Results 111 to 120 of about 15,261 (244)
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 871-889, August 2026.ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano +2 more
wiley +1 more source
Estimation and model specification testing in nonparametric and semiparametric econometric models [PDF]
This paper considers two classes of semiparametric nonlinear regression models, in which nonlinear components are introduced to reflect the nonlinear fluctuation in the mean.
King, Maxwell, Gao, Jiti
core +1 more source
Bayesian semiparametric multi-state models [PDF]
, 2008 Multi-state models provide a unified framework for the description of the evolution of discrete phenomena in continuous time. One particular example is Markov processes which can be characterised by a set of time-constant transition intensities between ...
Thomas Kneib +3 more
core +1 more source
BarekengClimate change can affect rice production through changes in temperature, precipitation patterns, extreme weather events, and atmospheric carbon dioxide levels.
Sri Sulistijowati Handajani +5 more
doaj +1 more source
Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors
پژوهشهای ریاضی, 2022 Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model ...
Mahmoud Afshari +2 more
doaj
Semiparametric volatility model with varying frequencies
Communications in Statistics - Simulation and ComputationIn extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregating high frequency data to match the relatively lower frequencies of the rest of the variables.
Jetrei Benedick R. Benito +2 more
openaire +2 more sources
Editorial Introduction to the 40th Anniversary Special Issue
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 569-572, August 2026.ABSTRACT We introduce this special issue, based on the proceedings of a conference held in the Department of Economics in the University of Oxford from 7 to 9 April 2025, organised to commemorate the 40th anniversary of cointegration. Following a setting of the scene and discussion of the motivation for the conference, the papers are summarised in ...
Anindya Banerjee +2 more
wiley +1 more source
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown [PDF]
This paper proposes a semiparametric method for estimating duration models when there are inequality constraints on some parameters and the error distribution may be unknown.
Mervyn J. Silvapulle, Kulan Ranasinghe
core
O PATRÓN DESIGUAL DE CRECEMENTO EUROPEO: UNHA ANÁLISE SEMIPARAMÉTRICA A NIVEL REXIONAL
Revista Galega de Economía, 2013 The aim of this paper is to analyze the relationship between inequality and the equivalent dispo- sable income available at a regional level and to contrast the type of relationship between two variables in the developed world in the context of a ...
DANIEL RODRÍGUEZ GONZÁLEZ +1 more
doaj
Journal of Forecasting, Volume 45, Issue 4, Page 1529-1558, July 2026.ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +1 more source