Results 61 to 70 of about 45,340 (210)
A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
wiley +1 more source
Nutrition in Clinical Practice, EarlyView.Abstract Wasting syndrome (WS), also known as unintentional weight loss, is defined as a 5% reduction in body weight over a period of 6–12 months. The mortality associated with WS in older adults has not been adequately explored. The objective of this study was to investigate this relationship in hospitalized older individuals over an 18‐month period ...
Roana Carolina Bezerra dos Santos +7 more
wiley +1 more source
Estimation in semiparametric quantile factor models [PDF]
SSRN Electronic Journal, 2017 We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error term. We apply our method to daily stock return data.
Ma, Shujie, Linton, Oliver, Gao, Jiti
openaire +3 more sources
Methods in Ecology and Evolution, EarlyView.Abstract Accurate and reliable estimation of wildlife population density is fundamental to effective conservation and management. While camera traps show potential for monitoring ground‐dwelling mammal densities, labour‐intensive data processing remains a significant constraint. Ideally, conservation efforts would benefit from the continuous monitoring
Yoshihiro Nakashima +2 more
wiley +1 more source
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 +3 more
wiley +1 more source
Moment Restriction-based Econometric Methods: An Overview [PDF]
Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities.
Michael McAleer +2 more
core +3 more sources
Outliers in Semi-Parametric Estimation of Treatment Effects
Econometrics, 2021 Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this paper, we use Monte Carlo simulations to demonstrate that semi-parametric methods, such as matching, are biased in the presence of ...
Gustavo Canavire-Bacarreza +2 more
doaj +1 more source
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
Semiparametric multivariate volatility models [PDF]
Estimation of multivariate volatility models is usually carried out by quasi maximum likelihood (QMLE), for which consistency and asymptotic normality have been proven under quite general conditions. However, there may be a substantial efficiency loss of
Hafner, Christian M. +1 more
core +3 more sources
Semiparametric Estimation of Fractional Cointegration. [PDF]
, 2006 A semiparametric bivariate fractionally cointegrated system is considered, integration orders possibly being unknown and I (0) unobservable inputs having nonparametric spectral density. Two kinds of estimate of the cointegrating parameter ν are considered, one involving inverse spectral weighting and the other, unweighted statistics with a spectral ...
Javier Hualde, Peter Robinson
openaire +3 more sources