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Non-linear models of disability and age applied to census data

Albarrán, Irene; Alonso, Pablo J.; Marín, Juan Miguel - Departamento de Estadistica, Universidad Carlos III de … - 2010

, the more level of disability he/she suffers. However, empirical evidence shows that this assessment is not always true, or … at least, it is not true in the Spanish population. This study tries to assess the impact of age on disability in Spain …. It is divided into three different parts. The first one is focused in describing the way disability is measured in this …

Persistent link: https://www.econbiz.de/10008577392

Neural network prediction of crude oil futures using B-splines

Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012649352

Local robust and asymptotically unbiased estimation of conditional Pareto-type tails

Dierckx, Goedele; Goegebeur, Yuri; Guillou, Armelle - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 330-355

We introduce a non-parametric robust and asymptotically unbiased estimator for the tail index of a conditional Pareto-type response distribution in presence of random covariates. The estimator is obtained from local fits of the extended Pareto distribution to the relative excesses over a high...

Persistent link: https://www.econbiz.de/10010994241

Real Time Changes in Monetary Policy

Chauvet, Marcelle; Tierney, Heather L. R. - Volkswirtschaftliche Fakultät, … - 2007

This paper investigates potential changes in monetary policy over the last decades using a nonparametric vector autoregression model. In the proposed model, the conditional mean and variance are time-dependent and estimated using a nonparametric local linear method, which allows for different...

Persistent link: https://www.econbiz.de/10005039957

A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data

Tierney, Heather L.R. - Volkswirtschaftliche Fakultät, … - 2009

Using parametric and nonparametric methods, inflation persistence is examined through the relationship between exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from one quarter to three years over fifty vintages of...

Persistent link: https://www.econbiz.de/10005619824

A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data

Tierney, Heather L.R. - Volkswirtschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10005790109

MAPS OF CONTINUOUS SPATIAL DEPENDENCE

LOPEZ, Fernando; ANGULO, Ana; MUR, Jesús - In: Region et Developpement 30 (2009), pp. 11-34

Heterogeneity is one of the distinguishing features in spatial econometric models. It is a frequent problem in applied work and can be very damaging for statistical inference. In this paper, we focus on the problems implied by the existence of instabilities in the mechanism of spatial dependence...

Persistent link: https://www.econbiz.de/10009131174

A tourist in the economics of tourism : reflections on nonparametric estimation of stochastic frontier models

Parmeter, Christopher F. - In: Tourism economics : the business and finance of tourism … 31 (2025) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10015192248

The distribution of the economic activity in European region : identification of cluster

López, Fernando A.; Angulo, Ana M.; Mur, Jésus; Artal … - 2011

Agglomeration economies play an important role in the explanation of the development and regional growth. For this reason, there exists a growing interest in the analysis of standards of co-localisation of the economic activities. This topic has been dealt with from different approaches using a...

Persistent link: https://www.econbiz.de/10011542559

A two-step approach to account for unobserved spatial heterogeneity

Billé, Anna Gloria; Benedetti, Roberto; Postiglione, Paolo - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 4, pp. 452-471

Persistent link: https://www.econbiz.de/10011764117