Results 181 to 190 of about 19,219 (292)

Estimating Semiparametric Panel Data Models by Marginal Integration

open access: yes
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
core  

Robustness of a semiparametric estimator of a copula [PDF]

open access: yes
Copulas offer a convenient way of modelling multivariate observations and capturing the intrinsic dependence between the components of a multivariate random variable.
Param Silvapulle   +2 more
core  

An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data

open access: yes
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.   +2 more
core  

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