Results 121 to 130 of about 27,919 (218)

Joint Estimation and Bandwidth Selection in Partially Parametric Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson   +2 more
wiley   +1 more source

A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
wiley   +1 more source

A practical guide to characterising ecological coexistence. [PDF]

open access: yesBiol Rev Camb Philos Soc
Clark AT   +9 more
europepmc   +1 more source

Estimating Interaction Effects With Panel Data

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

A shear-induced limit on bacterial surface adhesion in fluid flow. [PDF]

open access: yesProc Natl Acad Sci U S A
Yeo EF, Walker BJ, Pearce P, Dalwadi MP.
europepmc   +1 more source

Exploring the Role of Dysregulated Arousal in the Relationship Between Trauma and Addictive Behaviors Among College Students

open access: yesJournal of Counseling &Development, EarlyView.
ABSTRACT The relationship between trauma and addictive behaviors is well‐established, yet factors mediating this relationship remain understudied. Given the prevalence of addictive behaviors among collegiate populations, we used path analysis to explore the mediating role of arousal dysregulation in the relationship between childhood trauma and a ...
Amanda L. Giordano   +3 more
wiley   +1 more source

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