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Dynamic activity analysis model based win-win development forecasting under the environmental regulation in China
Shiyi, Chen; Härdle, Wolfgang - 2012
Porter Hypothesis states that environmental regulation may lead to win-win opportunities, that is, improve the productivity and reduce the undesirable output simultaneously. Based on directional distance function, this paper proposes a novel dynamic activity analysis model to forecast the...
Persistent link: https://www.econbiz.de/10009407029
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
Persistent link: https://www.econbiz.de/10001715636
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate …
Persistent link: https://www.econbiz.de/10009627286
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Inflation co-movement across countries in multi-maturity term structure : an arbitrage-free approach
Chen, Shi; Härdle, Wolfgang; Wang, Weining - 2015
Inflation expectation is acknowledged to be an important indicator for policy makers and financial investors. To capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage-free model across different countries in a...
Persistent link: https://www.econbiz.de/10011389060
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Factorisable multi-task quantile regression
Chao, Shih-Kang; Härdle, Wolfgang; Yuan, Ming - 2016
problem incurred in our estimating procedure, and derive oracle bounds for the estimation error in a realistic situation where …
Persistent link: https://www.econbiz.de/10011579012
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of applied econometrics 30 (2015) 4, pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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Factorisable sparse tail event curves
Chao, Shih-Kang; Härdle, Wolfgang; Yuan, Ming - 2015
, we derive nonasymptotic oracle bounds for the estimation error, and develope an efficient proximal gradient algorithm for …
Persistent link: https://www.econbiz.de/10011296776
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Penalized adaptive method in forecasting with large information set and structure change
Li, Xinjue; Zbonakova, Lenka; Härdle, Wolfgang - 2017
In the present paper we propose a new method, the Penalized Adaptive Method (PAM), for a data driven detection of structure changes in sparse linear models. The method is able to allocate the longest homogeneous intervals over the data sample and simultaneously choose the most proper variables...
Persistent link: https://www.econbiz.de/10011714497
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314