Search Results - subject:"Additive Models"

Modeling CRS bounded additive DEA models and characterizing their Pareto-efficient points

Pastor, Jesus; Aparicio, Juan; Monge, Juan; Pastor, Diego - In: Journal of Productivity Analysis 40 (2013) 3, pp. 285-292

Dealing with weighted additive models in Data Envelopment Analysis guarantees that any projection of an inefficient … additive models require a double set of slacks. The second set of slacks allows us to properly characterize all the Pareto …-efficient points associated to the bounded technology. We further introduce the CRS partially-bounded additive models. Copyright …

Persistent link: https://www.econbiz.de/10010988868

Nonparametric dynamic panel data models: Kernel estimation and specification testing

Su, Liangjun; Lu, Xun - In: Journal of Econometrics 176 (2013) 2, pp. 112-133

Motivated by the first-differencing method for linear panel data models, we propose a class of iterative local polynomial estimators for nonparametric dynamic panel data models with or without exogenous regressors. The estimators utilize the additive structure of the first-differenced...

Persistent link: https://www.econbiz.de/10011052280

Generalized additive models for functional data

Febrero-Bande, Manuel; González-Manteiga, Wenceslao - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 278-292

The aim of this paper is to extend the ideas of generalized additive models for multivariate data (with known or …

Persistent link: https://www.econbiz.de/10010994269

Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach

Longhi, C.; Musolesi, A.; Baumont, C. - Laboratoire d'Économie Appliquée de Grenoble, … - 2013

The specialization patterns of metropolitan areas are crucial in characterizing the effects of economic integration in Europe. This paper aims to provide and estimate an econometric model that explains both sectoral specialization and sectoral dissimilarity, measured with the GINI and the...

Persistent link: https://www.econbiz.de/10010833304

Comparing non-parametric to parametric interaction terms in generalised additive models: production technology in the Canadian cable television industry

Haghiri, Morteza; Law, Stephen M.; Nolan, James F.; … - In: International Journal of Data Analysis Techniques and … 5 (2013) 3, pp. 229-251

We use the theory of generalised additive models to develop a non-parametric cost function for the Canadian cable …

Persistent link: https://www.econbiz.de/10010682878

Degrees of freedom and model selection in semiparametric additive monotone regression

Rueda, Cristina - In: Journal of Multivariate Analysis 117 (2013) C, pp. 88-99

The degrees of freedom of semiparametric additive monotone models are derived using results about projections onto sums of order cones. Two important related questions are also studied, namely, the definition of estimators for the parameter of the error term and the formulation of specific...

Persistent link: https://www.econbiz.de/10010665721

Additive modeling of realized variance: tests for parametric specifications and structural breaks

Fengler, Matthias R.; Mammen, Enno; Vogt, Michael - School of Economics and Political Science, Universität … - 2013

For an additive autoregression model, we study two types of testing problems. First, a parametric specification of a component function is compared against a nonparametric fit. Second, two nonparametric fits of two different time periods are tested for equality. We apply the theory to a...

Persistent link: https://www.econbiz.de/10010705994

Additive modeling of realized variance : tests for parametric specifications and structural breaks

Fengler, Matthias; Mammen, Enno; Vogt, Michael - 2013

Persistent link: https://www.econbiz.de/10010244914

Modeling CRS bounded additive DEA models and characterizing their Pareto-efficient points

Pastor, Jesús T.; Aparicio, Juan; Monge, Juan F.; … - In: Journal of productivity analysis 40 (2013) 3, pp. 285-292

Persistent link: https://www.econbiz.de/10010411362

Generalized smooth monotonic regression

Tutz, Gerhard; Leitenstorfer, Florian - 2005

Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent variable. Here a general approach is proposed that allows for additive and multiplicative structures where one or more variables have monotone influence on the dependent variable....

Persistent link: https://www.econbiz.de/10010266140