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Non-parametric models in binary choice fixed effects panel data.
The Econometrics Journal, 14(3):351-367, 2011.
Stefan Hoderlein, Enno Mammen und Kyusang Yu.
[doi]
[Kurzfassung]
[BibTeX]
Summary  In this paper we extend the fixed effects approach to deal with non-linear panel data with non-parametric components. Specifically, we propose a non-parametric procedure that generalizes the conditional logit approach. We develop an estimator based on non-linear stochastic integral equations and provide the asymptotic property of the estimator and an iterative algorithm to implement the estimator. We analyse the small sample behaviour of the estimator through a Monte Carlo study.
Oracle-efficient Nonparametric Estimation Of An Additive Model With An Unknown Link Function.
Econometric Theory, 27:582-608, 2011.
Joel L. Horowitz und Enno Mammen.
[doi]
[BibTeX]
Nonparametric Regression with Filtered Data.
Bernoulli, 17(1):60-87, 2011.
Oliver Linton, Enno Mammen, Jens Perch Nielsen und Ingrid van Keilegom.
[doi]
[BibTeX]
Semiparametric Regression: Efficiency Gains From Modeling the Nonparametric Part.
Bernoulli, 17(2):736-748, 2011.
Kyusang Yu, Enno Mammen und Byeong U. Park.
[doi]
[BibTeX]
Empirical risk minimization in inverse problems.
Ann. Stat., 38(1):482-511, 2010.
Jussi Klemelä und Enno Mammen.
[BibTeX]
Backfitting and smooth backfitting for additive quantile models.
Ann. Statist., 38(5):2857-2883, 2010.
Young Kyung Lee, Enno Mammen und Byeong U. Park.
[doi]
[BibTeX]
Backfitting Tests in Additive Interaction Models.
2010.
Enno Mammen und Stefan Sperlich.
[doi]
[BibTeX]
Do-validation for Kernel Density Estimation.
JASA (to appear), 2010.
Enno Mammen, Maria Dolores Martinez Miranda, Jens Perch Nielsen und Stefan Sperlich.
[doi]
[BibTeX]
Generalised Linear Time Series Regression.
2010.
Enno Mammen, Jens Perch Nielsen und Bernd Fitzenberger.
[doi]
[BibTeX]
Efficient Semiparametric Marginal Estimation for the Partially Linear Additive Model for Longitudinal/Clustered Data.
Stat. Biosci., 1(1):10-31, 2009.
Raymond J. Carroll, Arnab Maity, Enno Mammen und Kyusang Yu.
[BibTeX]
Nonparametric additive regression for repeatedly measured data.
Biometrika, 96(2):383-398, 2009.
Raymond J. Carroll, Arnab Maity, Enno Mammen und Kyusang Yu.
[BibTeX]
Testing in semiparametric models with interaction, with applications to gene-environment interactions.
Journal Of The Royal Statistical Society Series B, 71(1):75-96, 2009.
Arnab Maity, Raymond J. Carroll, Enno Mammen und Nilanjan Chatterjee.
[BibTeX]
Nonparametric estimation of noisy integral equations of the second kind.
J. Korean Statist. Soc., 38(2):99-110, 2009.
Enno Mammen und Kyusang Yu.
[BibTeX]
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models.
2008.
Christian Conrad und Enno Mammen.
[doi]
[BibTeX]
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