Jeffrey S. Racine
Jeffrey S. Racine
Professor Economics, Professor Graduate Program in Statistics, McMaster University
Verified email at mcmaster.ca - Homepage
Title
Cited by
Cited by
Year
Nonparametric econometrics: theory and practice
Q Li, JS Racine
Princeton University Press, 2007
20812007
Nonparametric econometrics: The np package
T Hayfield, JS Racine
Journal of statistical software 27 (5), 1-32, 2008
8122008
Nonparametric estimation of regression functions with both categorical and continuous data
J Racine, Q Li
Journal of Econometrics 119 (1), 99-130, 2004
7042004
Cross-validation and the estimation of conditional probability densities
P Hall, J Racine, Q Li
Journal of the American Statistical Association 99 (468), 1015-1026, 2004
5162004
Cross-validated local linear nonparametric regression
Q Li, J Racine
Statistica Sinica, 485-512, 2004
4582004
Jackknife model averaging
BE Hansen, JS Racine
Journal of Econometrics 167 (1), 38-46, 2012
3202012
Entropy and predictability of stock market returns
E Maasoumi, J Racine
Journal of Econometrics 107 (1-2), 291-312, 2002
3152002
A dependence metric for possibly nonlinear processes
CW Granger, E Maasoumi, J Racine
Journal of Time Series Analysis 25 (5), 649-669, 2004
2442004
Nonparametric estimation of conditional CDF and quantile functions with mixed categorical and continuous data
Q Li, JS Racine
Journal of Business & Economic Statistics 26 (4), 423-434, 2008
2332008
Nonparametric estimation of distributions with categorical and continuous data
Q Li, J Racine
journal of multivariate analysis 86 (2), 266-292, 2003
2302003
RStudio: a platform-independent IDE for R and Sweave
JS Racine
Journal of Applied Econometrics 27 (1), 167-172, 2012
2242012
Nonparametric Econometrics
JS Racine, A Ullah
Palgrave Handbook of Econometrics: Theoretical Econometrics 1, 1001-1034, 2006
221*2006
A consistent model specification test with mixed discrete and continuous data
C Hsiao, Q Li, JS Racine
Journal of Econometrics 140 (2), 802-826, 2007
2172007
Nonparametric estimation of regression functions in the presence of irrelevant regressors
P Hall, Q Li, JS Racine
The Review of Economics and Statistics 89 (4), 784-789, 2007
2092007
Growth and convergence: A profile of distribution dynamics and mobility
E Maasoumi, J Racine, T Stengos
Journal of Econometrics 136 (2), 483-508, 2007
1962007
Consistent significance testing for nonparametric regression
J Racine
Journal of Business & Economic Statistics 15 (3), 369-378, 1997
1881997
Testing the significance of categorical predictor variables in nonparametric regression models
JS Racine, J Hart, Q Li
Econometric Reviews 25 (4), 523-544, 2006
1622006
Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
J Racine
Journal of econometrics 99 (1), 39-61, 2000
1552000
Nonparametric kernel regression with multiple predictors and multiple shape constraints
P Du, CF Parmeter, JS Racine
Statistica Sinica, 1347-1371, 2013
135*2013
Semiparametric ARX neural-network models with an application to forecasting inflation
X Chen, J Racine, NR Swanson
IEEE Transactions on neural networks 12 (4), 674-683, 2001
1202001
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