Results 81 to 90 of about 45,340 (210)
Semiparametric estimation of fractional cointegrating subspaces [PDF]
The Annals of Statistics, 2006 Published at http://dx.doi.org/10.1214/009053606000000894 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Chen, Willa W., Hurvich, Clifford M.
openaire +4 more sources
On Exponential‐Family INGARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang +3 more
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata [PDF]
This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata.
Nicolas Debarsy, Vincenzo Verardi
core
LABOUR, EarlyView.ABSTRACT The present paper provides an overall framework to afford the problem of non‐representativeness and non‐random selectivity arising from online job ads data, using Generalized sample selection models and Eurostat benchmark data. We jointly model the outcome intensity (number of online job ads in observed profiles, whose levels are defined by ...
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Efficient Semiparametric Estimation of Quantile Treatment Effects [PDF]
This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when selection to treatment is based on observable characteristics.
Sergio Firpo
core
Semiparametric Estimation of Dynamic Discrete-Choice Models
, 2016 We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, but the distribution of utility shocks is left unspecified.
Buchholz, Nicholas +2 more
core +1 more source
Efficient estimation of Banach parameters in semiparametric models [PDF]
, 2005 Consider a semiparametric model with a Euclidean parameter and an infinite-dimensional parameter, to be called a Banach parameter. Assume: (a) There exists an efficient estimator of the Euclidean parameter.
Klaassen, Chris A. J., Putter, Hein
core +3 more sources
Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
wiley +1 more source
Digital Roots or Digital Routes? Broadband Expansion and the Rural‐Urban Migration in China
Population and Development Review, EarlyView.Abstract This study investigates how broadband internet affects rural–urban migration in China using the Universal Broadband and Telecommunication Services pilot program launched in 2015 as a quasi‐experimental setting. Analyzing China Household Finance Survey data (2013–2021) with difference‐in‐differences estimation, we find that improved internet ...
Shuang Ma, Ren Mu
wiley +1 more source