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  • Search: subject:"Index Models"
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Year of publication
Subject
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Estimation theory 19 Schätztheorie 19 Nichtparametrisches Verfahren 12 Forecasting model 11 Nonparametric statistics 11 Prognoseverfahren 11 Time series analysis 11 Zeitreihenanalyse 11 Regression analysis 10 Regressionsanalyse 10 Schätzung 10 Estimation 9 semiparametric estimation 9 Theorie 8 single-index models 8 Multivariate Analyse 7 Multivariate analysis 7 Single-index models 7 VAR model 7 VAR-Modell 7 Volatility 7 Volatilität 7 Theory 6 index models 6 single index models 6 Aktienindex 5 Stock index 5 ARCH model 4 ARCH-Modell 4 Bayes-Statistik 4 Bayesian inference 4 Estimating equations 4 Index models 4 Single index models 4 Variable selection 4 Welt 4 World 4 panel data 4 rank testing 4 Asymptotic normality 3
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Online availability
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Free 38 Undetermined 28
Type of publication
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Article 35 Book / Working Paper 33
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 14 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Aufsatz im Buch 1 Book section 1
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Language
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English 39 Undetermined 29
Author
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Gao, Jiti 7 Lewbel, Arthur 7 Carriero, Andrea 5 Chen, Jia 5 Li, Degui 5 Marcellino, Massimiliano 5 Corsello, Francesco 4 Cubadda, Gianluca 3 Donkers, Bas 3 Escanciano, Juan Carlos 3 Guardabascio, Barbara 3 Lian, Heng 3 Linton, Oliver 3 Wang, Qihua 3 Zhang, Tao 3 Climov, Daniela 2 Dasilas, Apostolos 2 Delecroix, Michel 2 Huang, Zhensheng 2 Härdle, Wolfgang Karl 2 Ichimura, Hidehiko 2 Jacho-Chávez, David 2 Kew, Hsein 2 Koulakiotis, Athanasios 2 Pang, Zhen 2 Simar, Léopold 2 Zhang, Riquan 2 Zhang, Wenyang 2 Ackerberg, Daniel A. 1 Agarwal, Nipun 1 Ahn, Hyungtaik 1 Asai, Manabu 1 Bera, Anil K. 1 Birchenall, Javier A. 1 Boente, Graciela 1 Dong, Chaohua 1 Donga, Chaohua 1 Donkers, A.C.D. 1 Doğan, Osman 1 Fermanian, Jean-David 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 4 Department of Economics and Related Studies, University of York 3 Department of Economics, Boston College 2 London School of Economics (LSE) 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 School of Economics, University of Adelaide 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Journal of Multivariate Analysis 6 Monash Econometrics and Business Statistics Working Papers 4 International journal of forecasting 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of econometrics 3 Boston College Working Papers in Economics 2 Computational Statistics & Data Analysis 2 Health, Econometrics and Data Group (HEDG) Working Papers 2 International Journal of Monetary Economics and Finance 2 LSE Research Online Documents on Economics 2 Quantitative economics : QE ; journal of the Econometric Society 2 STICERD - Econometrics Paper Series 2 Temi di discussione / Banca d'Italia 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 cemmap working paper 2 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 Cahier de recherche 1 Central European Journal of Economic Modelling and Econometrics 1 Department of Economics, Working Paper Series 1 Discussion Papers / Department of Economics and Related Studies, University of York 1 Discussion papers / CEPR 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economics letters 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Essays in honor of Joon Y. Park : econometric theory 1 Handbook of econometrics : volume 6B 1 IRTG 1792 Discussion Paper 1 International Journal of Economics 1 International journal of theoretical and applied finance 1 Journal of Income Distribution 1 Journal of applied econometrics 1 Mathematics and Computers in Simulation (MATCOM) 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 School of Economics Working Papers 1 Série des documents de travail 1
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Source
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RePEc 35 ECONIS (ZBW) 28 EconStor 5
Showing 41 - 50 of 68
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On testing common indices for two multi-index models: A link-free approach
Liu, Xuejing; Yu, Zhou; Wen, Xuerong Meggie; Paige, Robert - In: Journal of Multivariate Analysis 136 (2015) C, pp. 75-85
We propose a link-free procedure for testing whether two multi-index models share identical indices via the sufficient …
Persistent link: https://www.econbiz.de/10011208472
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The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben; Vaicenavicius, Juozas - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
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A robust and efficient estimation and variable selection method for partially linear single-index models
Yang, Hu; Yang, Jing - In: Journal of Multivariate Analysis 129 (2014) C, pp. 227-242
linear single-index models, of which the univariate nonparametric link function is approximated by local polynomial …
Persistent link: https://www.econbiz.de/10010786419
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Model structure selection in single-index-coefficient regression models
Huang, Zhensheng; Pang, Zhen; Lin, Bingqing; Shao, Quanxi - In: Journal of Multivariate Analysis 125 (2014) C, pp. 159-175
Single-index-coefficient regression models (SICRM) have been proposed and used in the literature for avoiding the “curse of dimensionality”. However, there is no efficient model structure determination methodology for the SICRM. This may cause a tendency to use models that are much larger...
Persistent link: https://www.econbiz.de/10011042022
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Who wears the trousers? A semiparametric analysis of decision power in couples
Lührmann, Melanie; Maurer, Jürgen - 2007
index models that feature one separate index for each spouse, which interact nonparametrically in the determination of power …
Persistent link: https://www.econbiz.de/10010318561
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Income distribution and macroeconomics in Colombia
Birchenall, Javier A. - In: Journal of Income Distribution 16 (2007) 2, pp. 6-24
This paper studies the relation between macroeconomic variables and the distribution of income in Colombia. We relate the dynamics of aggregate economic variables with the cross-section of disaggregate income to determine the transmission and propagation mechanisms of aggregate shocks. The most...
Persistent link: https://www.econbiz.de/10010733887
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Testing the significance of index parameters in varying-coefficient single-index models
Wong, Heung; Zhang, Riquan; Leung, Bartholomew; Huang, … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 297-308
The varying-coefficient single-index models (VCSIMs) form a class of very flexible and general dimension reduction … models, which contain many important regression models such as partially linear models, pure single-index models …, partially linear single-index models, varying-coefficient models and so on as special examples. However, the testing problems of the …
Persistent link: https://www.econbiz.de/10011056383
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Quadratic inference functions for partially linear single-index models with longitudinal data
Lai, Peng; Li, Gaorong; Lian, Heng - In: Journal of Multivariate Analysis 118 (2013) C, pp. 115-127
In this paper, we consider the partially linear single-index models with longitudinal data. We propose the bias …
Persistent link: https://www.econbiz.de/10011042030
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A robust and efficient estimation method for single index models
Liu, Jicai; Zhang, Riquan; Zhao, Weihua; Lv, Yazhao - In: Journal of Multivariate Analysis 122 (2013) C, pp. 226-238
Single index models are natural extensions of linear models and overcome the so-called curse of dimensionality. They …, we propose a new robust and efficient estimation procedure based on local modal regression for single index models. The …
Persistent link: https://www.econbiz.de/10010702795
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A method of moments estimator for semiparametric index models
Donkers, Bas; Schafgans, Marcia M. A. - London School of Economics (LSE) - 2005
We propose an easy to use derivative based two-step estimation procedure for semi-parametric index models. In the first …
Persistent link: https://www.econbiz.de/10010884702
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