Results 261 to 270 of about 19,219 (292)

Semiparametric ARCH Models

Journal of Business & Economic Statistics, 1991
Abstract This article introduces a semiparametric autoregressive conditional hetero scedasticity (ARCH) model that has conditional first and second moments given by autoregressive moving average and ARCH parametric formulations but a conditional density that is assumed only to be sufficiently smooth to be approximated by a ...
Robert F Engle, Gloria Gonzalez-Rivera
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Dynamic and semiparametric models

1997
This paper surveys dynamic or state space models and their relationship to non- and semiparametric models that are based on the roughness penalty approach. We focus on recent advances in dynamic modelling of non-Gaussian, in particular discrete-valued, time series and longitudinal data, make the close correspondence to semiparametric smoothing methods ...
Fahrmeir, Ludwig, Knorr-Held, Leonhard
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Nonparametric and Semiparametric Models

Technometrics, 2005
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A special semiparametric model

1990
In this section we study models of the type described in Section 4 under the following additional assumption: There exists a function S: X × Θ → (Y, B) such that, for every ϑ ∈ Θ, the function S(⋅, ϑ) is sufficient for the family {Pϑ,τ: τ ∈ T}.
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Efficient semiparametric copula estimation of regression models with endogeneity

Econometric Reviews, 2022
Kien C Tran, Efthymios G Tsionas
exaly  

Homogeneity and Structure Identification in Semiparametric Factor Models

Journal of Business and Economic Statistics, 2022
Chaohui Guo
exaly  

Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach

Journal of the American Statistical Association, 2012
Mian Huang, Weixin Yao
exaly  

Semiparametric Latent Variable Models With Bayesian P-Splines

Journal of Computational and Graphical Statistics, 2010
Xinyuan Song, Zhaohua Lu
exaly  

Semiparametric Transformation Models for Survival Data With a Cure Fraction

Journal of the American Statistical Association, 2006
Donglin Zeng, Guosheng Yin
exaly  

Semiparametric estimation of partially linear panel data models

Journal of Econometrics, 1996
Thanasis Stengos
exaly