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  • Search: subject:"SEMIPARAMETRIC MODELS"
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Year of publication
Subject
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semiparametric models 64 Semiparametric models 38 Nichtparametrisches Verfahren 34 Nonparametric statistics 27 Theorie 23 Schätztheorie 20 Theory 18 Estimation theory 17 Semiparametric Models 11 Zeitreihenanalyse 11 Schätzung 9 Time series analysis 9 fractional ARIMA 9 long-range dependence 9 Estimation 8 ARMA-Modell 7 African labour markets 7 forecasting 6 nonparametric and semiparametric models 6 ARMA model 5 BIC 5 Banach lattice 5 Banach space 5 Koltchinskii coupling 5 Method of moments 5 Momentenmethode 5 Nonlinearities 5 Shape restrictions 5 Welt 5 World 5 bandwidth selection 5 comparative advantage 5 conditional moment (in)equality restrictions 5 difference stationarity 5 inference on functionals 5 instrumental variables 5 kernel estimation 5 segmentation 5 Arbeitsmarkt 4 Causality analysis 4
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Online availability
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Free 86 Undetermined 38 CC license 2
Type of publication
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Book / Working Paper 79 Article 61
Type of publication (narrower categories)
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Working Paper 35 Article in journal 27 Aufsatz in Zeitschrift 27 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Article 5 research-article 1
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Language
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English 74 Undetermined 64 German 2
Author
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Musolesi, Antonio 10 Beran, Jan 9 Falco, Paolo 7 Haywood, Luke 7 Feng, Yuanhua 6 Chernozhukov, Victor 5 Härdle, Wolfgang 5 Mazzanti, Massimiliano 5 Santos, Andres 5 Liang, Hua 4 Newey, Whitney K. 4 Ocker, Dirk 4 Basile, Roberto 3 Carroll, Raymond J. 3 Dang, Justin 3 El-Shagi, Makram 3 Escanciano, Juan Carlos 3 Hübler, Olaf 3 Longhi, Christian 3 Medeiros, Marcelo C. 3 Ullah, Aman 3 Almeida, Alexandre Nunes de 2 Assunção, Juliano J. 2 Baumont, Catherine 2 Bienert, Sven 2 Borak, Szymon 2 Boutou, Odile 2 Bravo-Ureta, Boris E. 2 Brunauer, Wolfgang 2 Bunke, Olaf 2 Burity, Priscilla 2 Camlong-Viot, Christine 2 Charlot, Sylvie 2 Crescenzi, Riccardo 2 Ducot, Béatrice 2 Durbán, María 2 Fier, Andreas 2 Heger, Diana 2 Herwartz, Helmut 2 Hsu, Yu-Chin 2
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Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 6 Department of Economics, University of California-San Diego (UCSD) 2 Laboratoire d'Économie Appliquée de Grenoble, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation" 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Central Bank of Cyprus 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Cowles Foundation for Research in Economics, Yale University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Agricultural and Resource Economics, University of California-Berkeley 1 Department of Economics, Boston College 1 Department of Economics, European University Institute 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 Département d'Économie et Sociologie Rurales, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Département d'économique, Faculté d'administration 1 European Association of Agricultural Economists - EAAE 1 Fondazione ENI Enrico Mattei (FEEM) 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economics, Academia Sinica 1 Ohio State University, Department of Economics 1 School of Public Policy and Administration, Carleton University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 Toulouse School of Economics (TSE) 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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SFB 373 Discussion Paper 6 SFB 373 Discussion Papers 6 CoFE discussion papers 4 Journal of econometrics 4 cemmap working paper 4 Annals of the Institute of Statistical Mathematics 3 CEMMAP working papers / Centre for Microdata Methods and Practice 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 CoFE Discussion Paper 2 Journal of Development Economics 2 Journal of Multivariate Analysis 2 MPRA Paper 2 Psychometrika 2 SEEDS Working Papers 2 Statistical Methods and Applications 2 Statistics & Probability Letters 2 University of California at San Diego, Economics Working Paper Series 2 Working Papers / Laboratoire d'Économie Appliquée de Grenoble, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 2 ZEW Discussion Papers 2 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 1 AStA Advances in Statistical Analysis 1 BILTOKI 1 Boston College Working Papers in Economics 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Bundesbank Discussion Paper 1 CORE Discussion Papers 1 CREA Discussion Paper Series 1 Cahiers de recherche 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 Carleton - School of Public Administration 1 Central European Journal of Economic Modelling and Econometrics 1 Computational Economics 1 Computational Statistics & Data Analysis 1 Cowles Foundation Discussion Papers 1 DIW Discussion Papers 1 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1 Discussion Paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Papers of DIW Berlin 1
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Source
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RePEc 70 ECONIS (ZBW) 42 EconStor 26 BASE 1 Other ZBW resources 1
Showing 131 - 140 of 140
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An Empirical Test of Environmental Kuznets Curve for Water Pollution
Paudel, Krishna; Zapata, Hector; Susanto, Dwi - In: Environmental & Resource Economics 31 (2005) 3, pp. 325-348
The Environmental Kuznets Curve (EKC) on water pollution was investigated with both semiparametric and parametric models using watershed level data for the state of Louisiana, USA. The parametric model indicated the turning points within the range $10241–$12993, $6636–$13877, and...
Persistent link: https://www.econbiz.de/10005684255
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On Time-Reversibility and Estimating Functions for Markov Processes
Kessler, Mathieu; Sørensen, Michael - In: Statistical Inference for Stochastic Processes 8 (2005) 1, pp. 95-107
Persistent link: https://www.econbiz.de/10005616014
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Profile empirical likelihood for parametric and semiparametric models
Lin, Lu; Zhu, Lixing; Yuen, K. - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 485-505
Persistent link: https://www.econbiz.de/10005616346
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An Information Theoretic Approach to Estimation in the Case of Multicollinearity
Akkeren, Marco van - In: Computational Economics 22 (2003) 1, pp. 1-22
We propose a data-based extremum formulation that extends theempirical-likelihood and information-theoretic methods of estimation andinference. It is demonstrated how this method may be used in a general linearmodel context to mitigate the problem of an ill-conditioned design matrix. Adual loss...
Persistent link: https://www.econbiz.de/10005701668
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Nonparametric Bayesian Modeling for Stochastic Order
Gelfand, Alan; Kottas, Athanasios - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 865-876
Persistent link: https://www.econbiz.de/10005616334
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Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparamet- ric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...
Persistent link: https://www.econbiz.de/10005146733
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An overview of nonparametric contributions to the problem of functional estimation from biased data
Cristóbal, José; Alcalá, José - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10005166814
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Semiparametric Estimation of Single-Index Transition Intensities.
Gorgens, T. - School of Public Policy and Administration, Carleton … - 1999
This research develops semiparametric kernel-based estimators of state-specific conditional transition intensitiesm, hs (y|x), for duration models with right-censoring and/or multiple destinations (competing risks). Both discrete and continous duration data are considered. The maintained...
Persistent link: https://www.econbiz.de/10005609551
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Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.)
Giraitis, Liudas; Robinson, Peter M; Samarov, Alexander - Suntory and Toyota International Centres for Economics … - 1997
There exist several estimators of the memory parameter in long-memory time series models with mean µ and the spectrum specified only locally near zero frequency. In this paper we give a lower bound for the rate of convergence of any estimator of the memory parameter as a function of the degree...
Persistent link: https://www.econbiz.de/10005797502
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Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
Iacus, Stefano - In: Statistical Methods and Applications 6 (1997) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10008497283
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