Similar Search Results

Univariate versus multivariate modeling of panel data : model specification and goodness-of-fit testing

Bou, Juan Carlos; Satorra, Albert - In: Organizational research methods : ORM 21 (2018) 1, pp. 150-196

Persistent link: https://www.econbiz.de/10011880093

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian - 2017

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...

Persistent link: https://www.econbiz.de/10012966219

VAR for VaR: measuring tail dependence using multivariate regression quantiles

White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188

Persistent link: https://www.econbiz.de/10011498808

Impact of individual and organizational factors on job satisfaction : a comparison of multilevel models and multiple regression models using different data arrangements

Hsieh, Jun Yi - In: Journal of management & organization : JMO 19 (2013) 1, pp. 44-59

Persistent link: https://www.econbiz.de/10011903585

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

Persistent link: https://www.econbiz.de/10009627286

Estimating Demand of Turkish Energy Market : A Multivariate Regression Model

Ugurlu, Erginbay - 2020

Energy is a fundamental factor in economic development. Although in recent years there is a development in studies on an energy economics they are focused on specific energy sources. In this study natural gas, electricity and oil consumption which are the energy sources that the greatest market...

Persistent link: https://www.econbiz.de/10012846932