Results 81 to 90 of about 12,193,766 (206)
Non Parametric Instrumental Regression
, 2003 The focus of the paper is the nonparametric estimation of an instrumental regression function ϕ defined by conditional moment restrictions stemming from a structural econometric model: E [Y − ϕ (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W .
Darolles, Serge +3 more
openaire +3 more sources
Goodness-of-Fit Tests in Nonparametric Regression [PDF]
AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Bootstrap;empirical process;goodness-of-fit;location-scale regression;model diagnostics;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
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International Journal of Bio-Resource and Stress Management, 2022 The Field experiment was conducted during 03 cropping season from 2017 to 2020 and sowing at the same period in December at the experimental field of ITGC, Setif, Algeria.
A. Guendouz, H. Bendada
doaj
DATA-DRIVEN RATE-OPTIMAL SPECIFICATION TESTING IN REGRESSION MODELS [PDF]
We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null hypothesis.
Emmanuel Guerre, Pascal Lavergne
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Alternative methods for forecasting GDP [PDF]
An empirical forecast accuracy comparison of the non-parametric method, known as multivariate Nearest Neighbor method, with parametric VAR modelling is conducted on the euro area GDP. Using both methods for nowcasting and forecasting the GDP, through the
Patrick Rakotomarolahy, Dominique Guegan
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Testing Linearity in Term Structures [PDF]
Recent empirical studies suggests that affine models, a popular framework to analyse term structures of interest rates, are misspecified. This evidence is mainly based on time series properties of the data.
Peroni, Chiara
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New Agricultural Tractor Manufacturer’s Suggested Retail Price (MSRP) Model in Europe
AgricultureResearch investigating models for assessing new tractor pricing is notably scarce, despite its fundamental importance in conducting comprehensive cost analyses.
Ivan Herranz-Matey, Luis Ruiz-Garcia
doaj +1 more source
ESTIMATING NON-PARAMETRIC AND PARAMETRIC TRANSFORMATION FUNCTIONS FROM SURVEY DATA: AN APPLICATION OF MINIMUM CROSS-ENTROPY [PDF]
A model of a (convex) technology of representative and non-representative firms in a heterogeneous sector is presented in non-parametric and parametric versions. The heterogeneity is specified with error terms.
Hoveid, Oyvind
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Bootstrap tests for simple structures in nonparametric time series regression. [PDF]
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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A note on the use of quantile regression in beta convergence analysis [PDF]
We discuss how to interpret conflicting results obtained by the use of quantile regression methods in growth regression tests of β-convergence hypothesis and the results obtained by nonparametric methods.
Marcio Laurini
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