Results 81 to 90 of about 2,627,672 (111)
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models [PDF]
We investigate a new separable nonparametric model for time series, which includes many ARCH models and AR models already discussed in the literature.
Woocheol Kim, Oliver Linton
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Estimation of generalized additive models
Spline estimation of generalized additive models is considered here. Cross-validation is used as a criterion of model estimation. Some computationally simpler approximations to cross-validation are given.B-spline quasi-exponential family Newton-Raphson ...
Burman, Prabir
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Estimation of a Transformation Model with Truncation, Interval Observation and Time–Varying Covariates [PDF]
Abrevaya (1999b) considered estimation of a transformation model in the presence of left–truncation. This paper observes that a cross–sectional version of the statistical model considered in Frederiksen, Honoré, and Hu (2007) is a generalization of the ...
Bo E. Honoré, Luojia Hu
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Oracally Efficient Two-Step Estimation of Generalized Additive Model [PDF]
Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions.
Wolfgang Karl Härdle +2 more
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Wind load identification algorithm based on a reduced order and dimensionality reduction model
工程科学与技术ObjectiveThe accurate identification of wind loads represents a fundamental requirement for the design, health monitoring, and safety assessment of contemporary high-rise buildings.
HUANG Jinshan +4 more
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Composition of electricity generation portfolios, pivotal dynamics and market prices [PDF]
We use a simulation model to study how the diversification of electricity generation portfolios influences wholesale prices. We find that technological diversification generally leads to lower market prices but that the relationship is mediated by the ...
Albert Banal-Estañol +1 more
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Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models [PDF]
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S).
Harald Badinger, Peter Egger
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State of Oregon HB5002 budget note and wall-2-wall initiative
, 2010 prepared by Pivotal Resources and Demarche Consulting, Tracy O'Rourke, Linda Paralez, Brett Cooper.Title from PDF cover (viewed on February 7, 2020).This archived document is maintained by the State Library of Oregon as part of the Oregon Documents ...
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