Partial Time‐Varying Regression Modelling Under General Heterogeneity
ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis +3 more
wiley +1 more source
Semiparametric Bayesian measurement error modeling
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
María Paz Casanova +4 more
openaire +4 more sources
Computing nonparametric functional estimates in semiparametric problems. [PDF]
We offer a set of FORTRAN routines which compute nonparametric estimates of a number of functionals. The routines are primarily intended to be used in the estimation of semiparametric models.
Delgado, Miguel A.
core
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.
Sokbae Lee +5 more
core +1 more source
Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field
ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
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
Same‐Sex Marriage in Times of Political Uncertainty: Evidence from Brazil
Abstract This research note examines how political polarization and the fragility of same‐sex marriage rights in Brazil shaped marriage patterns over the past decade. Using civil registry data from 2013 to 2023, we focus on presidential election periods as moments of political uncertainty.
Fernanda de Fortes de Lena +2 more
wiley +1 more source
Background: Infertility affects millions of couples worldwide. The number of morphologically normal oocytes (MNO) is a key determinant of assisted reproductive technology success. Accurate identification of influencing factors is limited by excess zeros
Zahra Asadollahi +6 more
doaj +1 more source
Semiparametric Estimation in Multivariate Nonstationary Time Series Models [PDF]
A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components.
Peter C.B. Phillips, Jiti Gao
core
Behavioral Charity: Third‐Party Ratings of Nonprofits as Salience and Heuristics
ABSTRACT Financial disclosure through tax returns is the primary regulatory mechanism for holding nonprofits accountable to donors in the USA. The assumption that donors will make rational decisions using disclosed information when giving to nonprofits is central to this regulation. But what if they rely on mental shortcuts instead? This study examines
Ashraf Haque
wiley +1 more source

