- Some Recent Develop- ments on Nonparametric Econometrics
- Zongwu Cai, Qi Li
- #002008 20131014 (published)
- 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; (iv) Nonparametric estimation of conditional quantile functions. In each of the above areas we also point out some open research problems.
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