Results 131 to 140 of about 45,340 (210)
The World Economy, Volume 49, Issue 2, Page 321-345, February 2026.ABSTRACT We address two important sources of bias that remain unaccounted for in most analyses of firm‐level productivity and trade policy; that is, omitted output price bias and demand shocks. Using firm‐level data that includes product‐level price and physical output measures, we mitigate the omitted output price bias typically encountered when using
Nida Jamil +2 more
wiley +1 more source
Semiparametric estimation of the attributable fraction when there are interactions under monotonicity constraints. [PDF]
BMC Med Res Methodol, 2020 Wang W, Small DS, Harhay MO.
europepmc +1 more source
Traps and Thresholds in Pastoralist Mobility [PDF]
Replaced with revised version of paper 07/22/10.Asset poverty traps, Pastoralism, Semiparametric estimation, International Development, Livestock Production/Industries, O12, Q12, O13, C50,
Toth, Russell
core +1 more source
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model [PDF]
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003)
Anders ERIKSSON, Daniel PREVE, Jun YU
core +3 more sources
Maximum Pseudo-Likelihood Estimation of Copula Models and Moments of Order Statistics
RisksIt has been shown that, despite being consistent and in some cases efficient, maximum pseudo-likelihood (MPL) estimation for copula models overestimates the level of dependence, especially for small samples with a low level of dependence.
Alexandra Dias
doaj +1 more source
Efficient Estimation of a Multivariate Multiplicative Volatility Model [PDF]
We propose a multivariate generalization of the multiplicative volatility model ofEngle and Rangel (2008), which has a nonparametric long run component and aunit multivariate GARCH short run dynamic component.
Christian M. Hafner, Oliver Linton
core
On semiparametric estimation of a path-specific effect in the presence of mediator-outcome confounding. [PDF]
Biometrika, 2020 Miles BCH +4 more
europepmc +1 more source
Semiparametric estimation of structural failure time models in continuous-time processes. [PDF]
Biometrika, 2020 Yang S, Pieper K, Cools F.
europepmc +1 more source
Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Hidehiko Ichimura, Sokbae 'Simon' Lee
core