Results 61 to 70 of about 5,885 (195)
Semiparametric Single-Index Predictive Regression [PDF]
SSRN Electronic Journal, 2018 This paper studies a semiparametric single-index predictive regression model with multiple nonstationary predictors that exhibit co-movement behaviour. Orthogonal series expansion is employed to approximate the unknown link function in the model and the estimator is derived from an optimization under constraint.
Zhou, W., Gao, J., Harris, D, Kew, H.
openaire +1 more source
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 +2 more
wiley +1 more source
Jurnal Ilmiah Kursor: Menuju Solusi Teknologi Informasi, 2023 Regression analysis aims to determine the relationship between response variables and predictor variables. There are three approaches to estimate regression curves, there are parametric, nonparametric, and semiparametric regression.
Tony Yulianto +6 more
doaj
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Sensitivity analysis for unmeasured confounders is essential for assessing the robustness of causal mediation conclusions. Most existing methods rely on parametric assumptions, which are ill‐suited for machine learning‐based estimators that are not tied to specific parametric models.
Xiao Liu, Cameron McCann
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
BarekengClimate change can affect rice production through changes in temperature, precipitation patterns, extreme weather events, and atmospheric carbon dioxide levels.
Sri Sulistijowati Handajani +5 more
doaj +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 +3 more
wiley +1 more source
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
SEMIPARAMETRIC REGRESSION AND GRAPHICAL MODELS
Australian & New Zealand Journal of Statistics, 2009 SummarySemiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more
openaire +3 more sources
Detection of Influential Observations in Semiparametric Regression Model
Revista Colombiana de Estadística, 2013 In this article, we consider the semiparametric regression model and examine influential observations which have undue effects on the estimators for this model.
SEMRA TÜRKAN, ÖNIZ TOKTAMIS
doaj