Search Results - subject:"Local polynomial regression"

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 modelling of the crop yield variable according to determined financial risk factors in Turkey. The derivation of a semiparametric local polynomial estimator is provided with...

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

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

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

Boundary modification in local polynomial regression

Feng, Yuanhua; Schäfer, Bastian - 2021

Persistent link: https://www.econbiz.de/10012628647

Nonparametric intermediate order regression quantiles

Ichimura, Hidehiko; Otsu, Taisuke; Altonji, Joseph G. - 2019

Persistent link: https://www.econbiz.de/10012491639

Smooth contextual bandits : bridging the parametric and nondifferentiable regret regimes

Hu, Yichun; Kallus, Nathan; Mao, Xiaojie - In: Operations research 70 (2022) 6, pp. 3261-3281

Persistent link: https://www.econbiz.de/10014307797

Near-linear time local polynomial nonparametric estimation with box kernels

Wang, Yining; Wu, Yi; Du, Simon S. - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1339-1353

Persistent link: https://www.econbiz.de/10012796860

Business cycle estimation with high-pass and band-pass local polynomial regression

Álvarez, Luis J. - In: Econometrics 5 (2017) 1, pp. 1-11

Filters constructed on the basis of standard local polynomial regression (LPR) methods have been used in the literature … provides a noisy estimate of the cycle. We alternatively propose band-pass local polynomial regression methods aimed at …

Persistent link: https://www.econbiz.de/10011755360