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discrete duration models; volatility feedback effect; semiparametric estimation; nonparametric method; GLS detrending; functional coefficients; purified implied volatility; country competitiveness index; nonparametric frontiers; efficiency; materials balance condition; panel data; Dirichlet process prior; classification; indicators; Kendall’s tau; realised volatility; Malmquist productivity index; conditional dependence index; wavelet; dependent Bayesian nonparametrics; TFP growth; Solow economic growth convergence model; unit root testing; nonparametric 2SLS estimator; random forests; competitiveness; slice sampling; integrated difference kernel estimator; maximum score estimator; heterogeneous autoregressive model; generalized additive models; Monte Carlo; tensor products; cubic spline penalty; M-estimation; nonparametric copula; leverage effect; conditional quantile function; emissions; efficient semiparamteric estimation; DEA; tail dependence index; difference kernel estimator; nonparametric threshold regression; machine learning; factors; local linear regression; European Union; financial development; series estimator; production efficiency