Search Results - subject:"structure analysis"

Latent Variable Nonparametric Cointegrating Regression

Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - 2018

This paper studies the asymptotic properties of empirical nonparametric regressions that partially misspecify the relationships between nonstationary variables. In particular, we analyze nonparametric kernel regressions in which a potential nonlinear cointegrating regression is misspecified...

Persistent link: https://www.econbiz.de/10014034116

Latent variable nonparametric cointegrating regression

Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - In: Econometric theory 37 (2021) 1, pp. 138-168

Persistent link: https://www.econbiz.de/10012437045

Reprint of: From open innovation projects to open innovation project management capabilities : a process-based approach

Melo, Júlio Cézar Fonseca de; Salerno, Mario Sergio; … - In: International journal of project management : the … 39 (2021) 2, pp. 170-182

Persistent link: https://www.econbiz.de/10012514711

Latent variable nonparametric cointegrating regression

Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - 2017

Persistent link: https://www.econbiz.de/10011748571

The effects of internal migration on health of adults in Indonesia

Deb, Partha; Gurevich, Tamara - 2017

Persistent link: https://www.econbiz.de/10011655386

Copula structure analysis based on robust and extreme dependence measures

Klüppelberg, Claudia; Kuhn, Gabriel - 2006

In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of … different margins and non-existence of moments are possible. Moreover, elliptical copulae allow also for a 'copula structure … analysis' of dependence in extremes. After introducing the new concepts and deriving some theoretical results we observe in a …

Persistent link: https://www.econbiz.de/10010266229

Handling Excess Zeros in Count Models for Recreation Demand Analysis Without Apology

Martinez-Cruz, Adan L. - 2016

Hurdle and zero-inflated models are the two foremost methods used to deal with excess zeros. However, their reliance on the nonparticipation assumption is a drawback when applied to recreation demand analysis because there is not a theoretical framework convincingly explaining presence of...

Persistent link: https://www.econbiz.de/10012985784

Estimating the Technology of Children's Skill Formation

Agostinelli, Francesco - 2016

In this paper we study the process of children's skill formation. The identification of this process is challenging because children's skills are observed only through arbitrarily scaled and imperfect measures. Using a dynamic la- tent factor structure, we provide new identification results...

Persistent link: https://www.econbiz.de/10012986290

Identification of Dynamic Latent Factor Models : the Implications of Re-Normalization in a Model of Child Development

Agostinelli, Francesco - 2016

A recent and growing area of research applies latent factor models to study the development of children's skills. Some normalization is required in these models because the latent variables have no natural units and no known location or scale. We show that the standard practice of...

Persistent link: https://www.econbiz.de/10012986291

Handling excess zeros in count models for recreation demand analysis without apology

Martinez-Cruz, Adan L. - 2016

Persistent link: https://www.econbiz.de/10011541987