Search Results - subject:"Local polynomial"

Nonseparable panel models with index structure and correlated random effects

Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274

Persistent link: https://www.econbiz.de/10015196600

Implied volatility smoothing at COVID-19 times

Vitali, Sebastiano; Kopa, Miloš; Giana, Gabriele - In: Computational management science 20 (2023) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10014393376

Semiparametric time-series model using local polynomial: An application on the effects of financial risk factors on crop yield

Ahmed, Syed E.; Aydin, Dursun; Yilmaz, Ersin - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-12

This paper proposes a semiparametric local polynomial estimator for modelling agricultural time-series. We consider the … semiparametric local polynomial estimator is provided with its fundamental statistical properties to estimate the semiparametric time …-series model. This paper attaches importance to precision agriculture (PA) and therefore a local polynomial technique is considered …

Persistent link: https://www.econbiz.de/10013201444

Local polynomial regression for spatial data on Rd

Kurisu, Daisuke; Matsuda, Yasumasa - 2022

Persistent link: https://www.econbiz.de/10013445738

Nonseparable panel models with index structure and correlated random effects

Čížek, Pavel; Sadikoğlu, Serhan - 2022

Persistent link: https://www.econbiz.de/10013171368

Semiparametric time-series model using local polynomial : an application on the effects of financial risk factors on crop yield

Ahmed, Syed E.; Aydin, Dursun; Yilmaz, Ersin - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10013165283

Local polynomial order in regression discontinuity designs

Pei, Zhuan; Lee, David S.; Card, David E.; Weber, Andrea - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1259-1267

Persistent link: https://www.econbiz.de/10013539508

Inference in the nonparametric stochastic frontier model

Parmeter, Christopher F.; Simar, Léopold; Van … - In: Econometric reviews 43 (2024) 7, pp. 518-539

Persistent link: https://www.econbiz.de/10014551827

Dynamic modeling for multivariate functional and longitudinal data

Hao, Siteng; Lin, Shu-Chin; Wang, Jane-Ling; Zhong, Qixian - In: Journal of econometrics 239 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015074460

Testing specification of distribution in stochastic frontier analysis

Cheng, Ming-Yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074480