Advances in Econometrics, Volume 14: Applying Kernel and Nonparametric Estimation to Economic Topics

Editors: Thomas B. Fomby (SMU), R. Carter Hill (LSU)

Introduction, Thomas B. Fomby and R. Carter Hill.
A Consistent Test for the Parametric Distribution of Regression Disturbances, Badi H. Baltagi and Qi Li.
A Comparison of Parametric, Semi-Nonparametric, Adaptive, and Nonparametric Cointegration Tests, H. Peter Boswijk, Andre Lucas, and Nick Taylor.
An Out-of-Sample, Nonparametric Test of the Martingale Difference Hypothesis, Michael W. McCracken.
On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series, Jeremy Berkowitz, Ionel Birgean, and Lutz Kilian.
Semiparametric Varying Parameter Panel Data Models: An Application to Estimation of Speed of Convergence, Subodh Kumar and Aman Ullah.
Specification Testing and Nonparametric Estimation of the Human Capital Model, John Xu Zheng.
A Nonparametric Approach to Stochastic Discount Factor Estimation, Fan Hu, Alastair R. Hall, and Douglas Nychka.
Nonparametric Estimation of the Net Benefits of Southern Illinois University on the State of Illinois by the Human Capital Model, Shawna Grosskopf and Brian W. Sloboda.
The Reaction of Housing Prices to Information on Superfund Sites: A Semiparametric Analysis of the Tacoma, Washington Market, Daniel P. McMillen and Paul Thorsnes.
Nonparametric Assessment of the Effects of Neighborhood Land Uses On Residential House Values, Shigeru Iwata, Hiroshi Murao, and Qiang Wang.
Equality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility, Donal O'Neill, Olive Sweetmen, and Dirk Van de gaer.
A Nonparametric Analysis of the U.S. Male Earnings Distribution, Donna K. Ginther.
Nonparametric Analysis of Growth in Replenishable Resource Stocks, J.S. Racine and J.B. Smith.
Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data, Cornelis A. Los.

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