Search Results - subject:"backfitting"

A high-dimensional additive nonparametric model

Wu, Frank C. Z. - In: Journal of economic dynamics & control 166 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015051264

Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects

Yao, Feng; Lu, Qinling; Sun, Yiguo; Zhang, Junsen - In: Essays in honor of Subal Kumbhakar, (pp. 133-184). 2024

Persistent link: https://www.econbiz.de/10014560309

A flexible stochastic production frontier model with panel data

Wang, Taining; Yao, Feng; Kumbhakar, Subal - In: Journal of applied econometrics 39 (2024) 4, pp. 564-588

Persistent link: https://www.econbiz.de/10014562834

A varying coefficient model with two-way fixed effects and different smoothing variables

Wang, Taining; Yao, Feng - 2021

Persistent link: https://www.econbiz.de/10012648323

Locally stationary multiplicative volatility modeling

Walsh, Christopher; Vogt, Michael - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 497-508

Persistent link: https://www.econbiz.de/10014448258

Nonparametric estimation of additive models with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 41 (2022) 10, pp. 1164-1204

Persistent link: https://www.econbiz.de/10013490701

Scale-adaptive estimation of mixed geographically weighted regression models

Chen, Feng; Mei, Chang-Lin - In: Economic modelling 94 (2021), pp. 737-747

Persistent link: https://www.econbiz.de/10012695340

Calendar effect and in-sample forecasting

Mammen, Enno; Martinez Miranda, Maria Dolores; Nielsen, … - In: Insurance 96 (2021), pp. 31-52

Persistent link: https://www.econbiz.de/10012482744

Why fully efficient banks matter? : a nonparametric stochastic frontier approach in the presence of fully efficient banks

Tran, Kien C.; Tsionas, Efthymios G.; Mamatzakis, … - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2733-2760

Persistent link: https://www.econbiz.de/10012256954

Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption

Chen, Haotian; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014

A partially linear model is often estimated in a two-stage procedure, which involves estimating the nonlinear component conditional on initially estimated linear coefficients. We propose a sampling procedure that aims to simultaneously estimate the linear coefficients and bandwidths involved in...

Persistent link: https://www.econbiz.de/10011105011