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

Nonparametric estimation of stochastic frontier models with weak separability

Centorrino, Samuele; Parmeter, Christopher F. - In: Journal of econometrics 238 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015073937

Time-varying panel data models with an additive factor structure

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

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

Firms' knowledge investment and market responses

Drivas, Kyriakos; Economidou, Claire; Ketteni, Elena; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2363-2394

Persistent link: https://www.econbiz.de/10012664523

Semi-linear mode regression

Krief, Jerome M. - In: The econometrics journal 20 (2017) 2, pp. 149-167

Persistent link: https://www.econbiz.de/10011757369

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

Testing for additivity in partially linear regression with possibly missing responses

Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang - In: Journal of Multivariate Analysis 128 (2014) C, pp. 51-61

polynomial smoother for the nonparametric part; the second estimates the additive components by a marginal integration estimator … marginal integration estimator, and we derive the asymptotic distribution of the test statistic. The transfer principle of Koul …

Persistent link: https://www.econbiz.de/10011041920

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