Results 151 to 160 of about 6,656,167 (244)

An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data [PDF]

In this paper we model expenditure on housing for owners and renters by means of endogenous switching regression models for panel data. We explain the share of housing in total expenditure from a household specific effect, family characteristics and ...
Charlier, E., Melenberg, B., Soest, A.H.O. van   +2 more
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Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods [PDF]

We investigate a class of semiparametric ARCH(8) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the ...
Enno Mammen, Oliver Linton
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Estimating Semiparametric Panel Data Models by Marginal Integration [PDF]

We propose a new methodology for estimating semiparametric panel data models, with a primary focus on the nonparametric component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal ...
Qian, Junhui, Wang, Le
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Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach [PDF]

Almost all previous approaches to estimating semiparametric frontier models, where the functional form for the production (cost) function is unknown, have been local nonparametric (ie. kernel) approaches. In this paper we use a penalized (ie.
Gholamreza Hajargasht
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LOCAL INDEPENDENCE FEATURE SCREENING FOR NONPARAMETRIC AND SEMIPARAMETRIC MODELS BY MARGINAL EMPIRICAL LIKELIHOOD. [PDF]

Ann Stat, 2016
Chang J, Chang J, Tang CY, Wu Y.
europepmc   +1 more source

Semiparametric Estimation with Generated Covariates [PDF]

In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters: a conditional expectation function that has been ...
Schienle, Melanie, Mammen, Enno, Rothe, Christoph   +2 more
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Assessing Unmeasured Confounding in Observational Research via Bayesian Semiparametric Modeling. [PDF]

Obs Stud
Xu X, MacEachern SN, Lu B.
europepmc   +1 more source

Penalised Spline Estimation of Covariate-Specific Time-Dependent ROC Curves. [PDF]

Stat Med
Rodríguez-Álvarez MX, Inácio V.
europepmc   +1 more source

Semi-Parametric Hedonic Models, and Empirical Comparison [PDF]

Hedonic models have been widely used in the literature for valuation of non- market goods such as air quality. While the inclusion of air quality variables in hedonic models is common in applied work, there is not theoretical basis for defining the ...
Nancy Lozano-Gracia
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Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators [PDF]

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions. We derive approximations to the first two moments of the estimator that are valid to 'second order'.
Oliver Linton, Hidehiko Ichimura
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