Results 91 to 100 of about 4,459 (287)

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Estimation and inference for multi-kink expectile regression with nonignorable dropout

Statistical Theory and Related Fields
In this paper, we consider parameter estimation, kink points testing and statistical inference for a longitudinal multi-kink expectile regression model with nonignorable dropout.
Dongyu Li, Lei Wang
doaj   +1 more source

Local asymptotic normality of truncated empirical processes

The Annals of Statistics, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

Asymptotic normality of the local linear estimation of the conditional density for functional dependent and censored data

, 2020
In this paper,we study the asymptotic behaviour of the nonparametric local linear estimation of the conditional density when the interest variable is subject to random right censoring of the scalar response variable given a functional random covariate ...
Khardani, Salah, Benkhaled, Abdelkader, Madani, Fethi   +2 more
core   +1 more source

Maternal depression across childhood and offspring young adult depression and anxiety: Testing adolescent emotion dynamics as transdiagnostic mechanisms

JCPP Advances, EarlyView.
Abstract Background Early exposure to maternal depression can increase risk for offspring mental health problems across the lifespan. Less is known about the transdiagnostic pathways through which maternal depression influences offspring mental health risk in young adulthood.
Gabrielle R. Rinne, Blakely L. Berryhill, Caroline M. Chandler, Jennifer A. Somers   +3 more
wiley   +1 more source

Leveraging density ratio models in a binary instrumental variable inference with a binary outcome: A retrospective approach

Statistical Theory and Related Fields
Conditional Local Risk Ratio (CLRR) is a widely used metric for assessing heterogeneous treatment effects of binary outcomes in randomized clinical trials involving noncompliance.
Wenli Liu, Jing Qin, Yukun Liu
doaj   +1 more source

An Asymptotic Analysis of Nearly Unstable inar (1) Models

This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is ...
Werker, B.J.M., Drost, F.C., Akker, R. van den   +2 more
core  

Weak Degeneracy of Planar Graphs

Journal of Graph Theory, EarlyView.
ABSTRACT The weak degeneracy of a graph G $G$ is a numerical parameter that was recently introduced by the first two authors with the aim of understanding the power of greedy algorithms for graph coloring. Every d $d$‐degenerate graph is weakly d $d$‐degenerate, but the converse is not true in general (e.g., all connected d $d$‐regular graphs except ...
Anton Bernshteyn, Eugene Lee, Evelyne Smith‐Roberge   +2 more
wiley   +1 more source

ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS [PDF]

In this paper a new model of mixture of distributions is proposed, where the mixing structure is determined by a smooth transition tree architecture.
Eduardo Mendes, MArcelo Cunha Medeiros, Alvaro Veiga   +2 more
core