Results 71 to 80 of about 167,561,462 (173)
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A popular approach to interactive effects panel data models is the common correlated effects (CCE) estimator of Pesaran (Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967–1012, 2006). The current paper proposes a modified version of this estimator that is useful in a number of cases
Yousef Kaddoura +2 more
wiley +1 more source
Nonparametric Survival Estimation With Contaminated and Adjudicated Events
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We study the conditional expert Kaplan–Meier estimator, an extension of the classical Kaplan–Meier estimator designed for time‐to‐event data subject to both right‐censoring and contamination. Such contamination, where observed events may not reflect true outcomes, is common in applied settings, including insurance and credit risk, where expert
Martin Bladt, Kristian Vilhelm Dinesen
wiley +1 more source
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative [PDF]
This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family ...
Sokbae 'Simon' Lee, Joel Horowitz
core
Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?
Scottish Journal of Political Economy, EarlyView.ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley +1 more source
Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities
The World Economy, EarlyView.ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán +2 more
wiley +1 more source
Empirical likelihood estimators for the error distribution in nonparametric regression models [PDF]
The aim of this paper is to show that existing estimators for the error distribution in nonparametric regression models can be improved when additional information about the distribution is included by the empirical likelihood method.
Kiwitt, Sebastian +2 more
core
Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley +1 more source
Education and the Shadow Economy: A Panel Cointegration Analysis
Kyklos, Volume 79, Issue 4, Page 910-920, November 2026.ABSTRACT This study examines the impact of education on the shadow economy across 132 countries over the period 1991–2020. To this end, panel cointegration and panel error‐correction models are employed. The results of the panel cointegration tests indicate a stable long‐term relationship among the selected variables.
Salvatore Ciucci
wiley +1 more source
Nonparametric estimation of an additive model with a link function [PDF]
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a ...
Enno Mammen, Joel Horowitz
core
Statistica Neerlandica, Volume 80, Issue 4, November 2026.Abstract The Cox proportional hazards (PH) model remains the dominant approach in survival analysis, but it has two important limitations. First, it relies on the PH assumption, asserting that covariate effects act multiplicatively and remain constant over time.
Hein Putter, Liesbeth C. de Wreede
wiley +1 more source