Results 91 to 100 of about 2,902,778 (234)

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation [PDF]

, 2014
In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile ...
Chen, Senniang, Yu, Cindy L
core   +3 more sources

Bayesian Geoadditive Seemingly Unrelated Regression [PDF]

, 2002
Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A
Adebayo, Samson B., Fahrmeir, Ludwig, Lang, Stefan, Steiner, Winfried J.   +3 more
core   +1 more source

ESTIMASI MODEL REGRESI SEMIPARAMETRIK MENGGUNAKAN ESTIMATOR KERNEL UNIFORM (Studi Kasus: Pasien DBD di RS Puri Raharja)

E-Jurnal Matematika, 2015
Semiparametric regression model approach is a model approach that combines parametric regression models and nonparametric regression. On semiparametric regression, most explanatory variables are parametric and nonparametric others are.
ANNA FITRIANI, I GUSTI AYU MADE SRINADI, MADE SUSILAWATI   +2 more
doaj  

Semiparametric mixtures of regressions [PDF]

Journal of Nonparametric Statistics, 2012
We present an algorithm for estimating parameters in a mixture-of-regressions model in which the errors are assumed to be independent and identically distributed but no other assumption is made. This model is introduced as one of several recent generalizations of the standard fully parametric mixture of linear regressions in the literature.
David R. Hunter, Derek S. Young
openaire   +1 more source

Empirical Literature on Fiscal Multipliers: A Bibliometric Approach, 2002–2023

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper reviews the empirical literature on fiscal multipliers through a bibliometric approach, analyzing 337 journal articles published between 2002 and 2023. The articles are categorized based on empirical methodologies, fiscal shock identification strategies, geographic focus, exchange rate arrangements, and macro‐financial regime ...
Margarida Correia Varela, Ana Paula Ferreira Ribeiro   +1 more
wiley   +1 more source

Semiparametric Relative-risk Regression for Infectious Disease Data

, 2012
This paper introduces semiparametric relative-risk regression models for infectious disease data based on contact intervals, where the contact interval from person i to person j is the time between the onset of infectiousness in i and infectious contact ...
Kenah, Eben
core   +1 more source

Simulation Study and Development of Semiparametric Multiresponse Multigroup Truncated Spline Regression for Rice Pest Control

Cauchy: Jurnal Matematika Murni dan Aplikasi
Rice pest control is a critical challenge in the agricultural sector that requires a deep understanding of rice pest management. Regression analysis is a statistical method capable of describing and predicting cause-and-effect relationships between ...
Laila Nur Azizah, Adji Achmad Rinaldo Fernandes, Ni Wayan Surya Wardhani   +2 more
doaj   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Non-Standard Semiparametric Regression via BRugs

Journal of Statistical Software, 2010
We provide several illustrations of Bayesian semiparametric regression analyses in the BRugs package. BRugs facilitates use of the BUGS inference engine from the R computing environment and allows analyses to be managed using scripts.
Jennifer K. Marley, Matthew P. Wand
doaj