Search Results - subject:"Varying coefficient model"

Estimation of varying coefficient models with time trend and integrated regressors

Li, Kunpeng; Li, Weiming - In: Economics Letters 119 (2013) 1, pp. 89-93

In this paper we extend the semiparametric varying coefficient model to contain non-stationary I(1) and time trend as … to the semiparametric varying coefficient model with stationary I(0) and time trend covariates where Liang and Li (2012 …

Persistent link: https://www.econbiz.de/10010662399

Regional capital mobility in China: Economic reform with limited financial integration

Lai, Jennifer T.; McNelis, Paul D.; Yan, Isabel K.M. - In: Journal of International Money and Finance 37 (2013) C, pp. 493-503

This paper assesses the changes in the regional capital mobility in China during the period of economic reform in 1978–2008 by employing a panel time varying coefficient (TVP) model. This approach is much more suitable to model China's evolution in the regional capital mobility than a standard...

Persistent link: https://www.econbiz.de/10010709331

Regional capital mobility in China : economic reform with limited financial integration

Lai, Jennifer T.; McNelis, Paul D.; Yan, Isabel K. M. - In: Journal of international money and finance 37 (2013), pp. 493-503

Persistent link: https://www.econbiz.de/10010209029

Sparse high-dimensional varying coefficient model : non-asymptotic minimax study

Klopp, Olga; Pensky, Marianna - 2013

Persistent link: https://www.econbiz.de/10010342692

Testing sustainability of German fiscal policy : evidence for the period 1960 - 2003

Greiner, Alfred; Koeller, Uwe; Semmler, Willi - 2005

In this paper we test whether German public debt has been sustainable by resorting to a test proposed by Bohn (1998). We apply non-parametric and semi-parametric regressions with time depending coefficients. This test shows that the mean of the coefficient relevant for sustainability has been...

Persistent link: https://www.econbiz.de/10010261129

Varying coefficient tensor models for brain imaging

Eilers, Paul H. C.; Heim, Susanne; Marx, Brian D. - 2005

We revisit a multidimensional varying-coefficient model (VCM), by allowing regressor coefficients to vary smoothly in …

Persistent link: https://www.econbiz.de/10010266242

Adaptive Gaussian Markov random fields with applications in human brain mapping

Brezger, Andreas; Fahrmeir, Ludwig; Hennerfeind, Andrea - 2005

space-varying coefficient model for fMRI data. For given weights, the random field is conditionally Gaussian, but marginally …

Persistent link: https://www.econbiz.de/10010274234

Space-varying coefficient models for brain imaging

Heim, Susanne; Fahrmeir, Ludwig; Eilers, Paul H. C.; … - 2005

coefficient model (VCM) for the entire set of DTI images recorded on a 3d grid of voxels. Hence by allowing to borrow strength … of neural pathways. We reformulate the current analysis framework of separate voxelwise regressions as a 3d space-varying …

Persistent link: https://www.econbiz.de/10010275813

Local and global rank tests for multivariate varying-coefficient models

Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - Faculdade de Economia, Universidade do Porto - 2005

In a multivariate varying-coefficient model, the response vectors Y are regressed on known functions u(X) of some …

Persistent link: https://www.econbiz.de/10005059479

Testing Sustainability of German Fiscal Policy. Evidence for the Period 1960 – 2003

Greiner, Alfred; Koeller, Uwe; Semmler, Willi - CESifo - 2005

Persistent link: https://www.econbiz.de/10005181442