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  • Search: subject:"functional coefficient models"
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Year of publication
Subject
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Schätztheorie 13 Schätzung 11 Estimation theory 10 Estimation 8 Functional coefficient models 8 Nichtparametrisches Verfahren 8 Nonparametric statistics 8 functional coefficient models 7 Feldstein-Horioka puzzle 5 Nonparametric estimation 5 Bandwidth selection 4 Functional-coefficient models 4 Regression analysis 4 Regressionsanalyse 4 VAR model 4 VAR-Modell 4 Dynamic financial network 3 Local linear fitting 3 Risikomaß 3 Risk measure 3 Saving-investment relation 3 VAR modeling 3 Welt 3 Zeitreihenanalyse 3 heteroskedasticity 3 Bootstrap 2 Boundary effects 2 Cluster analysis 2 Clusteranalyse 2 Conditional quantile models 2 Feldstein-Horioka-Paradoxon 2 Fisher hypothesis 2 Fixed design 2 Instrumental variables 2 Misspecification test 2 Nichtparametrische Schätzung 2 Panel cointegration analysis 2 Partially linear functional-coefficient models 2 Theorie 2 Time series analysis 2
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Online availability
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Free 16 Undetermined 5 CC license 1
Type of publication
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Book / Working Paper 15 Article 6 Other 1
Type of publication (narrower categories)
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Working Paper 10 Arbeitspapier 6 Article in journal 6 Aufsatz in Zeitschrift 6 Graue Literatur 6 Non-commercial literature 6
Language
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English 20 Undetermined 2
Author
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Cai, Zongwu 8 Herwartz, Helmut 6 Liu, Xiyuan 4 Xu, Fang 4 Chen, Jia 2 Li, Degui 2 Reimers, Hans-Eggert 2 Chen, Xirong 1 Cheng, Tingting 1 Fang Xu 1 Ge, Tao 1 Ge, Yating 1 Hong, Shaoxin 1 Huang, Ta-Cheng 1 Ji, Jianhua 1 Klein, Roger W. 1 Li, Qi 1 Li, Runze 1 Lin, Boqiang 1 Lin, Shuowan 1 Ma, Ruiyang 1 Shen, Chan 1 Su, Liangjun 1 Sun, Yuying 1 Wei, Lingling 1 Xiong, Huaiyu 1 Yang, Xiaorong 1 Zhang, Wenyang 1
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Institution
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Working papers series in theoretical and applied economics 5 Economics Working Paper 3 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 3 Econometric reviews 2 Discussion papers in economics 1 Economics letters 1 Energy strategy reviews 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Technological forecasting & social change : an international journal 1 Working Paper 1
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Source
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ECONIS (ZBW) 12 RePEc 5 EconStor 4 BASE 1
Showing 11 - 20 of 22
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Functional coefficient time series models with trending regressors
Cheng, Tingting - In: Econometric reviews 38 (2019) 6, pp. 636-659
Persistent link: https://www.econbiz.de/10012181342
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An alternative bandwidth selection method for estimating functional coefficient models
Chen, Xirong; Huang, Ta-Cheng; Li, Qi - In: Economics letters 156 (2017), pp. 27-31
Persistent link: https://www.econbiz.de/10011822342
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A functional coefficient model view of the saving-investment relation
Fang Xu - 2007
contribution of this study is to develop a new variant of functional coefficient models to analyse a wide range of determinants of …, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope …
Persistent link: https://www.econbiz.de/10009429004
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A functional coefficient model view of the Feldstein-Horioka puzzle
Herwartz, Helmut; Xu, Fang - 2007
new variant of functional coefficient models that allow to separate long and short to medium run parameter dependence. We …
Persistent link: https://www.econbiz.de/10010296278
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A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut; Xu, Fang - 2007
functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …
Persistent link: https://www.econbiz.de/10010296279
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A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut; Xu, Fang - Institut für Volkswirtschaftslehre, … - 2007
functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …
Persistent link: https://www.econbiz.de/10005082908
Saved in:
Cover Image
A functional coefficient model view of the Feldstein-Horioka puzzle
Herwartz, Helmut; Xu, Fang - Institut für Volkswirtschaftslehre, … - 2007
new variant of functional coefficient models that allow to separate long and short to medium run parameter dependence. We …
Persistent link: https://www.econbiz.de/10005082924
Saved in:
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Modelling the Fisher hypothesis: World wide evidence
Herwartz, Helmut; Reimers, Hans-Eggert - 2006
purpose we rely on semiparametric implementations of so-called functional coefficient models. The latter are suitable to …
Persistent link: https://www.econbiz.de/10010296257
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Cover Image
Modelling the Fisher hypothesis: World wide evidence
Herwartz, Helmut; Reimers, Hans-Eggert - Institut für Volkswirtschaftslehre, … - 2006
purpose we rely on semiparametric implementations of so-called functional coefficient models. The latter are suitable to …
Persistent link: https://www.econbiz.de/10005082910
Saved in:
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Effient Estimation of Partially Varying Coefficient Instrumental Variables Models
Cai, Zongwu; Xiong, Huaiyu - 2013
We study a new class of semiparametric instrumental variables models with the structural function represented by a partially varying coefficient functional form. Under this representation, the models are linear in the endogenous/exogenous components with unknown constant or functional...
Persistent link: https://www.econbiz.de/10010892097
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