Search Results - subject:"Marginal integration"

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

Estimating semiparametric panel data models by marginal integration

Qian, Junhui; Wang, Le - In: Journal of Econometrics 167 (2012) 2, pp. 483-493

is based on marginal integration that allows us to recover the nonlinear component from an additive regression structure …

Persistent link: https://www.econbiz.de/10010574081

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

Estimation in semiparametric spatial regression

Gao, Jiti; Lu, Zudi; Tjostheim, Dag - Volkswirtschaftliche Fakultät, … - 2003

based on combining the so-called marginal integration technique with local linear kernel estimation is developed in the …

Persistent link: https://www.econbiz.de/10005836984

Estimation in semiparametric spatial regression

Gao, Jiti; Lu, Zudi; Tjostheim, Dag - Volkswirtschaftliche Fakultät, … - 2003

based on combining the so-called marginal integration technique with local linear kernel estimation is developed in the …

Persistent link: https://www.econbiz.de/10005260174

Semiparametric spatial regression: theory and practice

Gao, Jiti; Lu, Zudi; Tjostheim, Dag - Volkswirtschaftliche Fakultät, … - 2003

procedure based on combining the so-called marginal integration technique with local linear kernel estimation is developed in …

Persistent link: https://www.econbiz.de/10005260199

Estimation of additive quantile regression

Dette, Holger; Scheder, Regine - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 245-265

Persistent link: https://www.econbiz.de/10008925564

R robustified additive nonparametric regression

Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - 2002

procedure is based on marginal integration of conditional R-estimators. In addition to univariate rate of convergence and …

Persistent link: https://www.econbiz.de/10010310510