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  • Search: subject:"Semiparametric Model"
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Year of publication
Subject
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semiparametric model 94 Nichtparametrisches Verfahren 59 Nonparametric statistics 51 Semiparametric model 48 Schätztheorie 34 Estimation theory 33 Theorie 27 Schätzung 21 Theory 19 Estimation 17 Semiparametrisches Modell 14 Regressionsanalyse 12 Regression analysis 11 Zeitreihenanalyse 10 factor structure 10 fMRI 9 Prognoseverfahren 8 Semiparametric Model 8 Faktorenanalyse 7 Nonlinear regression 7 Panel 7 Panel study 7 Volatilität 7 information bound 7 Statistical test 6 Statistischer Test 6 Time series analysis 6 decision making 6 risk 6 risk attitude 6 Aktienmarkt 5 Prediction 5 Statistical theory 5 Statistische Methodenlehre 5 U-statistic 5 Volatility 5 adaptive bandwidth selection 5 rates of convergence 5 Bayes-Statistik 4 Bayesian inference 4
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Online availability
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Free 104 Undetermined 53 CC license 1
Type of publication
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Book / Working Paper 111 Article 58 Other 3
Type of publication (narrower categories)
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Working Paper 46 Article in journal 32 Aufsatz in Zeitschrift 32 Graue Literatur 26 Non-commercial literature 26 Arbeitspapier 25 Thesis 4 Dissertation u.a. Prüfungsschriften 2 Hochschulschrift 2 Article 1 Aufsatz im Buch 1 Book section 1 Lehrbuch 1 Textbook 1
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Language
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English 107 Undetermined 63 German 2
Author
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Härdle, Wolfgang Karl 21 Majer, Piotr 9 Giraitis, Liudas 8 Yuan, Ao 8 Hautsch, Nikolaus 7 Gooijer, Jan G. De 6 Härdle, Wolfgang 6 Mihoci, Andrija 6 Okhrin, Ostap 6 Song, Song 6 Beran, Jan 5 Gao, Jiti 5 Lavergne, Pascal 5 Robinson, Peter M. 5 Antoine, Bertille 4 Heekeren, Hauke R. 4 Ihle, Rico 4 Robinson, Peter M 4 Wang, Weining 4 Andrews, Donald W.K. 3 Cao, Xiaofeng 3 El-Shagi, Makram 3 Firpo, Sergio 3 Kneib, Thomas 3 Mi, Yunsheng 3 Mohr, Peter 3 Ocker, Dirk 3 Odening, Martin 3 Osipenko, Maria 3 Paudel, Krishna P. 3 Ritter, Matthias 3 Rothe, Christoph 3 SIMAR, Léopold 3 Samarov, Alexander 3 Surgailis, Donatas 3 Abe, Makoto 2 Boztuæg, Yasemin 2 Chao, Shih-Kang 2 Choros-Tomczyk, Barbara 2 Cramon-Taubadel, Stephan von 2
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 9 Cowles Foundation for Research in Economics, Yale University 5 London School of Economics (LSE) 4 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Department of Econometrics and Business Statistics, Monash Business School 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Berkeley Electronic Press 2 Center for Financial Studies 2 School of Economics, Singapore Management University 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Tinbergen Institute 2 Tinbergen Instituut 2 Agricultural and Applied Economics Association - AAEA 1 Courant Research Centre PEG 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 East Asian Bureau of Economic Research (EABER) 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institute for the Study of Labor (IZA) 1 University of Bonn, Germany 1 Universität Ulm 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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SFB 649 Discussion Paper 10 SFB 649 Discussion Papers 9 Cowles Foundation Discussion Papers 5 Applied economics letters 4 Discussion paper series / CoFE 4 Economics letters 4 Journal of Multivariate Analysis 4 Journal of econometrics 4 LSE Research Online Documents on Economics 4 STICERD - Econometrics Paper Series 4 Tinbergen Institute Discussion Papers 4 Annals of the Institute of Statistical Mathematics 3 CORE Discussion Papers 3 MPRA Paper 3 Monash Econometrics and Business Statistics Working Papers 3 SFB 649 discussion paper 3 CFS Working Paper Series 2 CoFE discussion papers 2 Computational Statistics & Data Analysis 2 Discussion paper / Tinbergen Institute 2 Discussion papers 2 Economics Letters 2 European journal of operational research : EJOR 2 IWH Discussion Papers 2 IZA Discussion Papers 2 Psychometrika 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 Tinbergen Institute Discussion Paper 2 U.C. Berkeley Division of Biostatistics Working Paper Series 2 Working Papers / School of Economics, Singapore Management University 2 Working papers / TSE : WP 2 Working papers in economics and statistics 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 ANU working papers in economics and econometrics 1 Annals of economics and statistics 1 Applied economics 1 Atlantic Economic Journal 1 Atlantic economic journal : AEJ 1 Bulletin of economic research 1
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Source
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RePEc 75 ECONIS (ZBW) 62 EconStor 22 USB Cologne (EcoSocSci) 7 BASE 6
Showing 81 - 90 of 172
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Effects of sex offenders' residential locations on property values using both parametric and semiparametric models
Yu, Peiyong - In: Atlantic economic journal : AEJ 44 (2016) 3, pp. 277-291
Persistent link: https://www.econbiz.de/10011711072
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Spline-based sieve semiparametric generalized estimating equation for panel count data
Hua, Lei - 2010
In this thesis, we propose to analyze panel count data using a spline-basedsieve generalized estimating equation method with a semiparametric proportional mean model E(N(t)|Z) = Λ0(t) eβT0Z. The natural log of the baseline mean function, logΛ0(t), is approximated by a monotone cubic B-spline...
Persistent link: https://www.econbiz.de/10009466051
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Confidence bands in quantile regression and generalized dynamic semiparametric factor models
Song, Song - 2010
In vielen Anwendungen ist es notwendig, die stochastische Schwankungen der maximalen Abweichungen der nichtparametrischen Schätzer von Quantil zu wissen, zB um die verschiedene parametrische Modelle zu überprüfen. Einheitliche Konfidenzbänder sind daher für nichtparametrische Quantil...
Persistent link: https://www.econbiz.de/10009467050
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Price Dynamics in Tanzanian Maize Markets: Insights from a Semiparametric Cointegration Model
Ihle, Rico; von Cramon-Taubadel, Stephan - 2010
Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...
Persistent link: https://www.econbiz.de/10010329940
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High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model
Song, Song; Härdle, Wolfgang Karl; Ritov, Ya'acov - 2010
(High dimensional) time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science. In this article, we separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant...
Persistent link: https://www.econbiz.de/10010281515
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Prognose mit nichtparametrischen Verfahren
Härdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining - 2010
Statistische Prognosen basieren auf der Annahme, dass ein funktionaler Zusammenhang zwischen der zu prognostizierenden Variable y und anderen j-dimensional beobachtbaren Variablen x = (x1,...xl) besteht. Kann der funktionale Zusammenhang geschätzt werden, so kann im Prinzip für jedes x der...
Persistent link: https://www.econbiz.de/10010281577
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Prognose mit nichtparametrischen Verfahren
Härdle, Wolfgang Karl; Schulz, Rainer; Wang, Weining - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
Statistische Prognosen basieren auf der Annahme, dass ein funktionaler Zusammenhang zwischen der zu prognostizierenden Variable y und anderen j-dimensional beobachtbaren Variablen x = (x1,...xl) besteht. Kann der funktionale Zusammenhang geschätzt werden, so kann im Prinzip für jedes x der...
Persistent link: https://www.econbiz.de/10008525434
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High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
Song, Song; Härdle, Wolfgang K.; Ya'acov Ritov - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
(High dimensional) time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science. In this article, we separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant...
Persistent link: https://www.econbiz.de/10010587711
Saved in:
Cover Image
Price Dynamics in Tanzanian Maize Markets: Insights from a Semiparametric Cointegration Model
Ihle, Rico; Cramon-Taubadel, Stephan von - Courant Research Centre PEG - 2010
Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...
Persistent link: https://www.econbiz.de/10008784666
Saved in:
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Semiparametric Evidence on the Nature of Price Transmission in Tanzanian Maize Markets
Ihle, Rico; von Cramon-Taubadel, Stephan - Agricultural and Applied Economics Association - AAEA - 2010
Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...
Persistent link: https://www.econbiz.de/10009020487
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