Results 91 to 100 of about 27,081 (245)
Semiparametric Optimal Estimation With Nonignorable Nonresponse Data [PDF]
, 2020 When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require.
Kim, Jae Kwang, Morikawa, Kosuke
core
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
The Asymptotic Variance of Semiparametric Estimators [PDF]
Econometrica, 1994 Summary: The purpose of this paper is the presentation of a general formula for the asymptotic variance of a semiparametric estimator. A particularly important feature of this formula is a way of accounting for the presence of nonparametric estimates of nuisance functions.
openaire +2 more sources
Partial Time‐Varying Regression Modelling Under General Heterogeneity
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis +3 more
wiley +1 more source
Computing nonparametric functional estimates in semiparametric problems. [PDF]
We offer a set of FORTRAN routines which compute nonparametric estimates of a number of functionals. The routines are primarily intended to be used in the estimation of semiparametric models.
Delgado, Miguel A.
core
About tests of the “simplifying” assumption for conditional copulas
Dependence Modeling, 2017 We discuss the so-called “simplifying assumption” of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models.
Derumigny Alexis, Fermanian Jean-David
doaj +1 more source
Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley +1 more source
Semiparametric Estimation with Generated Covariates [PDF]
In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters: a conditional expectation function that has been ...
Schienle, Melanie +2 more
core
Same‐Sex Marriage in Times of Political Uncertainty: Evidence from Brazil
Population and Development Review, EarlyView.Abstract This research note examines how political polarization and the fragility of same‐sex marriage rights in Brazil shaped marriage patterns over the past decade. Using civil registry data from 2013 to 2023, we focus on presidential election periods as moments of political uncertainty.
Fernanda de Fortes de Lena +2 more
wiley +1 more source
Energies, 2013 Battery model identification is very important for reliable battery management as well as for battery system design process. The common problem in identifying battery models is how to determine the most appropriate mathematical model structure and ...
Caiping Zhang, Jiuchun Jiang, Dazhong Mu
doaj +1 more source