Results 31 to 40 of about 58,855 (160)

Semiparametric Fixed-Effects Estimator [PDF]

The Stata Journal: Promoting communications on statistics and Stata, 2013
In this article, we describe the Stata implementation of Baltagi and Li's (2002, Annals of Economics and Finance 3: 103–116) series estimator of partially linear panel-data models with fixed effects. After a brief description of the estimator itself, we describe the new command xtsemipar.
Libois, François, Verardi, Vincenzo
openaire   +3 more sources

Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Although individuals may exhibit both gradual and abrupt changes in their dynamic properties as shaped by both slowly accumulating influences and acute events, existing statistical frameworks offer limited capacity for the simultaneous detection and representation of these distinct change patterns.
Yanling Li, Xiaoyue Xiong, Zita Oravecz, Sy‐Miin Chow   +3 more
wiley   +1 more source

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions [PDF]

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions.
Chunrong Ai, Xiaohong Chen
core   +3 more sources

SEMIPARAMETRIC PENALIZED SPLINE REGRESSION [PDF]

Bulletin of informatics and cybernetics, 2012
In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the parametric part, while its residual is consistently estimated by the nonparametric part.
Yoshida, Takuma, Naito, Kanta
openaire   +2 more sources

Identification and Estimation of Large Network Games with Private Link Information

International Economic Review, EarlyView.
ABSTRACT We study the identification and estimation of large network games in which individuals choose continuous actions while holding private information about their links and payoffs. Extending the framework of Galeotti et al., we build a tractable empirical model of such network games and show that the parameters in individual payoffs are ...
Hülya Eraslan, Xun Tang
wiley   +1 more source

Real-Time Semiparametric Regression [PDF]

Journal of Computational and Graphical Statistics, 2014
We develop algorithms for performing semiparametric regression analysis in real time, with data processed as it is collected and made immediately available via modern telecommunications technologies. Our definition of semiparametric regression is quite broad and includes, as special cases, generalized linear mixed models, generalized additive models ...
Luts, Jan, Broderick, Tamara, Wand, Matt P.   +2 more
openaire   +2 more sources

An Uncertainty Based Approach for Dealing With Selection Bias in Non‐Probability Samples

International Statistical Review, EarlyView.
Summary The main issue with non‐probability samples is that the standard design‐based approach cannot be applied as the selection mechanism is unknown. In this paper, the concept of uncertainty on data generating model, resulting from the lack of knowledge of the sampling design acting in the non‐probability sample, is discussed.
Pier Luigi Conti, Daniela Marella
wiley   +1 more source

Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

, 2017
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterized by a class of conditional moment inequalities.
Chen, Le-Yu, Lee, Sokbae
core   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela, Ana Paula Ferreira Ribeiro   +1 more
wiley   +1 more source