Browsing by Author "Rodríguez-Póo, Juan M."

Now showing items 1-3 of 3

2005-10-17Buch

Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence

Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; Vieu, Philippe

This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, ...
1998-03-19Buch

Nonparametric Factor Analysis of Time Series

Rodríguez-Póo, Juan M.; Linton, Oliver

We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the ...
1998-09-04Buch

Semiparametric three Step Estimation Methods in Labor Supply Models

Fernández, Ana I.; Rodríguez-Póo, Juan M.; Sperlich, Stefan

The aim of this paper is to provide an alternative way of specification and estimation of a labor supply model. The proposed estimation procedure can be included in the so called predicted wage methods and its main interest ...