Search Results - subject:"Functional coefficient regression"

Endogenous R&D elasticities of productivity functions and BERD bias : explorations of functional coefficient regressions

Ziesemer, Thomas - 2025

. The slope parameters of a growth rate version may change over time and with circumstances. Using the method of functional-coefficient … regression, we show that human capital, GDP (per worker), services and defence R&D (both % GDP), lags of domestic and foreign …

Persistent link: https://www.econbiz.de/10015434579

Expectations, Learning Gains, and Forecast Errors: Assessing Nonlinearities with a Functional Coefficient Approach

Milani, Fabio - 2025

nonparametric functional-coefficient regression models. The estimation results reveal nonlinearities in the relationships between …

Persistent link: https://www.econbiz.de/10015532871

Expectations, learning gains, and forecast errors : assessing nonlinearities with a functional coefficient approach

Milani, Fabio - 2025

nonparametric functional-coefficient regression models. The estimation results reveal nonlinearities in the relationships between …

Persistent link: https://www.econbiz.de/10015456285

Limit theory and inference in non-cointegrated functional coefficient regression

Wang, Ying; Phillips, Peter C. B.; Tu, Yundong - 2024

Persistent link: https://www.econbiz.de/10015077168

Expectations, learning gains, and forecast errors : assessing nonlinearities with a functional coefficient approach

Milani, Fabio - In: Economics letters 256 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015472795

Limit theory for locally flat functional coefficient regression

Phillips, Peter C. B.; Wang, Ying - 2021

Persistent link: https://www.econbiz.de/10012807797

A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011545159

A New Forecasting Model for USD/CNY Exchange Rate

Cai, Zongwu; Chen, Linna; Fang, Ying - 2013

This paper models the return series of USD/CNY exchange rate by considering the conditional mean and conditional volatility simultaneously. An index type functional-coefficient model is adopted to model the conditional mean part and a GARCH type model with a policy dummy variable is applied to...

Persistent link: https://www.econbiz.de/10010892081