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Publications by Enno Mammen

Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2019English

A Comparison of In-Sample Forecasting Methods

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2019English

Asymptotics for Parametric GARCH-in-Mean Models

SSRN Electronic Journal
2015English

On Estimation of Monotone and Concave Frontier Functions

Journal of the American Statistical Association
UncertaintyStatisticsProbability
1999English

Yield Curve Estimation by Kernel Smoothing Methods

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2001English

Estimation in an Additive Model When the Components Are Linked Parametrically

Econometric Theory
EconomicsEconometricsSocial Sciences
2002English

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