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Nonparametric Seemingly Unrelated Regression

Smith, M.; Kohn, R. - Department of Econometrics and Business Statistics, … - 1998

This paper presnets a method for simultaneously estimating a system of nonparametric multiple regressions which may seem unrelated, but where the errors are potentially correlated between equations. We show that the prime advantage of estimating such a 'seemingly unrelated' system of...

Persistent link: https://www.econbiz.de/10005149073

A Comparison of Alternative Estimators for Binary Panel Probit Models

Harris, M.N.; Macquarie, L.R.; Siouclis, A.J. - Department of Econometrics and Business Statistics, … - 1998

models within the reach of the applied researcher. The aim of this paper is to apply some of these techniques to a marleting …

Persistent link: https://www.econbiz.de/10005149066

Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model

Laskar, M.R.; King, M.L. - Department of Econometrics and Business Statistics, … - 1998

In this paper, different approaches to dealing with nuisance parameters in the likelihood based inference are presented and illustrated by reference to the linear regression model with nonspherical errors. The estimator of the error variance using each of the approaches is also derived for the...

Persistent link: https://www.econbiz.de/10005149122

Aggregation and Cointegration.

Korosi, G.; Longmire, R.; Matyas, L. - Department of Econometrics and Business Statistics, … - 1996

The analysis of economic time series assumes specific economic behaviour of a representative agent. The data used in analysis is generated by aggregating observations of all individuals in a population. This is valid only if all members of a population have the same data generating process, but...

Persistent link: https://www.econbiz.de/10005427607

Stochastic population forecasts using functional data models for mortality, fertility and migration

Hyndman, Rob J; Booth, Heather - Department of Econometrics and Business Statistics, … - 2006

, fertility and net migration. Functional data models with time series coefficients are used to model age-specific mortality and … mortality data. This estimate, which includes error, is also modeled using a functional data model. The three models involve … historical data. The three models are then used in the Monte Carlo simulation of future fertility, mortality and net migration …

Persistent link: https://www.econbiz.de/10005427608

Rainbow plots, Bagplots and Boxplots for Functional Data

Hyndman, Rob J.; Shang, Han Lin - Department of Econometrics and Business Statistics, … - 2008

We propose new tools for visualizing large numbers of functional data in the form of smooth curves or surfaces. The proposed tools include functional versions of the bagplot and boxplot, and make use of the first two robust principal component scores, Tukey's data depth and highest density...

Persistent link: https://www.econbiz.de/10005427617

Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves

Hall, Peter G.; Hyndman, Rob J.; Fan, Yanan - Department of Econometrics and Business Statistics, … - 2003

We study methods for constructing confidence intervals, and confidence bands, for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that...

Persistent link: https://www.econbiz.de/10005427623

A Model Validation Procedure

Polak, Julia; King, Maxwell L.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014

Statistical models can play a crucial role in decision making. Traditional model validation tests typically make … different types of models and look for a variety of different types of divergences from the null hypothesis. Such a flexible …. The procedureâ€™s ability to recognize a change in the underlying model is demonstrated through AR(1) and linear models …

Persistent link: https://www.econbiz.de/10011141012

Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption

Chen, Haotian; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014

to partially linear models of gasoline consumption based on the US household survey data. In contrary to implausible …

Persistent link: https://www.econbiz.de/10011105011

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia

Gong, Xiaodong; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2015

This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...

Persistent link: https://www.econbiz.de/10011262824