Semiparametric models are characterized by a finite- and infinite-dimensional (functional) component. As such they … developed that exhibit standard parametric convergence rates. These two features have made semiparametric models and estimators … increasingly popular in applied economics. We give a partial overview over the literature on semiparametric modelling and …

A novel estimation method for two classes of semiparametric scalar diffusion models is proposed: In the first class …

research on this model has considered a semiparametric narrow-band least squares (NBLS) estimator in the frequency domain, but …

Novel transition-based misspeci?cation tests of semiparametric and fully parametric univariate diffusion models based …