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  • Search: subject:"semi-nonparametric models"
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Year of publication
Subject
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Estimation theory 3 Schätztheorie 3 Statistical test 3 Statistischer Test 3 Asymptotic size 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 model selection/comparison test 2 nonlinear autoregressive models 2 post model selection inference 2 semi-nonparametric models 2 semi/nonparametric models 2 time-series 2 Causality analysis 1 Dauer 1 Duration 1 Duration analysis 1 Estimation 1 Generalized wald test 1 Grouped duration data 1 Induktive Statistik 1 Kausalanalyse 1 Nichtlineares Verfahren 1 Proportional hazard 1 Regression analysis 1 Regression discontinuity 1 Regressionsanalyse 1 Schätzung 1 Semi-nonparametric models 1 Series estimator 1 Statistical inference 1 Statistische Bestandsanalyse 1 Stochastischer Prozess 1 Theorie 1 Treatment effects 1 endogeneity in semi-nonparametric models 1 method of sieves 1 method of sieves. 1 semiparametric two-step estimation 1 series 1
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Online availability
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Free 4 Undetermined 2 CC license 1
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1 Working Paper 1
Language
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English 5 Undetermined 1
Author
All
Blasques, Francisco 2 Liao, Zhipeng 2 Shi, Xiaoxia 2 Chen, Xiaohong 1 Xu, Ke-Li 1
Institution
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Tinbergen Instituut 1
Published in...
All
Handbook of econometrics : volume 6B 1 Journal of econometrics 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
Source
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ECONIS (ZBW) 3 EconStor 2 RePEc 1
Showing 1 - 6 of 6
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A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative Economics 11 (2020) 3, pp. 983-1017
This paper proposes a new model selection test for the statistical comparison of semi/non-parametric models based on a general quasi-likelihood ratio criterion. An important feature of the new test is its uniformly exact asymptotic size in the overlapping nonnested case, as well as in the easier...
Persistent link: https://www.econbiz.de/10013189742
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A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative economics : QE ; journal of the … 11 (2020) 3, pp. 983-1017
This paper proposes a new model selection test for the statistical comparison of semi/non-parametric models based on a general quasi-likelihood ratio criterion. An important feature of the new test is its uniformly exact asymptotic size in the overlapping nonnested case, as well as in the easier...
Persistent link: https://www.econbiz.de/10012315790
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A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li - In: Journal of econometrics 206 (2018) 1, pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
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Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
Blasques, Francisco - 2012
This paper proposes a new set of transformed polynomial functions that provide a flexible setting for nonlinear autoregressive modeling of the conditional mean while at the same time ensuring the strict stationarity, ergodicity, fading memory and existence of moments of the implied stochastic...
Persistent link: https://www.econbiz.de/10010326532
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Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
Blasques, Francisco - Tinbergen Instituut - 2012
This paper proposes a new set of transformed polynomial functions that provide a flexible setting for nonlinear autoregressive modeling of the conditional mean while at the same time ensuring the strict stationarity, ergodicity, fading memory and existence of moments of the implied stochastic...
Persistent link: https://www.econbiz.de/10011257412
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Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
Chen, Xiaohong - In: Handbook of econometrics : volume 6B, (pp. 5549-5632). 2007
; semi-nonparametric models are more flexible and robust, but lead to other complications such as introducing infinite … complicated semi-nonparametric models with (or without) endogeneity and latent heterogeneity. It can easily incorporate prior …, exclusion and nonnegativity. It can simultaneously estimate the parametric and nonparametric parts in semi-nonparametric models …
Persistent link: https://www.econbiz.de/10014024939
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