theories using a partially linear quantile instrumental variables regression, a Monte Carlo study, and an empirical estimation …

In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially … linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price …

In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially … linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price …

asymptotically chi-square distributed. We illustrate our theories using a partially linear quantile instrumental variables (IV …

elasticity. This paper presents an extended application of the Partially Linear Additive Model (PLAM) to the analysis of gasoline …

We consider a partially linear time trend model with weakly dependent data. We show that the semiparametric estimator …

In this paper, we establish the semiparametric efficient bound for the heteroscedastic partially linear single …