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There is a growing literature in nonparametric econometrics in the recent two decades. Given the space limitation, it is impossible to survey all the important recent developments in nonparametric econometrics. Therefore, we choose to limit our focus on the following areas. In Section 2, we review the recent developments of nonparametric estimation and testing of regression functions with mixed discrete and continuous covariates. We discuss nonparametric estimation and testing of econometric models for nonstationary data in Section 3. Section 4 is devoted to surveying the literature of nonparametric instrumental variable (IV) models. We review nonparametric estimation of quantile regression models in Section 5. In Sections 2–5, we also point out some open research problems, which might be useful for graduate students to review the important research papers in this field and to search for their own research interests, particularly dissertation topics for doctoral students. Finally, in Section 6 we highlight some important research areas that are not covered in this paper due to space limitation. We plan to write a separate survey paper to discuss some of the omitted topics.

This chapter reviews recent developments in the density discontinuity approach. It is well known that agents having perfect control of the forcing variable will invalidate the popular regression discontinuity designs (RDDs). To detect the manipulation of the forcing variable, McCrary (2008) developed a test based on the discontinuity in the density around the threshold. Recent papers have noted that the sorting patterns around the threshold are often either the researcher’s object of interest or may relate to structural parameters such as tax elasticities through known functions. This, in turn, implies that the behavior of the distribution around the threshold is not only informative of the validity of a standard RDD; it can also be used to recover policy-relevant parameters and perform counterfactual exercises.

The aspect of economic contrast seen in developing countries shoots primarily from the structure of loan allocation to the micro, small and medium enterprises (MSME) sector, which is essential for job creation and understanding the role of microfinance institutions (MFIs) in meeting the credit demands of the vulnerable but vital sector of less developed economies. The study demonstrates the impact of MSME protection in terms of both fixed and adjustable factor coefficient settings, creating a model of a small open economy with three sectors: a skill-intensive export sector; a capital-intensive import competing sector; and a labour-intensive import competing and intermediate products producing sector. It analyzes the types of protection that aid in the expansion of credit and the alleviation of capital constraints, which further highlights the insufficiencies of tariff protection for the organized sector and simple credit guarantee policies to provide adequate credit flow and thus continued MSME growth. Finally, it considers the importance of priority sector lending policies in ensuring adequate credit distribution to this sector. The results show that protection helps in enhancing flow of credit and thereby works to relax the capital constraint. However, the tariff protection for organized sector may positively or negatively affect the non-traded unorganized sector.

Choice under risk has a large stochastic (unpredictable) component. This chapter examines five stochastic models for binary discrete choice under risk and how they combine with “structural” theories of choice under risk. Stochastic models are substantive theoretical hypotheses that are frequently testable in and of themselves, and also identifying restrictions for hypothesis tests, estimation and prediction. Econometric comparisons suggest that for the purpose of prediction (as opposed to explanation), choices of stochastic models may be far more consequential than choices of structures such as expected utility or rank-dependent utility.

The purpose of this paper was to study laminar fluid flow and convective heat transfer in a conical gap at small conicity angles up to 4° for the case of disk rotation with a fixed cone.

In this paper, the improved asymptotic expansion method developed by the author was applied to the self-similar Navier–Stokes equations. The characteristic Reynolds number ranged from 0.001 to 2.0, and the Prandtl numbers ranged from 0.71 to 10.

Compared to previous approaches, the improved asymptotic expansion method has an accuracy like the self-similar solution in a significantly wider range of Reynolds and Prandtl numbers. Including radial thermal conductivity in the energy equation at small conicity angle leads to insignificant deviations of the Nusselt number (maximum 1.23%).

This problem has applications in rheometry to experimentally determine viscosity of liquids, as well as in bioengineering and medicine, where cone-and-disk devices serve as an incubator for nurturing endothelial cells.

The study can help design more effective devices to nurture endothelial cells, which regulate exchanges between the bloodstream and the surrounding tissues.

To the best of the authors’ knowledge, for the first time, novel approximate analytical solutions were obtained for the radial, tangential and axial velocity components, flow swirl angle on the disk, tangential stresses on both surfaces, as well as static pressure, which varies not only with the Reynolds number but also across the gap. These solutions are in excellent agreement with the self-similar solution.

The purpose of the paper is to study how technology choice is affected by capital accumulation when there is unemployment and firms engage in oligopolistic competition.

In this infinite horizon model, unemployment results from the existence of efficiency wages. Consumers choose saving optimally, and there is capital accumulation. Firms producing intermediate goods engage in oligopolistic competition and choose technologies to maximize profits. A more advanced technology has a higher fixed cost but a lower marginal cost of production.

In the steady state, it is shown that an increase in population size or a decrease in the discount rate leads intermediate good producers to choose more advanced technologies and the wage rate increases. Interestingly, the equilibrium unemployment rate decreases with the size of the population.

In this model, unemployment results from the existence of efficiency wages and firms engage in oligopolistic competition. One difficulty with efficiency wage models is that saving is not allowed. However, in this model, consumers choose saving optimally, and capital accumulation is allowed. With oligopolistic competition, the authors show that an increase in population size or a decrease in the discount rate leads intermediate good producers to choose more advanced technologies and the wage rate increases. The equilibrium unemployment rate decreases with the size of the population.

A distinctive feature of tilt-rotor UAVs is that they can be fully actuated, whereas in fixed-angle rotor UAVs (e.g. common-type quadrotors, octorotors, etc.), the associated dynamic model is characterized by underactuation. Because of the existence of more control inputs, in tilt-rotor UAVs, there is more flexibility in the solution of the associated nonlinear control problem. On the other side, the dynamic model of the tilt-rotor UAVs remains nonlinear and multivariable and this imposes difficulty in the drone's controller design. This paper aims to achieve simultaneously precise tracking of trajectories and minimization of energy dissipation by the UAV's rotors. To this end elaborated control methods have to be developed.

A solution of the nonlinear control problem of tilt-rotor UAVs is attempted using a novel nonlinear optimal control method. This method is characterized by computational simplicity, clear implementation stages and proven global stability properties. At the first stage, approximate linearization is performed on the dynamic model of the tilt-rotor UAV with the use of first-order Taylor series expansion and through the computation of the system's Jacobian matrices. This linearization process is carried out at each sampling instance, around a temporary operating point which is defined by the present value of the tilt-rotor UAV's state vector and by the last sampled value of the control inputs vector. At the second stage, an H-infinity stabilizing controller is designed for the approximately linearized model of the tilt-rotor UAV. To find the feedback gains of the controller, an algebraic Riccati equation is repetitively solved, at each time-step of the control method. Lyapunov stability analysis is used to prove the global stability properties of the control scheme. Moreover, the H-infinity Kalman filter is used as a robust observer so as to enable state estimation-based control. The paper's nonlinear optimal control approach achieves fast and accurate tracking of reference setpoints under moderate variations of the control inputs. Finally, the nonlinear optimal control approach for UAVs with tilting rotors is compared against flatness-based control in successive loops, with the latter method to be also exhibiting satisfactory performance.

So far, nonlinear model predictive control (NMPC) methods have been of questionable performance in treating the nonlinear optimal control problem for tilt-rotor UAVs because NMPC's convergence to optimum depends often on the empirical selection of parameters while also lacking a global stability proof. In the present paper, a novel nonlinear optimal control method is proposed for solving the nonlinear optimal control problem of tilt rotor UAVs. Firstly, by following the assumption of small tilting angles, the state-space model of the UAV is formulated and conditions of differential flatness are given about it. Next, to implement the nonlinear optimal control method, the dynamic model of the tilt-rotor UAV undergoes approximate linearization at each sampling instance around a temporary operating point which is defined by the present value of the system's state vector and by the last sampled value of the control inputs vector. The linearization process is based on first-order Taylor series expansion and on the computation of the associated Jacobian matrices. The modelling error, which is due to the truncation of higher-order terms from the Taylor series, is considered to be a perturbation that is asymptotically compensated by the robustness of the control scheme. For the linearized model of the UAV, an H-infinity stabilizing feedback controller is designed. To select the feedback gains of the H-infinity controller, an algebraic Riccati equation has to be repetitively solved at each time-step of the control method. The stability properties of the control scheme are analysed with the Lyapunov method.

There are no research limitations in the nonlinear optimal control method for tilt-rotor UAVs. The proposed nonlinear optimal control method achieves fast and accurate tracking of setpoints by all state variables of the tilt-rotor UAV under moderate variations of the control inputs. Compared to past approaches for treating the nonlinear optimal (H-infinity) control problem, the paper's approach is applicable also to dynamical systems which have a non-constant control inputs gain matrix. Furthermore, it uses a new Riccati equation to compute the controller's gains and follows a novel Lyapunov analysis to prove global stability for the control loop.

There are no practical implications in the application of the nonlinear optimal control method for tilt-rotor UAVs. On the contrary, the nonlinear optimal control method is applicable to a wider class of dynamical systems than approaches based on the solution of state-dependent Riccati equations (SDRE). The SDRE approaches can be applied only to dynamical systems which can be transformed to the linear parameter varying (LPV) form. Besides, the nonlinear optimal control method performs better than nonlinear optimal control schemes which use approximation of the solution of the Hamilton–Jacobi–Bellman equation by Galerkin series expansions. The stability properties of the Galerkin series expansion-based optimal control approaches are still unproven.

The proposed nonlinear optimal control method is suitable for using in various types of robots, including robotic manipulators and autonomous vehicles. By treating nonlinear control problems for complicated robotic systems, the proposed nonlinear optimal control method can have a positive impact towards economic development. So far the method has been used successfully in (1) industrial robotics: robotic manipulators and networked robotic systems. One can note applications to fully actuated robotic manipulators, redundant manipulators, underactuated manipulators, cranes and load handling systems, time-delayed robotic systems, closed kinematic chain manipulators, flexible-link manipulators and micromanipulators and (2) transportation systems: autonomous vehicles and mobile robots. Besides, one can note applications to two-wheel and unicycle-type vehicles, four-wheel drive vehicles, four-wheel steering vehicles, articulated vehicles, truck and trailer systems, unmanned aerial vehicles, unmanned surface vessels, autonomous underwater vessels and underactuated vessels.

The proposed nonlinear optimal control method is a novel and genuine result and is used for the first time in the dynamic model of tilt-rotor UAVs. The nonlinear optimal control approach exhibits advantages against other control schemes one could have considered for the tilt-rotor UAV dynamics. For instance, (1) compared to the global linearization-based control schemes (such as Lie algebra-based control or flatness-based control), it does not require complicated changes of state variables (diffeomorphisms) and transformation of the system's state-space description. Consequently, it also avoids inverse transformations which may come against singularity problems, (2) compared to NMPC, the proposed nonlinear optimal control method is of proven global stability and the convergence of its iterative search for an optimum does not depend on initialization and controller's parametrization, (3) compared to sliding-mode control and backstepping control the application of the nonlinear optimal control method is not constrained into dynamical systems of a specific state-space form. It is known that unless the controlled system is found in the input–output linearized form, the definition of the associated sliding surfaces is an empirical procedure. Besides, unless the controlled system is found in the backstepping integral (triangular) form, the application of backstepping control is not possible, (4) compared to PID control, the nonlinear optimal control method is of proven global stability and its performance is not dependent on heuristics-based selection of parameters of the controller and (5) compared to multiple-model-based optimal control, the nonlinear optimal control method requires the computation of only one linearization point and the solution of only one Riccati equation.

The purpose of this paper is to improve the transient response and the inter‐sample behavior of a model reference adaptive control system by an appropriate selection of the fractional order hold (FROH) gain β and the multirate gains used in the control reconstruction signal through a fully freely chosen reference model even when the continuous plant possesses unstable zeros.

A multiestimation adaptive control scheme for linear time‐invariant continuous‐time plant with unknown parameters is presented. The set of discrete adaptive models is calculated from a different combination of the correcting gain β in a FROH and the set of gains to reconstruct the plant input under multirate sampling with fast input sampling. Then the scheme selects online the model with the best continuous‐time tracking performance which includes a measure of the inter‐sample ripple, which is improved. The estimated discrete unstable zeros are avoided through an appropriate design of the multirate gains so that the reference model might be freely chosen with no constraints on potential unstable zeros.

The scheme is able to select online the discretization model with the best continuous‐time tracking performance without an appropriate initialization.

The switching mechanism among the different models should maintain in operation the active discretization model at least for a minimum residence time in order to guarantee closed‐loop stability. The inter‐sample behavior is improved, but it is not always completely removed.

The transient response and the inter‐sample behavior are improved by using this multiestimation‐based discrete controller compared with a single estimation‐based one. The implementation of discrete controllers makes it easier and cheaper to implement and also more reliable than continuous‐time controllers.

The main innovation of the paper compared with previous background work is that the reference output is supplied by a stable continuous transfer function. Then the scheme is able to partly regulate the continuous‐time tracking error while the controller is essentially discrete‐time and operated by a FROH in general.

This paper aims to consider a single server queue with system disasters and impatience behavior are evident in our daily life. For this purpose, authors require to know the general behavior of these systems. Transient analysis shows for us how the system will operate up to some time instant t.

In this paper, authors consider a single server queue with system disaster and impatient behavior of customers in a multi-phase random environment, in which the system transits to a repair state after each system disaster. When the system is in a failure phase or going through a repair phase, the new arrivals would be impatient. In case the system is not repaired before the customer’s time expires, the customer would leave the queue and never return. Moreover, after repair, the system becomes ready for service in an operative phase with probability $q_{i} \ge 0.$. Using generating functions along with continued fractions and some properties of the confluent hypergeometric function, authors obtained on their own results.

Explicit expressions have been obtained for the time-dependent probabilities of the underlying queuing model. Also, time-dependent mean and variance of customers in the system are deduced.

The system authors are dealing with is somewhat complicated, there are some performance measures that cannot be achieved, but some of them have been obtained, such as the expectation and variance of the number of customers in the system.

Based on the obtained results, some numerical examples are some numerical examples are presented to illustrate the effect of various parameters on the behavior of the proposed system.

Authors’ studied transient analysis of a single server queue with system disaster and impatient customer system is suitable for behavior interpretation of many systems in our lives, such as telecommunication networks, inventory systems and impatient telephone switchboard customers, manufacturing system and service system.

To the best of the author’s/authors’ knowledge and according to the literature survey, in a multi-phase random environment, no previous published article is presented for transient analysis of a single server queue with system disaster and impatient customer behavior in a random environment.

The effects of anisotropy and radiation cannot be considered negligible while investigating the stability of the fluid in convection. Hence, the purpose of this paper is to analyze how these effects could affect the system while considering a couple-stress dielectric fluid. Therefore, the study establishes the effect of thermal radiation in a couple-stress dielectric fluid with an anisotropic porous medium using Goody's approach (Goody, 1956).

To analyze the effect of radiation on the onset of convection, the Milne–Eddington approximation is employed to convert radiative heat flux to thermal heat flux. The equations are further developed to approximate for transparent and opaque medium. Stability of the quiescent state within the framework of linear theory is performed. The principle of exchange of stabilities is shown to be valid by means of single-term Galerkin method. Large values of conduction–radiation and absorptivity parameters are avoided as fluid is considered as liquid rather than gas.

The radiative heat transfer effect on a couple-stress dielectric fluid saturated anisotropic porous medium is examined in terms of Milne–Eddington approximation. The effect of couple-stress, dielectric, anisotropy and radiation parameters are analyzed graphically for both transparent and opaque medium. It is observed that the conduction–radiation parameter stabilizes the system; in addition, the critical Darcy–Rayleigh number also shows a stabilizing effect in the absence of couple-stress, dielectric and anisotropy parameters, for both transparent and opaque medium. Furthermore, the absorptivity parameter stabilizes the system in the transparent medium, whereas it exhibits a dual effect in the case of an opaque medium. It was also found that an increase in thermal and mechanical anisotropy parameters shows an increase in the cell size, whereas the increase in Darcy–Roberts number and conduction–radiation parameter decreases the cell size. The validity of principle of exchange of stability is performed and concluded that marginal stability is the preferred mode than oscillatory.

The effects of anisotropy and radiation on Rayleigh–Bénard convection by considering a couple-stress dielectric fluid has been analyzed for the first time.