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  • Search: subject:"varying coefficient"
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Year of publication
Subject
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Schätzung 27 Estimation theory 26 Schätztheorie 26 Estimation 23 Zeitreihenanalyse 23 Time series analysis 21 Kalman-filter 14 cointegration 14 Nichtparametrisches Verfahren 12 Nonparametric statistics 11 Regression analysis 10 Regressionsanalyse 10 VAR-Modell 10 Cointegration 9 Germany 9 Theorie 9 flexible least squares 9 time-varying coefficient models 9 varying coefficient model 9 Deutschland 8 Kointegration 8 Theory 8 inflation persistence 8 time-varying coefficient 8 Panel 7 Panel study 7 USA 7 monetary transmission 7 time-varying coefficient model 7 time-varying coefficient vector autoregressions 7 varying coefficient models 7 Structural exchange rate models 6 VAR model 6 nonparametric estimation 6 structural breaks 6 switching regression 6 time-varying coefficient approach 6 Geldpolitik 5 P-splines 5 Time-Varying Coefficient 5
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Online availability
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Free 151 CC license 3
Type of publication
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Book / Working Paper 132 Article 19
Type of publication (narrower categories)
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Working Paper 66 Graue Literatur 37 Non-commercial literature 37 Arbeitspapier 34 Article in journal 12 Aufsatz in Zeitschrift 12 Article 4 Collection of articles of several authors 1 Hochschulschrift 1 Konferenzschrift 1 Sammelwerk 1
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Language
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English 113 Undetermined 38
Author
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Darvas, Zsolt 13 Belke, Ansgar 12 Beckmann, Joscha 11 Gao, Jiti 11 Tavlas, George S. 11 Swamy, P.A.V.B. 8 Varga, Balázs 8 Hondroyiannis, George 7 Bernoth, Kerstin 6 Hall, Stephen 6 Kühl, Michael 6 Klinger, Sabine 5 Verheyen, Florian 5 Weber, Enzo 5 Erdogan, Burcu 4 Gertheiss, Jan 4 Hall, Stephen G. 4 Hess, Wolfgang 4 Honda, Toshio 4 Peng, Bin 4 Persson, Maria 4 Rubenbauer, Stephanie 4 Terui, N. 4 Asama Liammukda 3 Cai, Zongwu 3 Canova, Fabio 3 Chang, Yoosoon 3 Dijk, Herman K. van 3 Gu, Lijie 3 Heim, Susanne 3 Kwak, Boreum 3 Napon Hongsakulvasu 3 Swamy, P. A. V. B. 3 Wang, Li 3 Yang, Lijian 3 Yao, Qiwei 3 Anderson, Heather M. 2 Assaf, Shireen 2 Beckers, Benjamin 2 Campostrini, Stefano 2
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Institution
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Department of Economics, Leicester University 9 Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 4 Bank of Greece 3 Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 3 Cowles Foundation for Research in Economics, Yale University 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Department of Economics, University of Crete 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 London School of Economics (LSE) 2 ROME Network 2 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Agricultural and Applied Economics Association - AAEA 1 CESifo 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Energiewirtschaftliches Institut (EWI), Universität zu Köln 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculdade de Economia, Universidade do Porto 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute for the Study of Labor (IZA) 1 Institutet för Näringslivsforskning (IFN) 1 Leibniz-Institut für Wirtschaftsforschung Halle 1 Lusk Center for Real Estate, Marshall School of Business 1 Money Macro and Finance Research Group 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1 UNIVERSIDAD DE LOS ANDES-CEDE 1 University of Cyprus Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder) 1 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 1 de Nederlandsche Bank 1
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Published in...
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Discussion Papers in Economics 9 Working paper / Department of Econometrics and Business Statistics, Monash University 8 IEHAS Discussion Papers 6 Discussion Paper 5 Discussion papers / Graduate School of Economics, Hitotsubashi University 4 Working Papers / Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 4 DIW Discussion Papers 3 Journal of Asian finance, economics and business : JAFEB 3 Ruhr Economic Papers 3 Working Papers / Bank of Greece 3 Bruegel Working Paper 2 Cowles Foundation Discussion Papers 2 Discussion Papers of DIW Berlin 2 EWI Working Paper 2 Econometrics 2 Econometrics : open access journal 2 Economics Bulletin 2 IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung 2 IAB-Discussion Paper 2 IZA Discussion Papers 2 LSE Research Online Documents on Economics 2 Quaderni di Dipartimento 2 Quantitative economics : QE ; journal of the Econometric Society 2 ROME Discussion Paper Series 2 ROME Working Papers 2 ROME discussion paper series 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Tinbergen Institute Discussion Papers 2 Working Papers / Department of Economics, University of Crete 2 2005 Annual meeting, July 24-27, Providence, RI 1 Abacus : a journal of accounting, finance and business studies 1 CAEPR working papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Cambridge working papers in economics 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 DNB Working Papers 1
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Source
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RePEc 66 ECONIS (ZBW) 49 EconStor 36
Showing 1 - 10 of 151
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The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states : a semi-parametric smooth varying-coefficient approa...
Salisu, Afees A.; Isah, Kazeem; Vo Xuan Vinh - 2025
Persistent link: https://www.econbiz.de/10015338004
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Dynamic regression discontinuity under treatment effect heterogeneity
Hsu, Yu-Chin; Shen, Shu - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 1035-1064
Regression discontinuity is a popular tool for analyzing economic policies or treatment interventions. This research extends the classic static RD model to a dynamic framework, where observations are eligible for repeated RD events and, therefore, treatments. Such dynamics often complicate the...
Persistent link: https://www.econbiz.de/10015190090
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Weather shocks, economic growth and damage function for India : A varying coefficient semi-parametric approach
Thakkar, Pratik; Gangopadhyay, Kausik - 2024
Persistent link: https://www.econbiz.de/10015078060
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Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes; Touhami, Kamel - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
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Sparse quantile regression via l0-penalty
Honda, Toshio - 2023
Persistent link: https://www.econbiz.de/10014426265
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Subvector inference for varying coefficient models with partial identification
Hong, Shengjie; Hsu, Yu-Chin; Wan, Yuanyuan - 2023
Persistent link: https://www.econbiz.de/10014337905
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Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Abacus : a journal of accounting, finance and business … 59 (2023) 3, pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
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Does climate sensitivity differ across regions? : a varying-coefficient approach
Anderson, Heather M.; Gao, Jiti; Vahid, Farshid; Wei, Wei; … - 2023
Persistent link: https://www.econbiz.de/10014315967
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Does climate sensitivity differ across regions? : a varying–coefficient approach
Anderson, Heather M.; Gao, Jiti; Vahid, Farshid; Wei, Wei; … - 2023
Persistent link: https://www.econbiz.de/10014451334
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Varying coefficient model with correlated error components and application to disparities between mental health service by councils in England
Wongs-arta, Pipat; Kim, Namhyun; Xia, Yingcun; Moscone, … - 2022
In this paper, we discuss estimation procedure and various inferential methods for varying coefficient panel data … the so-called semi-varying coefficient specification. To ensure the statistical validity of our methods, we derive a set …
Persistent link: https://www.econbiz.de/10013272179
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