical Reports.
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67. A test for model specification of diffusion processes. (2007). GAO, Jiti ; Chen, Song ; Tang, Chenghong ; Song Xi Chen, .
    In: MPRA Paper.
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68. Productivity polarization across regions in Europe. (2007). Basile, Roberto.
    In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
    RePEc:pia:wpaper:31/2007.

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69. Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators. (2007). Basile, Roberto.
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70. A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities. (2007). Ghosal, Subhashis ; Tang, Yongqiang .
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71. Absorption of shocks in nonlinear autoregressive models. (2007). van Dijk, Dick ; Franses, Philip Hans ; Boswijk, H. Peter.
    In: Computational Statistics & Data Analysis.
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72. Conditional density estimation: an application to the Ecuadorian manufacturing sector. (2007). Jacho-Chavez, David .
    In: Economics Bulletin.
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73. Conditional density estimation: an application to the Ecuadorian manufacturing sector. (2007). Jacho-Chávez, David ; Huynh, Kim ; Jacho-Chavez, David .
    In: Economics Bulletin.
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74. Ability, sorting and wage inequality. (2005). Lee, Sokbae (Simon) ; Carneiro, Pedro.
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75. Approximating conditional distribution functions using dimension reduction. (2005). Hall, Peter ; Yao, Qiwei.
    In: LSE Research Online Documents on Economics.
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76. A Multi-Step Forecast Density. (2005). Manzan, S..
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77. Assessing Chaos in Time Series: Statistical Aspects and Perspectives. (2004). Giannerini, Simone ; Rosa, Rodolfo .
    In: Studies in Nonlinear Dynamics & Econometrics.
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78. Statistical Tests for Lyapunov Exponents of Deterministic Systems. (2004). Tong, Howell ; Wolff, Rodney ; Yao, Qiwei.
    In: Studies in Nonlinear Dynamics & Econometrics.
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79. A selective overview of nonparametric methods in financial econometrics. (2004). Fan, Jianqing.
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80. Nonparametric estimation and symmetry tests for conditional density functions. (2002). Hyndman, Rob ; Yao, Qiwei.
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81. Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M..
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82. A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried.
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83. Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q..
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