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Enno Mammen · Study
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Author
Enno Mammen
12 works
· latest 2021
· 3 institutions
cluster: provisional
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10
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10
Citations
850
Works here
12
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21
Most cited in this library
On Estimation of Monotone and Concave Frontier Functions
1999 · 192 citations
Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
2005 · 141 citations
A semiparametric factor model for implied volatility surface dynamics
2006 · 111 citations
Yield curve estimation by kernel smoothing methods
2001 · 101 citations
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
2009 · 93 citations
Works
12 shown
Text mining methods for measuring the coherence of party manifestos for the German federal elections from 1990 to 2021
RePEc: Research Papers in Economics
·
2021
·
4 authors
·
preprint
·
Open access
1
citations
Time-dependent Poisson reduced rank models for political text data analysis
Computational Statistics & Data Analysis
·
2019
·
3 authors
7
citations
A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics
SSRN Electronic Journal
·
2017
·
3 authors
·
preprint
·
Open access
33
citations
In-sample forecasting applied to reserving and mesothelioma mortality
Insurance Mathematics and Economics
·
2014
·
3 authors
16
citations
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
Econometric Theory
·
2009
·
3 authors
93
citations
A semiparametric factor model for implied volatility surface dynamics
Journal of Financial Econometrics
·
2006
·
3 authors
111
citations
Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
Econometrica
·
2005
·
2 authors
141
citations
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
Econometric Theory
·
2002
·
3 authors
58
citations
Edgeworth type expansions for Euler schemes for stochastic differential equations.
Monte Carlo Methods and Applications
·
2002
·
2 authors
51
citations
Yield curve estimation by kernel smoothing methods
Journal of Econometrics
·
2001
·
3 authors
·
Open access
101
citations
On Estimation of Monotone and Concave Frontier Functions
Journal of the American Statistical Association
·
1999
·
4 authors
192
citations
On Estimation of Monotone and Concave Frontier Functions
Journal of the American Statistical Association
·
1999
·
4 authors
46
citations