Search Results - subject:"Mean squared errors"

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Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting

Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman - Department of Economics, University of California-Riverside - 2014

This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of our proposed estimators and forecasts are established. Monte Carlo simulation is conducted to...

Persistent link: https://www.econbiz.de/10010944664

An alternative bandwidth selection method for estimating functional coefficient models

Chen, Xirong; Huang, Ta-Cheng; Li, Qi - In: Economics letters 156 (2017), pp. 27-31

Persistent link: https://www.econbiz.de/10011822342

Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing models

Shen, Xiangjin; Tsurumi, Hiroki - 2011

information criterion and the cumulative density of the mean squared errors of forecast. For the sample theory criterion we use … errors of forecast and the CKT. According to the DIC and the mean squared errors of forecast, the CIR model explains the … asset prices. Monte Carlo experiments show that the DIC performs better than the cumulative density of the mean squared …

Persistent link: https://www.econbiz.de/10010282872

Conditional Risk Premia in International Government Bond Markets

Miffre, Joelle - In: Multinational Finance Journal 12 (2008) 3-4, pp. 185-204

and relatively large mean squared errors were uncovered. These results extend for the first time some of the evidence from …

Persistent link: https://www.econbiz.de/10010938721

Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting

Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman - In: Journal of Econometrics 182 (2014) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10010785277

Optimal and robust designs for trigonometric regression models

Xu, Xiaojian; Shang, Xiaoli - In: Metrika 77 (2014) 6, pp. 753-769

This article presents discussions on the optimal and robust designs for trigonometric regression models under different optimality criteria. First, we investigate the classical Q-optimal designs for estimating the response function in a full trigonometric regression model with a given order. The...

Persistent link: https://www.econbiz.de/10010937790

Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10010497090

Mixed model prediction and small area estimation

Jiang, Jiming; Lahiri, P. - In: TEST: An Official Journal of the Spanish Society of … 15 (2006) 1, pp. 1-96

Persistent link: https://www.econbiz.de/10005759551