1,010
Views
13
CrossRef citations to date
0
Altmetric
Original Articles

Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries

, , &
Pages 43-54 | Received 01 May 2016, Published online: 11 Jul 2018

References

  • Ackerberg, D. A., Caves, K., and Frazer, G. (2015), “Identification Properties of Recent Production Function Estimators,” Econometrica, 83, 2411–2451.
  • Alvarez, R., and Görg, H. (2009), “Multinationals and Plant Exit: Evidence From Chile,” International Review of Economics & Finance, 18, 45–51.
  • Andrews, D. W. K. (2000), “Inconsistency of the Bootstrap When a Parameter is on the Boundary of the Parameter Space,” Econometrica, 68, 399–405.
  • Benavente, J. M. (2006), “The Role of Research and Innovation in Promoting Productivity in Chile,” Economics of Innovation and New Technology, 15, 301–315.
  • Beresteanu, A. (2005), “Nonparametric Analysis of Cost Complementarities in the Telecommunications Industry,” RAND Journal of Economics, 36, 870–889.
  • ——— (2007), “Nonparametric Estimation of Regression Functions under Restrictions on Partial Derivatives,” working paper.
  • Bernard, A. B., and Jensen, J. B. (2004), “Exporting and Productivity in the USA,” Oxford Review of Economic Policy, 20, 343–357.
  • Birke, M., and Dette, H. (2007), “Estimating a Convex Function in Nonparametric Regression,” Scandinavian Journal of Statistics, 34, 384–404.
  • Brunk, H. D. (1955), “Maximum Likelihood Estimates of Monotone Parameters,” The Annals of Mathematical Statistics, 26, 607–616.
  • Carroll, R. J., Delaigle, A., and Hall, P. (2011), “Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error,” Journal of the American Statistical Association, 106, 191–202.
  • Cavaliere, G., Nielsen, H.B., and Rahbek, A. (2017), “On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space,” Journal of Time Series Analysis, 38, 513–534.
  • Cleveland, W. S. (1979), “Robust Locally Weighted Regression and Smoothing Scatterplots,” Journal of the American Statistical Association, 74, 829–836.
  • Davidson, R., and Flachaire, E. (2008), “The Wild Bootstrap, Tamed at Last,” Journal of Econometrics, 146, 162–169.
  • De Loecker, J. (2007), “Do Exports Generate Higher Productivity? Evidence From Slovenia,” Journal of International Economics, 73, 69–98.
  • Du, P., Parmeter, C. F., and Racine, J. S. (2013), “Nonparametric Kernel Regression With Multiple Predictors and Multiple Shape Constraints,” Statistica Sinica, 23, 1347–1371.
  • Fan, Y., and Guerre, E. (2016), “Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation,” in Essays in Honor of Aman Ullah, eds. G. Gonzalez-Rivera, R. C. Hill, and T.-H. Lee, Bingley, UK: Emerald, pp. 489–537.
  • Grenander, U. (1956), “On the Theory of Mortality Measurement: Part II,” Scandinavian Actuarial Journal, 1956, 125–153.
  • Groeneboom, P., Jongbloed, G., and Wellner, J. A. (2001), “Estimation of a Convex Function: Characterizations and Asymptotic Theory,” The Annals of Statistics, 29, 1653–1698.
  • Hall, P., and Heckman, N. E. (2000), “Testing for Monotonicity of a Regression Mean by Calibrating for Linear Functions,” The Annals of Statistics, 28, 20–39.
  • Hall, P., and Huang, L.-S. (2001), “Nonparametric Kernel Regression Subject to Monotonicity Constraints,” The Annals of Statistics, 29, 624–647.
  • Hanson, D., and Pledger, G. (1976), “Consistency in Concave Regression,” The Annals of Statistics, 4, 1038–1050.
  • Henderson, D. J., and Parmeter, C. F. (2015), Applied Nonparametric Econometrics, Cambridge, UK: Cambridge University Press.
  • Hildreth, C. (1954), “Point Estimates of Ordinates of Concave Functions,” Journal of the American Statistical Association, 49, 598–619.
  • Kuosmanen, T. (2008), “Representation Theorem for Convex Nonparametric Least Squares,” The Econometrics Journal, 11, 308–325.
  • Kuosmanen, T., and Kortelainen, M. (2012), “Stochastic Non-Smooth Envelopment of Data: Semi-Parametric Frontier Estimation Subject to Shape Constraints,” Journal of Productivity Analysis, 38, 11–28.
  • Lee, C.-Y., Johnson, A. L., Moreno-Centeno, E., and Kuosmanen, T. (2013), “A More Efficient Algorithm for Convex Nonparametric Least Squares,” European Journal of Operational Research, 227, 391–400.
  • Levinsohn, J., and Petrin, A. (2003), “Estimating Production Functions Using Inputs to Control for Unobservables,” The Review of Economic Studies, 70, 317–341.
  • Li, Q., and Racine, J. S. (2007), Nonparametric Econometrics: Theory and Practice, Princeton, NJ: Princeton University Press.
  • Li, Z., Liu, G., and Li, Q. (2017), “Nonparametric Knn estimation with monotone constraints,” Econometric Reviews, 36, 988–1006.
  • Lim, E., and Glynn, P. W. (2012), “Consistency of Multidimensional Convex Regression,” Operations Research, 60, 196–208.
  • Liu, R. Y. (1988), “Bootstrap Procedures Under Some Non-I.I.D. Models,” The Annals of Statistics, 16, 1696–1708.
  • Mammen, E. (1991), “Nonparametric Regression Under Qualitative Smoothness Assumptions,” The Annals of Statistics, 19, 741–759.
  • ——— (1993), “Bootstrap and Wild Bootstrap for High Dimensional Linear Models,” The Annals of Statistics, 21, 255–285.
  • Masry, E. (1996), “Multivariate Local Polynomial Regression For Time Series: Uniform Strong Consistency and Rates,” Journal of Time Series Analysis, 17, 571–599.
  • Mazumder, R., Choudhury, A., Iyengar, G., and Sen, B. (2017), “A Computational Framework for Multivariate Convex Regression and its Variants,” Journal of the American Statistical Association, (accepted).
  • Nesterov, Y. (2005), “Smooth Minimization of Non-Smooth Functions,” Mathematical Programming, 103, 127–152.
  • Pavcnik, N. (2002), “Trade Liberalization, Exit, and Productivity Improvements: Evidence From Chilean Plants,” The Review of Economic Studies, 69, 245–276.
  • Racine, J., and Li, Q. (2004), “Nonparametric Estimation of Regression Functions With Both Categorical and Continuous Data,” Journal of Econometrics, 119, 99–130.
  • Seijo, E., and Sen, B. (2011), “Nonparametric Least Squares Estimation of a Multivariate Convex Regression Function,” The Annals of Statistics, 39, 1633–1657.
  • Stone, C. J. (1977), “Consistent Nonparametric Regression,” The Annals of Statistics, 5, 595–620.
  • Varian, H. R. (1984), “The Nonparametric Approach to Production Analysis,” Econometrica, 52, 579–597.
  • Wu, C.-F. J. (1986), “Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis,” The Annals of Statistics, 14, 1261–1295.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.