Showing 1 - 10 of 18
rule speci.cations as well as nonparametric and semiparametric models in forecasting the nominal interest rate setting that … constructed from combinations of all models perform particularly well and that there are gains from semiparametric models in …
Persistent link: https://www.econbiz.de/10011165906
semiparametric (SNP-IV) methods to obtain inflation thresholds for the United States. The results suggest that the relationship …
Persistent link: https://www.econbiz.de/10011095428
Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to … semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing …
Persistent link: https://www.econbiz.de/10011039192
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides estimators of m(x) and its derivatives. The convergence rate...
Persistent link: https://www.econbiz.de/10010745070
The nonparametric censored regression model is y = max[c, m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown, but the fixed censoring point c is known. This paper provides a simple consistent estimator of the derivative of m(x) with respect to each...
Persistent link: https://www.econbiz.de/10005593534
Using nonparametric methods, the paper examines the specification of a model to evaluate the distribution of willingness-to-pay (WTP) for travel time savings from binomial choice data from a simple time-cost trading experiment involving four public transport modes. A formulation in preference...
Persistent link: https://www.econbiz.de/10005556185
Using a range of nonparametric methods, the paper examines the specification of a model to evaluate the willingness-to-pay (WTP) for travel time changes from binomial choice data from a simple time-cost trading experiment. The analysis favours a model with random WTP as the only source of...
Persistent link: https://www.econbiz.de/10005836796
We propose novel misspecification tests of semiparametric and fully parametric univariate diffusion models based on the …
Persistent link: https://www.econbiz.de/10008512968
as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South … results indicate that the semiparametric models perform particularly well relative to the Taylor rule models currently …
Persistent link: https://www.econbiz.de/10008513007
Persistent link: https://www.econbiz.de/10005118996