Showing 1 - 10 of 43
This paper provides tools for partial identification inference and sensistivity analysis in a general class of semiparametric models. The main working assumption is that the finite-dimensional parameter of interest and the possibility infinite-dimensional nuisance parameter are identified...
Persistent link: https://www.econbiz.de/10010705952
This article introduces an automatic test for the correct specification of a vector autoregression (VAR) model. The proposed test statistic is a Portmanteau statistic with an automatic selection of the order of the residual serial correlation tested. The test presents several attractive...
Persistent link: https://www.econbiz.de/10010710925
Global warming is predicted to have adverse effects on crop productivity and will present an enormous challenge to sustainable development and food security, especially in dryland regions. Prior studies have identified that adapted crop cultivars could effectively act to offset the effects of...
Persistent link: https://www.econbiz.de/10011116751
In this study, a novel dual-nozzle ejector enhanced vapor-compression cycle (DEVC) for solar assisted air-source heat pump systems is proposed. In DEVC, the use of the dual-nozzle ejector for recovering the expansion losses is a very promising approach to improve the cycle performance. A...
Persistent link: https://www.econbiz.de/10010803864
Rain-fed maize production in semi-arid areas of the Loess Plateau in China is constrained by low temperatures and water limitations during the early growth stage. Traditionally, gravel mulching was an effective strategy to increase soil temperature and moisture and, therefore, crop production;...
Persistent link: https://www.econbiz.de/10011047817
This paper presents a novel method for the analysis of nonlinear text quality in Chinese language. Texts produced by university students in China were represented as scale-free networks (word adjacency model), from which typical network features such as the in/outdegree, clustering coefficient...
Persistent link: https://www.econbiz.de/10010939959
Titanium Carbonitride (TiCN), a new high hardness and wear-resistant material, has been applied widely in many fields. TiCN coating was first fabricated using reactive plasma spraying (RPS) technology in the reactive chamber that was filled with nitrogen and acetylene (N2 and C2H2) in this...
Persistent link: https://www.econbiz.de/10005080505
The paper proposes a simple estimator for a class of Conditional Expected Shortfall risk measures. The estimator is semiparametric, in the sense that it does not require a full specification of the conditional distribution of the data, and it is very simple to compute, being a least squares...
Persistent link: https://www.econbiz.de/10005543993
The Basel Committee on Banking Supervision (BIS) has recently sanctioned Expected Shortfall (ES) as the market risk measure to be used for banking regulatory purposes, replacing the well-known Value-at-Risk (VaR). This change is motivated by the appealing theoretical properties of ES as a...
Persistent link: https://www.econbiz.de/10011158992
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified well and which ones cannot. It contributes to answering this question by characterising the identified set of linear continuous functionals of the NPIVR under norm constraints....
Persistent link: https://www.econbiz.de/10010827548