Search Results - subject:"Kernel regression"

Determinants of economic growth in Ghana : parametric and nonparametric investigations

Adu, George - In: The journal of developing areas 47 (2013) 2, pp. 277-301

Persistent link: https://www.econbiz.de/10010230642

Semi-Parametric Modelling of Correlation Dynamics

Hafner, C.M.; Dijk, D.J.C. van; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2005

GARCH-type specifications for the individual conditional volatilities with nonparametric kernel regression for the … cations for the individual conditional volatilities with nonparametric kernel regression for the conditional correlations …: Multivariate GARCH, dynamic conditional correlation, kernel regression, minimum variance portfolio, tracking error minimization …

Persistent link: https://www.econbiz.de/10005450907

Semi-Parametric Modelling of Correlation Dynamics

Hafner, Christian Matthias; van Dijk, Dick; Franses, … - Faculteit der Economische Wetenschappen, Erasmus … - 2005

GARCH-type specifications for the individual conditional volatilities with nonparametric kernel regression for the …

Persistent link: https://www.econbiz.de/10010731661

User-Friendly Parallel Computations with Econometric Examples

Creel, Michael - Departament d'Economia i Història Econòmica, … - 2005

, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or …

Persistent link: https://www.econbiz.de/10005168438

Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach

Adu, George; Marbuah, George; Mensah, Justice Tei; … - In: Journal of Economics and Econometrics 55 (2012) 3, pp. 100-129

This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …

Persistent link: https://www.econbiz.de/10011078560

Nonparametric methods in sample surveys. Application to the estimation of cancer prevalence

Sánchez-Borrego, I.; Rueda, M.; Muñoz, J. - In: Quality & Quantity: International Journal of Methodology 46 (2012) 2, pp. 405-414

Persistent link: https://www.econbiz.de/10010993064

New evidence on the role of cognitive skill in economic development

Laurini, Márcio Poletti; de Carvalho Andrade, Eduardo - In: Economics Letters 117 (2012) 1, pp. 123-126

country dataset (Brazilian municipalities’ dataset) and nonparametric kernel regression estimation with mixed data. …

Persistent link: https://www.econbiz.de/10011041623

Random walk or chaos: A formal test on the Lyapunov exponent

Park, Joon Y.; Whang, Yoon-Jae - In: Journal of Econometrics 169 (2012) 1, pp. 61-74

A formal test on the Lyapunov exponent is developed to distinguish a random walk model from a chaotic system, which is based on the Nadaraya–Watson kernel estimator of the Lyapunov exponent. The asymptotic null distribution of our test statistic is free of nuisance parameter, and simply given...

Persistent link: https://www.econbiz.de/10010577524

Rate of the almost complete convergence of a kernel regression estimate with twice censored data

Kebabi, Khedidja; Messaci, Fatiha - In: Statistics & Probability Letters 82 (2012) 11, pp. 1908-1913

We first establish both the pointwise and the uniform almost complete consistencies with rate of a kernel type regression estimate in a doubly censoring setting. Then a simulation study illustrates the good behaviour of the studied estimator.

Persistent link: https://www.econbiz.de/10010593907

Convergence or divergence in cross-country growth?

Dobson, Stephen M.; Ramlogan, Carlyn; Strobl, Eric - In: International review of applied economics 26 (2012) 3, pp. 417-424

Persistent link: https://www.econbiz.de/10009612169