Search Results - subject:"Semiparametric regression"

Three studies on semi-mixed effects models ; Drei Studien über semi-Mixed Effects Modelle

Savaþcý, Duygu - 2012

Persistent link: https://www.econbiz.de/10010353178

DETERMINING THE EFFECTIVE FACTORS OF APARTMENT PRICES IN HOUSING ESTATE WITH SEMIPARAMETRIC REGRESSION

TURANLI, Munevver; KALKAN, Seda BAGDATLI - In: Istanbul Commerce University Journal of Social Sciences 21 (2012) 1, pp. 383-402

analysis has been developed. One of these tecniques is semiparametric regression which can be used when parametric and … nonparametric regression models are not suitable for the analysis. Semiparametric regression has been developed to perform analysis … in such cases. The first studies about the semiparametric regression model was initiated in 1985 and from that day …

Persistent link: https://www.econbiz.de/10010717803

Using Proxy Variables to Control for Unobservables When Estimating Productivity : A Sensitivity Analysis

Ornaghi, Carmine; Van Beveren, Ilke - 2012

The use of proxy variables to control for unobservables when estimating a production function has become increasingly popular in empirical works in recent years. The present paper aims to contribute to this literature in three important ways. First, we provide a structured review of the...

Persistent link: https://www.econbiz.de/10014174156

Nonparametric Estimation of a Periodic Sequence in the Presence of a Smooth Trend

Vogt, Michael; Linton, Oliver - 2012

In this paper, we study a nonparametric regression model including a periodic component, a smooth trend function, and a stochastic error term. We propose a procedure to estimate the unknown period and the function values of the periodic component as well as the nonparametric trend function. The...

Persistent link: https://www.econbiz.de/10014165806

Large Time-Varying Parameter VARs

Korobilis, Dimitris - 2012

In this paper we develop methods for estimation and forecasting in large time-varying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also...

Persistent link: https://www.econbiz.de/10013108928

Adaptive nonparametric instrumental variables estimation : empirical choice of the regularisation parameter

Horowitz, Joel - 2012

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g say, is discontinuous and must be regularised (that is, modified) to make consistent estimation possible. The amount of modification is contolled by a regularisation parameter. The optimal...

Persistent link: https://www.econbiz.de/10009760143