Results 121 to 130 of about 777 (154)

Semiparametric drift

We study drift dynamics in high-frequency financial returns using a semiparametric approach based on the conventional semimartingale representation of asset prices. By exploiting the exact discretization of the continuous-time process, our framework allows us to formally test for the presence of stochastic drift dynamics in the data and to assess its ...
Giuseppe Buccheri, Giorgio Vocalelli
openaire   +1 more source

Nonparametric and Semiparametric Models

Technometrics, 2005
openaire   +1 more source

Semiparametric Smooth Coefficient Models

Journal of Business and Economic Statistics, 2002
Qi Li, Tsu‐Tan Fu
exaly  

Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

Journal of the American Statistical Association, 2001
Xihong Lin
exaly  

A Semiparametric Approach to Dimension Reduction

Journal of the American Statistical Association, 2012
Liping Zhu
exaly  

Semiparametric estimation of partially linear panel data models

Journal of Econometrics, 1996
Thanasis Stengos
exaly  

Semiparametric Regression for Repeated Outcomes with Nonignorable Nonresponse

Journal of the American Statistical Association, 1998
Daniel Scharfstein, Andrea Rotnitzky, James M Robins   +2 more
exaly  

Semiparametric efficiency in nonlinear LATE models

Quantitative Economics, 2010
Han Hong, Denis Nekipelov
exaly  

Semiparametrics

1996
openaire   +1 more source

Semiparametric Regression Analysis With Missing Response at Random

Journal of the American Statistical Association, 2004
Wolfgang Karl Härdle, Oliver Linton
exaly