% $Id: jss_np.bib,v 1.8 2008/07/22 10:52:38 jracine Exp jracine $

@ARTICLE{v27i01:Hayfield+Racine:2008,
   AUTHOR       = {Tristen Hayfield and Jeffrey S. Racine},
   TITLE                = {Nonparametric Econometrics: The \pkg{np} Package},
   JOURNAL      = {Journal of Statistical Software},
   YEAR         = {2008},
   VOLUME       = {27},
   NUMBER       = {5},
   URL          = {http://www.jstatsoft.org/v27/i05/}
}

@ARTICLE{AITCHISON_AITKEN:1976,
AUTHOR = "Aitchison, J. and C. G. G. Aitken",
TITLE = "Multivariate Binary Discrimination by the Kernel Method",
JOURNAL = "Biometrika",
YEAR = "1976",
VOLUME = "63",
NUMBER = "3",
PAGES = "413--420"}

@TECHREPORT{BAIOCCHI:2006,
AUTHOR = "Baiocchi, G.",
YEAR = "2006",
TITLE = "Economic Applications of Nonparametric Methods",
TYPE = "Ph.D. Thesis",
INSTITUTION = "University of York"}

@ARTICLE{GRANGER_MAASOUMI_RACINE:2004,
author = "Granger, C. W. J. and E. Maasoumi and J. S. Racine",
year = "2004",
title = "A Dependence Metric for Possibly Nonlinear Processes", 
journal = "Journal of Time Series Analysis",
volume = "25",
number = "5", 
pages = "649--669"}

@ARTICLE{HALL_LI_RACINE:2007,
AUTHOR = "Hall, P. and Q. Li and J. S. Racine",
YEAR = "2007", 
TITLE = "Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors",
JOURNAL = "The Review of Economics and Statistics",
VOLUME = "89",
PAGES = "784-789"}

@ARTICLE{HALL_RACINE_LI:2004,
AUTHOR = "Hall, P. and J. S. Racine and Q. Li",
YEAR = "2004", 
TITLE = "Cross-Validation and the Estimation of Conditional Probability Densities",
JOURNAL = "Journal of the American Statistical Association",
VOLUME = "99",
NUMBER = "468",
PAGES = "1015-1026"}

@ARTICLE{HSIAO_LI_RACINE:2007, 
AUTHOR = "Hsiao, C. and Q. Li and J. S. Racine", 
YEAR = "2007", 
TITLE = "A Consistent Model Specification Test with Mixed Categorical and Continuous Data",
JOURNAL = "Journal of Econometrics",
VOLUME = "140",
PAGES = "802-826"}

@ARTICLE{HURVICH_SIMONOFF_TSAI:1998,
AUTHOR = "Hurvich, C. M. and J. S. Simonoff and C. L. Tsai",
YEAR = "1998", 
TITLE = "Smoothing Parameter Selection in Nonparametric Regression
using an improved {A}kaike information criterion",
JOURNAL = "Journal of the Royal Statistical Society Series B",
VOLUME = "60",
PAGES = "271-293"}

@ARTICLE{ICHIMURA:1993,
AUTHOR = "Ichimura, H.",
YEAR = "1993",
TITLE = "Semiparametric Least Squares ({SLS}) and Weighted {SLS} Estimation of Single-Index Models",
JOURNAL = "Journal of Econometrics",
VOLUME = "58",
PAGES = "71-120"}

@ARTICLE{KLEIN_SPADY:1993,
AUTHOR = "Klein, R. W. and R. H. Spady",
YEAR = "1993",
TITLE = "An Efficient Semiparametric Estimator for Binary Response Models",
JOURNAL = "Econometrica",
VOLUME = "61",
PAGES = "387-421"}

@ARTICLE{KUNSCH:1989,
AUTHOR = "K{\"{u}}nsch, H. R.",
YEAR = "1989",
TITLE = "The Jackknife and the Bootstrap for General Stationary Observations",
JOURNAL = "The Annals of Statistics",
VOLUME = "17",
NUMBER = "3",
PAGES = "1217-1241"}

@ARTICLE{LIU:1988,
AUTHOR = "Liu, R. Y.",
YEAR = "1988",
TITLE = "Bootstrap Procedures Under Some Non I.I.D.~Models",
JOURNAL = "Annals of Statistics",
VOLUME = "16",
PAGES = "1696-1708"}

@ARTICLE{LI_MAASOUMI_RACINE:2009,
AUTHOR = "Li, Q. and E. Maasoumi and J. S. Racine",
YEAR = "2009", 
TITLE = "A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data",
JOURNAL = "Journal of Econometrics",
VOLUME = "148",
PAGES = "186-200"}

@ARTICLE{LI_RACINE:2003a,
AUTHOR = "Li, Q. and J. S. Racine",
YEAR = "2003", 
TITLE = "Nonparametric Estimation of Distributions with Categorical and Continuous Data",
JOURNAL = "Journal of Multivariate Analysis",
MONTH = "August",
VOLUME = "86",
ISSUE = "2",
PAGES = "266-292"}

@ARTICLE{LI_RACINE:2004,
AUTHOR = "Li, Q. and J. S. Racine",
YEAR = "2004", 
TITLE = "Cross-Validated Local Linear Nonparametric Regression",
JOURNAL = "Statistica Sinica",
MONTH = "April",
VOLUME = "14",
NUMBER = "2",
PAGES = "485-512"}

@ARTICLE{LI_RACINE:2008,
AUTHOR = "Li, Q. and J. S. Racine",
YEAR = "2008",
NOTE = "forthcoming", 
TITLE = "Nonparametric Estimation of Conditional {CDF} and Quantile Functions with Mixed Categorical and Continuous Data",
JOURNAL = "Journal of Business and Economic Statistics"}

@TECHREPORT{LI_RACINE:2007b,
AUTHOR = "Li, Q. and J. S. Racine",
YEAR = "2007",
TITLE = "Smooth Varying-Coefficient Nonparametric Models for Qualitative and Quantitative Data",
TYPE = "Unpublished Manuscript",
INSTITUTION = "McMaster University and Texas A\&M University"}

@BOOK{LI_RACINE:2007,
TITLE = "Nonparametric Econometrics: Theory and Practice",
AUTHOR = "Li, Q. and J. S. Racine",
YEAR = "2007", 
PUBLISHER = "Princeton University Press"}

@ARTICLE{MAASOUMI_RACINE:2002,
AUTHOR = "Maasoumi, E. and J. S. Racine",
YEAR = "2002", 
TITLE = "Entropy and Predictability of Stock Market Returns",
JOURNAL = "Journal of Econometrics",
VOLUME = "107",
PAGES = "291-312"}

@ARTICLE{MAASOUMI_RACINE:2009,
AUTHOR = "Maasoumi, E. and J. S. Racine",
YEAR = "2009", 
TITLE = "A robust entropy-based test of asymmetry for discrete and continuous processes",
JOURNAL = "Econometric Reviews",
VOLUME = "28",
PAGES = "246-261"}

@ARTICLE{NADARAYA:1965,
AUTHOR = "Nadaraya, E. A.",
YEAR = "1965",
TITLE = "On Nonparametric Estimates of Density Functions
and regression curves",
JOURNAL = "Theory of Applied Probability",
VOLUME = "10",
PAGES = "186--190"}

@ARTICLE{OUYANG_LI_RACINE:2006,
AUTHOR = "Ouyang, D. and Q. Li and J. S. Racine",
YEAR = "2006", 
TITLE = "Cross-Validation and the Estimation of Probability Distributions with Categorical Data",
JOURNAL = "Journal of Nonparametric Statistics",
VOLUME = "18",
NUMBER = "1",
PAGES = "69-100"}

@BOOK{PAGAN_ULLAH:1999,
AUTHOR = "Pagan, A. and A. Ullah",
YEAR = "1999",
TITLE = "Nonparametric Econometrics",
ADDRESS = "New York",
PUBLISHER = "Cambridge University Press"}

@ARTICLE{PARZEN:1962,
AUTHOR = "Parzen, E.",
YEAR = "1962",
TITLE = "On Estimation of a Probability Density Function and Mode",
JOURNAL = "The Annals of Mathematical Statistics",
VOLUME = "33", 
PAGES = "1065-1076"}

@ARTICLE{POLITIS_ROMANO:1994,
YEAR = "1994",
AUTHOR = "Politis, D. N. and J. P. Romano",
TITLE = "Limit Theorems for Weakly Dependent {H}ilbert Space Valued Random Variables with Applications to the Stationary Bootstrap",
JOURNAL = "Statistica Sinica",
VOLUME = "4",
PAGES = "461-476"}


@ARTICLE{RACINE:1997,
AUTHOR = "Racine, J. S.",
YEAR = "1997",
TITLE = "Consistent Significance Testing for Nonparametric Regression",
VOLUME = "15",
NUMBER = "3",
MONTH = "July",
JOURNAL = "Journal of Business and Economic Statistics",
PAGES = "369-379"}

@TECHREPORT{RACINE:2006,
AUTHOR = "Racine, J. S.",
YEAR = "2006",
TITLE = "Consistent Specification Testing of Heteroskedastic Parametric Regression Quantile Models with Mixed Data", 
TYPE = "Unpublished Manuscript",
INSTITUTION = "McMaster University"}

@ARTICLE{RACINE_HART_LI:2006,
AUTHOR = "Racine, J. S. and J. D. Hart and Q. Li",
YEAR = "2006", 
TITLE = "Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models",
JOURNAL = "Econometric Reviews",
VOLUME = "25",
PAGES = "523-544"}

@ARTICLE{RACINE_LI:2004,
AUTHOR = "Racine, J. S. and Q. Li",
YEAR = "2004", 
TITLE = "Nonparametric Estimation of Regression Functions with both Categorical and Continuous Data",
JOURNAL = "Journal of Econometrics",
VOLUME = "119",
NUMBER = "1",
PAGES = "99-130"}

@ARTICLE{RACINE_MAASOUMI:2007,
AUTHOR = "Racine, J. and E. Maasoumi",
TITLE = "A Versatile and Robust Metric Entropy Test of Time Reversibility and Dependence",
YEAR = "2007",
VOLUME = "138",
PAGES = "547-567",
JOURNAL = "Journal of Econometrics"}

@TECHREPORT{RACINE_LIU:2007,
AUTHOR = "Racine, J. S. and L. Liu",
TITLE = "A Partially Linear Kernel Estimator for Categorical Data",
YEAR = "2007",
TYPE = "Unpublished manuscript",
INSTITUTION = "McMaster University"}

@ARTICLE{RACINE_LI_ZHU:2004,
AUTHOR = "Racine, J. S. and Q. Li and X. Zhu",
YEAR = "2004", 
TITLE = "Kernel Estimation of Multivariate Conditional Distributions",
JOURNAL = "Annals of Economics and Finance",
VOLUME = "5",
NUMBER = "2",
PAGES = "211-235"}

@TECHREPORT{RACINE_OUYANG_LI:2007,
AUTHOR = "Racine, J. S. and D. Ouyang and Q. Li", 
YEAR = "2007", 
TITLE = "Nonparametric Multilevel Models: A Smoothing Approach",
TYPE = "Unpublished Manuscript",
INSTITUTION = "McMaster University and Texas A\&M University"}

@ARTICLE{ROBINSON:1988,
AUTHOR = "Robinson, P. M.",
YEAR = "1988",
TITLE = "Root-{N} Consistent Semiparametric Regression",
JOURNAL = "Econometrica",
VOLUME = "56",
PAGES = "931-954"}

@ARTICLE{ROSENBLATT:1956,
AUTHOR = "Rosenblatt, M",
YEAR = "1956",
TITLE = "Remarks on some Nonparametric Estimates of a Density Function",
JOURNAL = "The Annals of Mathematical Statistics",
VOLUME = "27",
PAGES = "832-837"}

  @Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
  }

@MANUAL{R-boot-package,
   title     = {\pkg{boot}: Functions and Datasets for Bootstrapping},
   author    = {Angelo Canty and Brian D. Ripley},
   year      = {2008},
   note      = {\proglang{R}~package version~1.2-33},
   url       = {http://CRAN.R-project.org/package=boot}
}

@MANUAL{R-KernSmooth-package,
   title = {\pkg{KernSmooth}: Functions for Kernel Smoothing},
   author = {Matt Wand and Brian Ripley},
   year = {2008},
   note = {\proglang{R}~package version~2.22-22},
   url = {http://CRAN.R-project.org/package=KernSmooth}
}


@ARTICLE{WATSON:1964,
AUTHOR = "Watson, G. S.",
YEAR = "1964",
TITLE = "Smooth Regression Analysis",
JOURNAL = "Sankhya",
VOLUME = "26:15",
PAGES = "359-372"}

@BOOK{WOOLDRIDGE:2003,
AUTHOR = "Wooldridge, Jeffrey M.",
YEAR = "2003",
TITLE = "Introductory Econometrics",
PUBLISHER = "Thompson South-Western"}

@ARTICLE{ZHENG:1998,
AUTHOR = "Zheng, J.",
YEAR = "1998",
TITLE = "A Consistent Nonparametric Test of Parametric Regression Models Under Conditional Quantile Restrictions",
JOURNAL = "Econometric Theory",
VOLUME = "14",
PAGES = "123-138"}


