Results 21 to 30 of about 6,488 (205)
Apstract: Applied Studies in Agribusiness and Commerce, 2017 This paper introduces the semiparametric error correction model for estimation of export-import relationship as an alternative to the least squares approach.
Henry De-Graft Acquah +1 more
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Axioms, 2023 Many phenomena can be described by random variables that follow asymmetrical distributions. In the context of regression, when the response variable Y follows such a distribution, it is preferable to estimate the response variable for predictor values ...
Luis Sánchez +3 more
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Semiparametric modeling of multiple quantiles
Journal of Econometrics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Catania L., Luati A.
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Semiparametric Regression Analysis via Infer.NET
Journal of Statistical Software, 2018 We provide several examples of Bayesian semiparametric regression analysis via the Infer.NET package for approximate deterministic inference in Bayesian models.
Jan Luts +3 more
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Efficient estimation in semiparametric GARCH models [PDF]
Journal of Econometrics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Drost, F.C., Klaassen, C.A.J.
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Model and Variable Selection Procedures for Semiparametric Time Series Regression
Journal of Probability and Statistics, 2009 Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions.
Risa Kato, Takayuki Shiohama
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A semiparametric model for cluster data
The Annals of Statistics, 2009 In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model is introduced to account for varying impacts of factors over clusters by using cluster-level covariates.
Zhang, Wenyang, Fan, Jianqing, Sun, Yan
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NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS [PDF]
Econometric Theory, 2016 In this paper we develop a nonparametric estimation technique for semiparametric transformation models of the form:H(Y) =φ(Z) +X′β+UwhereH,φare unknown functions,βis an unknown finite-dimensional parameter vector and the variables (Y,Z) are endogenous.
Florens, Jean-Pierre, Sokullu, Senay
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Semi-parametric estimation for ARCH models
Alexandria Engineering Journal, 2018 In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods.
Raed Alzghool, Loai M. Al-Zubi
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International Journal for Re-Views in Empirical Economics, 2019 This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in ...
Jiahua Xu
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