Results 81 to 90 of about 27,081 (245)
BMC Medical Research MethodologyBackground This study presents a Bayesian Adaptive Semiparametric approach designed to address the challenges of pediatric randomized controlled trials (RCTs).
Danila Azzolina +6 more
doaj +1 more source
Demand Shocks, Export Diversification, and Firm Performance During the Great Trade Collapse
Journal of Economics &Management Strategy, EarlyView.ABSTRACT This paper analyzes the impact of external demand shocks from the 2008 to 2009 Great Trade Collapse on the performance of Chinese exporters and examines how export diversification mitigates these effects. Using Chinese Customs data merged with financial data from all listed Chinese firms, we construct firm‐specific demand shocks based on pre ...
Qianlin Hong +3 more
wiley +1 more source
Semiparametric Bayesian inference in multiple equation models [PDF]
, 2005 This paper outlines an approach to Bayesian semiparametric regression in multiple equation models which can be used to carry out inference in seemingly unrelated regressions or simultaneous equations models with nonparametric components.
Poirier, Dale J. +2 more
core +3 more sources
A Semiparametric Sequential Ordinal Model with Applications to Analyse First Birth Intervals
Austrian Journal of Statistics, 2016 A semiparametric sequential ordinal model is proposed to analyze socio-demographic and spatial determinants of first birth intervals after marriage. Random effects are introduced to capture spatially structured and unstructured latent covariates.
Lawrence Kazembe
doaj +1 more source
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence [PDF]
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis and it allows for the cross-sectional dependence in both the regressors and the residuals.
Jia Chen, Jiti Gao, Degui Li
core
Nonparametric and semiparametric estimation with discrete regressors [PDF]
, 1995 This note is concerned with nonparanetric and semiparametric inference in regression models where regressors are not continuous. In economic practice, few explanatory variables are continuous.
Delgado, Miguel A., Mora, Juan
core
International Journal for Re-Views in Empirical Economics, 2019 This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in ...
Jiahua Xu
doaj +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Gaussian semiparametric estimation of multivariate fractionally integrated processes [PDF]
This paper analyzes the semiparametric estimation of multivariate long-range dependent processes. The class of spectral densities considered includes multivariate fractionally integrated processes, which are not covered by the existing literature.
Katsumi Shimotsu
core