Search Results - subject:"Semiparametric regression"

Financial management and service delivery : a nonparametric analysis for Indian cities

Bandyopadhyay, Simanti - In: The annals of regional science : an international … 54 (2015) 3, pp. 721-751

Persistent link: https://www.econbiz.de/10011408173

Log-transform Kernel density estimation of income distribution

Charpentier, Arthur; Flachaire, Emmanuel - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 141-159

Persistent link: https://www.econbiz.de/10011775814

Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden

Murtazashvili, Irina; Liu, Di; Prokhorov, Artem - In: The Canadian journal of economics 48 (2015) 5, pp. 1733-1761

Persistent link: https://www.econbiz.de/10011568712

Closed-form estimation of nonparametric models with non-classical measurement errors

Hu, Yingyao; Sasaki, Yuya - In: Journal of econometrics 185 (2015) 2, pp. 392-408

Persistent link: https://www.econbiz.de/10011348992

Identification in differentiated products markets

Berry, Steven; Haile, Philip A. - 2015

Persistent link: https://www.econbiz.de/10011347341

A simple econometric approach for modeling stress event intensities

Jobst, Rainer; Rösch, Daniel; Scheule, Harald; … - In: The journal of futures markets 35 (2015) 4, pp. 300-320

Persistent link: https://www.econbiz.de/10011348422

A Simple Consistent Nonparametric Estimator of the Lorenz Curve

Zhang, Yu Yvette - 2015

We propose a nonparametric estimator of the Lorenz curve that satisfies its theoretical properties, including monotonicity and convexity. We adopt a transformation approach that transforms a constrained estimation problem into an unconstrained one, which is estimated nonparametrically. We...

Persistent link: https://www.econbiz.de/10013018029

Efficient inference in general semiparametric regression models

Carroll, Raymond J. (contributor) - 2008

Semiparametric regression has become very popular in the field of Statistics over theyears. While on one hand more and … semiparametric regression problems.We first discuss efficient estimation of population-level summaries in general … semiparametric regression problems that involves Tukey style 1 d.f form ofinteraction between parametrically and non …

Persistent link: https://www.econbiz.de/10009465064

Dynamic semiparametric factor models

Borak, Szymon - 2008

Hochdimensionale Regressionsprobleme, die sich dynamisch entwickeln, sind in zahlreichen Bereichen der Wissenschaft anzutreffen. Die Dynamik eines solchen komplexen Systems wird typischerweise mittels der Zeitreiheneigenschaften einer geringen Anzahl von Faktoren analysiert. Diese Faktoren...

Persistent link: https://www.econbiz.de/10009467069

Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models

Conrad, Christian; Mammen, Enno - 2008

We consider time series models in which the conditional mean of the response variable given the past depends on latent covariates. We assume that the covariates can be estimated consistently and use an iterative nonparametric kernel smoothing procedure for estimating the conditional mean...

Persistent link: https://www.econbiz.de/10011422182