Search Results - subject:"Partially Linear"

Determinants of the Dinar-Euro Nominal Exchange Rate

Nedeljkovic, Milan; Urosevic, Branko - Narodna Banka Srbije - 2011

This paper studies drivers of daily dynamics of the nominal dinar-euro exchange rate from September 2006 to June 2010. Using a novel semiparametric approach we are able to incorporate the evidence of nonlinearities under very weak assumptions on the underlying data generating process. We...

Persistent link: https://www.econbiz.de/10009131010

Yariparametrik Kismi Dogrusal Panel Veri Modelleriyle Uluslararasý Goc

Evren, Atif; Tuna, Elif - In: Istanbul University Econometrics and Statistics e-Journal 13 (2011) 1, pp. 95-113

basic macro economic variables which we have considered with random and fixed effect partially linear panel data models. …

Persistent link: https://www.econbiz.de/10009141344

Semi-parametric estimation of generalized partially linear single-index models

Xia, Yingcun; Härdle, Wolfgang - 2002

One of the most difficult problems in applications of semiparametric generalized partially linear single-index model …

Persistent link: https://www.econbiz.de/10010310523

Semi-parametric estimation of generalized partially linear single-index models

Xia, Yingcun; Härdle, Wolfgang - Sonderforschungsbereich 373, Quantifikation und … - 2002

One of the most difficult problems in applications of semiparametric generalized partially linear single-index model …

Persistent link: https://www.econbiz.de/10010983767

A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price

Manzan, Sebastiano; Zerom, Dawit - In: Econometric Reviews 29 (2010) 4, pp. 439-468

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

Persistent link: https://www.econbiz.de/10008503107

Statistical inference for fixed-effects partially linear regression models with errors in variables

Zhou, Haibo; You, Jinhong; Zhou, Bin - In: Statistical Papers 51 (2010) 3, pp. 629-650

Persistent link: https://www.econbiz.de/10008674135

Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models

Zou, Qingming; Zhu, Zhongyi; Wang, Jinglong - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 905-918

Persistent link: https://www.econbiz.de/10008467099

Partially linear models

Hardle, Wolfgang; LIang, Hua; Gao, Jiti - Volkswirtschaftliche Fakultät, … - 2000

In the last ten years, there has been increasing interest and activity in the general area of partially linear … up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis of this monograph … is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression …

Persistent link: https://www.econbiz.de/10011260920

Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth

Li, Qi; Wooldridge, Jeffrey - In: Annals of Economics and Finance 1 (2000) 2, pp. 337-357

It is well established that local linear method dominates the conventional local constant method in estimating nonparametric regression models by kernel method. In this paper we consider the problem of estimating semiparametric econometric models by local linear method. We provide a simple proof...

Persistent link: https://www.econbiz.de/10009131598

The Phillips Curve and NAIRU Revisited: New Estimates for Germany

Fitzenberger, Bernd; Franz, Wolfgang; Bode, Oliver - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 5-6, pp. 465-496

caused by German unification using two alternative estimators, the Kalman- Filter and the partially linear model. Estimating …

Persistent link: https://www.econbiz.de/10014609206