Search Results - subject:"Partially Linear Model"

Measuring the Integration of Staple Food Markets in Sub-Saharan Africa: Heterogeneous Infrastructure and Cross Border Trade in the East African Community

Ihle, Rico; Cramon-Taubadel, Stephan von; Zorya, Sergiy - CESifo - 2011

linear model. Border effects are found to be heterogeneous. The empirical results provide strong evidence that the Tanzanian … shown to have a significant nonlinear impact on the transmission of information - modelled using a semi-parametric partially …

Persistent link: https://www.econbiz.de/10008914284

Inference in high-dimensional panel models with an application to gun control

Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 590-605

Persistent link: https://www.econbiz.de/10011692431

Inference of the trend in a partially linear model with locally stationary regressors

Kim, Kun Ho - In: Econometric reviews 35 (2016) 5/7, pp. 1194-1220

Persistent link: https://www.econbiz.de/10011591175

Country and border effects in the transmission of maize prices in Eastern Africa: evidence from a semi-parametric regression model

Ihle, Rico; von Cramon-Taubadel, Stephan; Zorya, Sergiy - 2010

This study uses a rich dataset of 85 market pairs between January 2000 andOctober 2008 for Kenya, Tanzanian and Uganda, the three largest member countries ofthe East Africa Community, to analyze the factors determining national and cross-nationalmaize price transmission. Although the three...

Persistent link: https://www.econbiz.de/10009443640

Country and border effects in the transmission of maize prices in Eastern Africa: evidence from a semi-parametric regression model

Ihle, Rico; von Cramon-Taubadel, Stephan; Zorya, Sergiy - African Association of Agricultural Economists - AAAE; … - 2010

partially linear model. Third, the border effect is found to be heterogeneous, that is, it matters which national border is …

Persistent link: https://www.econbiz.de/10009201535

Semiparametric Estimation in Simultaneous Equations of Time Series Models

GAO, Jiti; Phillips, Peter C. B. - School of Economics, University of Adelaide - 2010

A system of vector semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components. The parametric regressors may be endogenous while the nonparametric regressors are strictly exogenous. The...

Persistent link: https://www.econbiz.de/10008683436

Testing for omitted variables in partially linear regression models

Dacuycuy, Lawrence - In: Philippine Review of Economics 46 (2009) 2, pp. 47-61

] when the interest focuses on uncovering the impact of omitted variables on the semiparametric partially linear model (PLM …

Persistent link: https://www.econbiz.de/10008677418

Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series

GAO, Jiti; Chen, Jia; Li, Degui - School of Economics, University of Adelaide - 2009

linear model and propose to estimate both alpha and g semiparametrically. We then show that the proposed estimator of alpha … nonstationarity in parametric linear, parametric nonlinear and nonparametric nonlinear models. In this paper, we consider a partially …

Persistent link: https://www.econbiz.de/10008462893

A partially linear kernel estimator for categorical data

Gao, Qi; Liu, Long; Racine, Jeffrey - In: Econometric reviews 34 (2015) 6/10, pp. 959-978

Persistent link: https://www.econbiz.de/10011483412

Local constant kernel estimation of a partially linear varying coeefficient cointegration model

Wang, Luya; Liang, Zhongwen; Lin, Juan; Li, Qi - In: Annals of economics and finance 16 (2015) 2, pp. 353-369

Persistent link: https://www.econbiz.de/10011428164