Search Results - subject:"Marginal integration"

Limit theory and inference in non-cointegrated functional coefficient regression

Wang, Ying; Phillips, Peter C. B.; Tu, Yundong - 2024

Persistent link: https://www.econbiz.de/10015077168

Time-varying panel data models with an additive factor structure

Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020

Persistent link: https://www.econbiz.de/10012610885

Nonparametric Estimation and Testing of Interaction in Generalized Additive Models

Li, Bo - 2011

marginal integration estimation approach for additive models with the identity link. The corresponding asymptotic normality of …

Persistent link: https://www.econbiz.de/10009450911

Lose Weight for Money Only if Over-Weight: Marginal Integration for Semi-Linear Panel Models

K, Kan; M, Lee - Department of Economics and Related Studies, University … - 2009

functions with the same shape. We estimate each nonparametric function with a ‘marginal integration method’, and then combine …

Persistent link: https://www.econbiz.de/10004962208

Estimating Semiparametric Panel Data Models by Marginal Integration

Qian, Junhui; Wang, Le - Volkswirtschaftliche Fakultät, … - 2009

component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal … integration. We extend our methodology to treat panel data models with both individual and time effects. And we characterize the …

Persistent link: https://www.econbiz.de/10008561155

ESTIMATION AND TESTING AN ADDITIVE PARTIALLY LINEAR MODEL IN A SYSTEM OF ENGEL CURVES

Marin, Jorge Barrientos - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2006

The form of the Engel curve has long been a subject of discussion in appliedeconometrics and until now there has no been definitive conclusion about its form. In this paperan additive partially linear model is used to estimate semiparametrically the effect of totalexpenditure in the context of...

Persistent link: https://www.econbiz.de/10005731246

ESTIMATION AND TESTING AN ADDITIVE PARTIALLY LINEAR MODEL IN A SYSMTEM OF ENGEL CURVES

Marín, Jorge Hugo Barrientos - Departamento de Economía, Facultad de Ciencias Económicas - 2006

The form of the Engel curve has long been a subject of discussion in applied econometrics and until now there has no been definitive conclusion about its form. In this paper an additive partially linear model is used to estimate semiparametrically the effect of total expenditure in the context...

Persistent link: https://www.econbiz.de/10008544144

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, … - 2005

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate …

Persistent link: https://www.econbiz.de/10010274110

Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence

Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; … - 2003

Linton and Nielsen, based in marginal integration, has became quite popular because both its computational simplicity and the … fact that it allows an asymptotic distribution theory. Here, an asymptotic treatment of the marginal integration estimator …

Persistent link: https://www.econbiz.de/10010296474

Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence

Camlong-Viot, Christine; Rodríguez-Póo, Juan M.; … - Sonderforschungsbereich 373, Quantifikation und … - 2003

Persistent link: https://www.econbiz.de/10010983541