Results 51 to 60 of about 5,713 (196)

On semiparametric -estimation in single-index regression [PDF]

Journal of Statistical Planning and Inference, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Delecroix, Michel, Hristache, M., Patilea, Valentin   +2 more
openaire   +5 more sources

Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying

American Journal of Political Science, EarlyView.
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard, Nathan Canen, Sebastian Saiegh   +2 more
wiley   +1 more source

Semiparametric regression during 2003–2007

Electronic Journal of Statistics, 2009
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology - thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007.
Ruppert, D., Wand, M. P., Carroll, R. J.
openaire   +4 more sources

The Political U: New Evidence on the Economic Costs of Hybrid Regimes

Economics &Politics, EarlyView.
ABSTRACT Recent research establishes a positive causal effect from democracy to income, although this evidence relies mostly on binary regime classifications. We extend the identification framework of Acemoglu et al. (2019) to a classification that distinguishes democracies, autocracies, and hybrid regimes for about 170 countries over 1960–2024.
Nauro F. Campos, Fabrizio Coricelli, Marco Frigerio   +2 more
wiley   +1 more source

Demand Shocks, Export Diversification, and Firm Performance During the Great Trade Collapse

Journal of Economics &Management Strategy, EarlyView.
ABSTRACT This paper analyzes the impact of external demand shocks from the 2008 to 2009 Great Trade Collapse on the performance of Chinese exporters and examines how export diversification mitigates these effects. Using Chinese Customs data merged with financial data from all listed Chinese firms, we construct firm‐specific demand shocks based on pre ...
Qianlin Hong, Zeyang Jin, Runjuan Liu, Jiadong Tong   +3 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  

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

Semiparametric Regression Using Variational Approximations [PDF]

Journal of the American Statistical Association, 2019
35 pages, 3 figures, 2 tables, To appear in Journal of the American Statistical Association: Theory and ...
Hui, Francis, You, Chong, Shang, Hanlin, Mueller, Samuel   +3 more
openaire   +3 more sources

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source