Results 61 to 70 of about 4,459 (287)
An Alternative Asymptotic Analysis of Residual-Based Statistics [PDF]
This paper presents an alternative method to derive the limiting distribution of residual-based statistics. Our method does not impose an explicit assumption of (asymptotic) smoothness of the statistic of interest with respect to the model's parameters ...
Bas J.M. Werker, Elena Andreou
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Endogeneity in quantile regression models: a control function approach [PDF]
, 2004 This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity by adopting a control function approach and presents a simple two-step estimator that exploits the partially ...
Lee, S., Lee, Sokbae, Sokbae (Simon) Lee
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Journal of Applied Polymer Science, EarlyView.Kevlar is traditionally modeled as a rigid‐rod polymer, yet rheological behavior deviates from this assumption. The review introduces a novel “twist‐tie” entanglement theory for aramid polymer chains in the nematic liquid crystal state, providing a molecular explanation for deviations from rigid‐rod models. Understanding twist‐tie entanglement dynamics
Emma Egli +3 more
wiley +1 more source
Uniform confidence bands for functions estimated nonparametrically with instrumental variables [PDF]
This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed ...
Sokbae 'Simon' Lee, Joel Horowitz
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Long‐Range Interactions in Topological Superconducting Systems: A Mini Review
Advanced Physics Research, EarlyView.Long‐range interacting quantum systems are surveyed in this review, with an emphasis on the long‐range topological superconductor and its variants. Long‐range interactions decaying in a power‐law manner can lead to exotic phenomena that finds no analogue in short‐range regimes.
Juntong Ren, Haifeng Lü
wiley +1 more source
Local Linear Regression for Functional Ergodic Data with Missing at Random Responses
MathematicsIn this article, we develop a novel kernel-based estimation framework for functional regression models in the presence of missing responses, with particular emphasis on the Missing At Random (MAR) mechanism.
Yassine Baghli +2 more
doaj +1 more source
Parameter estimation in nonlinear AR–GARCH models [PDF]
This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
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Climate Risk and Real Estate Markets in the EU: Institutional Control Through Regulation
Business Strategy and the Environment, EarlyView.ABSTRACT Climate change is increasingly reshaping the economic foundations of asset markets, yet its implications for the estate sector remain unevenly understood, particularly when institutional and financial mechanisms mediate risk transmission. While a growing body of evidence links climate vulnerability to property valuation and market behaviour ...
Qiulin Yang +4 more
wiley +1 more source
Behavior of the maximum likelihood in quantum state tomography
New Journal of Physics, 2018 Quantum state tomography on a d -dimensional system demands resources that grow rapidly with d . They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix).
Travis L Scholten, Robin Blume-Kohout
doaj +1 more source
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors [PDF]
Nonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature.
Michael McAleer +2 more
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