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Adaptive weighting for flexible estimation in nonparametric regression models.

Nosedal-Sanchez, Alvaro - 2011

We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...

Persistent link: https://www.econbiz.de/10009429662

Folded Variance Estimators for Stationary Time Series

Antonini, Claudia - 2005

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Persistent link: https://www.econbiz.de/10009476105

On the probability of estimating a deterministic component in the local level model

Harvey, Andrew C.; Shephard, Neil - 1990

A local level model has a deterministic level when the signal-to-noise ratio q is zero. In this paper we investigate the properties of the maximum likelihood estimator of q, paying particular attention to the case where its true value is zero. These properties are shown to be crucially dependent...

Persistent link: https://www.econbiz.de/10009441421

Essays in Industrial Organization and Econometrics

Blevins, Jason Ryan - 2010

semiparametric binary choice and duration panel data models. The first chapter provides a framework for estimating large … link between estimating the model and performing post-estimation counterfactuals. While recently developed two …-step estimation techniques have made it possible to estimate large-scale problems, solving for equilibria remains computationally …

Persistent link: https://www.econbiz.de/10009475441

Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

Kasahara, Hiroyuko; Shimotsu, Katsumi - 2006

used in applied work. Three elements emerge as the important determinants of identification; the time-dimension of panel … identifiable even when state dependence is present as long as the panel has a moderate time-dimension (T ≥ 6). We also develop a …

Persistent link: https://www.econbiz.de/10009447271

Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene

Hock, Thorsten - 2003

Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...

Persistent link: https://www.econbiz.de/10009433722

Network effects, compatibility, and adoption of standards

Grajek, Michał - 2005

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

Persistent link: https://www.econbiz.de/10009467122

Insolvenzprognose für ukrainische, deutsche sowie nordamerikanische Unternehmen

Perederiy, Volodymyr - 2010

Das vorliegende Dissertationsprojekt hatte zwei zentrale Schwerpunkte. Den ersten Schwerpunkt bildete die innovative Insolvenzprognosemodellierung für ukrainische Unternehmen.Dafür wurde im Wesentlichen die moderne internationale Standardmethodik zur Insolvenzprognose auf Basis der...

Persistent link: https://www.econbiz.de/10009460748

Partly parametric generalized additive model

Zhang, Tianyang - 2010

In many scientific studies, the response variable bears a generalized nonlinear regression relationship with a certain covariate of interest, which may, however, be confounded by other covariates with unknown functional form. We propose a new class of models, the partly parametric generalized...

Persistent link: https://www.econbiz.de/10009466085

Nonlinearities in the Phillips Curve? : empirical Evidence for some European Countries

Rupprecht, Sarah - 2005

This dissertation studies the question of nonlinearities in the Phillips curve relationshipin France, Germany and Italy. The implications from the theoretical models are that themechanisms that make the Phillips curve nonlinear can work through different channels.Therefore, this thesis not just...

Persistent link: https://www.econbiz.de/10009471618