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Interpreting business cycles as generalized two-dimensional loops using penalized splines regression techniques
Teuber, Timo - In: Applied economics quarterly 59 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010190766
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Conditionally parametric quantile regression for spatial data : an analysis of land values in early nineteenth century Chicago
McMillen, Daniel P. - In: Regional science & urban economics 55 (2015), pp. 28-38
Persistent link: https://www.econbiz.de/10011479834
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Geographically and temporally weighted likelihood regression : exploring the spatiotemporal determinants of land use change
Wrenn, Douglas H.; Sam, Abdoul G. - In: Regional science & urban economics 44 (2014), pp. 60-74
Persistent link: https://www.econbiz.de/10010439116
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Semiparametric estimation of regression functions under shape invariance restrictions
Wilke, Ralf A. - 2003
This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric … estimation procedure is suggested. √N- consistency of the parameter estimates is proved. Finite sample performance of this …
Persistent link: https://www.econbiz.de/10011448993
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Nonparametric instrumental variable methods for dynamic treatment evaluation
Berg, Gerard J. van den; Bonev, Petyo; Mammen, Enno - 2016
We develop a nonparametric instrumental variable approach for the estimation of average treatment effects on hazard …
Persistent link: https://www.econbiz.de/10011453442
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Semiparametric model of hedonic housing prices in Japan
Karato, Koji; Movshuk, Oleksandr; Shimizu, Chihiro - In: Asian economic journal : journal of the East Asian … 29 (2015) 4, pp. 325-345
Persistent link: https://www.econbiz.de/10011459469
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Forecasting inflation rates using daily data : a nonparametric midas approach
Breitung, Jörg; Roling, Christoph - In: Journal of forecasting 34 (2015) 7, pp. 588-603
Persistent link: https://www.econbiz.de/10011390487
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Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 503-550
Persistent link: https://www.econbiz.de/10011397246