Publications

Hoderlein, S. and Mammen, E. (2007). Identification of Marginal Effects in Nonseparable Models without
Monotonicity. Econometrica, 75, 1513 - 1518

Horowitz, J. and Mammen, E. (2007). Rate-optimal estimation for a general class of nonparametric
regression models. Ann. Statist., 35, 2589-2619

Linton, O.B. and Mammen, E. (2005). Estimating semiparametric ARCH(∞) models by kernel smoothing
methods. Econometrica 73 771-836

Park, B., Mammen, E., Härdle, W. and Borak, S. (2009). Time Series Modelling with Semiparametric
Factor Dynamics. Journal Amer. Statist. Assoc. 104, 284-298.

Mammen, E., Rothe, C. and Schienle, M. (2012). Nonparametric Regression with Nonparametrically
Generated Covariates. Ann. Statist. 40, 1132-1170.