Search Results - subject:"Linear Regression"

Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach

Duffy, John; Engle-Warnick, Jim - Society for Computational Economics - SCE - 2001

We use nonparametric, local regression and regression tree analysis to assess whether there exist multiple regimes in U.S. monetary policy over the period 1955:3-2000:2. We model U.S. monetary policy using a Taylor rule specification for the nominal interest rate target. By contrast with...

Persistent link: https://www.econbiz.de/10005345600

Generalized minimum distance estimators of a linear model with correlated errors

Fernández, J.; Manteiga, W. - In: Statistical Papers 42 (2001) 3, pp. 353-373

Persistent link: https://www.econbiz.de/10005167216

On adaptive smoothing in partial linear models

Golubev, G.; Härdle, Wolfgang - 2001

Persistent link: https://www.econbiz.de/10001613562

Die Einflüsse der Klassifikation auf lineare Regressionsschätzungen

Frechen, Jürgen - 2001

Persistent link: https://www.econbiz.de/10001580318

Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-Point Problems

Bischoff, Wolfgang; Miller, Frank - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 658-679

Persistent link: https://www.econbiz.de/10005616101

On Parameters of Increasing Dimensions

He, Xuming; Shao, Qi-Man - In: Journal of Multivariate Analysis 73 (2000) 1, pp. 120-135

linear regression but also other estimation problems such as multivariate location and generalized linear models. Examples …

Persistent link: https://www.econbiz.de/10005199901

On adaptive estimation in partial linear models

Golubev, G.; Härdle, Wolfgang - 2000

Persistent link: https://www.econbiz.de/10001470204

On the Performance of Least Squares in Linear Regression with Undefined Error Means

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1986

This paper considers the linear regression model with multiple stochastic regressors, intercept, and errors that have …

Persistent link: https://www.econbiz.de/10005249278

Goodness of Fit Tests in Random Coefficient Regression Models

Delicado, Pedro; Romo, Juan - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 125-148

Persistent link: https://www.econbiz.de/10005395755

Modelling and predicting construction durations in Hong Kong public housing

Chan, Daniel; Kumaraswamy, Mohan - In: Construction Management and Economics 17 (1999) 3, pp. 351-362

). These data were analysed through a series of multiple linear regression exercises that helped to establish the time …

Persistent link: https://www.econbiz.de/10005269046