A note on the Bandwidth choice when the null hypothesis is semiparametric [PDF]
This work presents a tool for the additivity test. The additive model is widely used for parametric and semiparametric modeling of economic data. The additivity hypothesis is of interest because it is easy to interpret and produces reasonably fast ...
Jorge Barrientos Marín
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Bootstrap tests for simple structures in nonparametric time series regression.
This paper concerns statistical tests for simple structures such as parametric models, lower order models and additivity in a general nonparametric autoregression setting.
Yao, Qiwei +2 more
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Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators [PDF]
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Bissantz, Nicolai, Birke, Melanie
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Estimation of multi-state life table functions and their variability from complex survey data using the SPACE Program [PDF]
The multistate life table (MSLT) model is an important demographic method to document life cycle processes. In this study, we present the SPACE (Stochastic Population Analysis for Complex Events) program to estimate MSLT functions and their sampling ...
Liming Cai +5 more
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Calculation of the variance in surveys of the economic climate. [PDF]
Public opinion surveys have become progressively incorporated into systems of official statistics. Surveys of the economic climate are usually qualitative because they collect opinions of businesspeople and/or experts about the long-term indicators ...
Montserrat Guillén +4 more
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Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach [PDF]
A new test for hysteresis based on a nonlinear unobserved components model is proposed. Observed unemployment rates are decomposed into a natural rate component and a cyclical component.
Silvestro DI SANZO, Alicia PEREZ-ALONSO
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Hypothesis Testing in the Presence of One-sided Nuisance Parameters [PDF]
In this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem.
Anthony W. Hughes
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Real-Time Market Abuse Detection with a Stochastic Parameter Model [PDF]
This paper develops a new model of market abuse detection in real time. Market abuse is detected, as Minenna (2003) proposed, on the basis of prediction intervals.
Radosław Cholewiński
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Comparison of bias-reducing methods for estimating the parameter in dilution series
Estimation;mathematische ...
Strijbosch, L.W.G., Does, R.J.M.M.
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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration [PDF]
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as ...
Byeong U. Park +3 more
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