site stats

Semiparametric smooth coefficient models

WebAug 1, 2013 · More recently, Sun and Kumbhakar (2013) and Yao, Zhang, and Kumbhakar (2024) proposed the semiparametric smooth coefficient (SPSC) stochastic production frontier model, in which the input... WebFeb 1, 2024 · We develop a two-step semiparametric procedure using a combination of local GMM and maximum likelihood approaches to estimate the unknown coefficient functions and other parameters of the model. The presence of a spatial component leads to several important methodological novelties.

Semiparametric estimation and testing of smooth

WebAug 3, 2024 · A new semiparametric time series model is introduced – the semiparametric transition (SETR) model – that generalizes the threshold and smooth transition models by letting the transition function to be of an unknown form. WebJan 1, 2012 · Abstract. In this article, we propose a semiparametric smooth coefficient model as a useful yet flexible specification for studying a general regression relationship with varying coefficients. The article proposes a local least squares method with a kernel … the vert japonais bio https://pinazel.com

Semiparametric Smooth Coefficient Models - JSTOR

WebAug 14, 2024 · In this paper we introduce the semiparametric smooth coefficient model proposed in Li et al. ( 2002) to the conditional mean specification of a recreation demand count data model. We are the first study that applies this particular modeling method with recreation demand data. WebJan 1, 2024 · Efficient and adaptive estimation for semiparametric models, volume 4. Johns Hopkins University Press Baltimore, 1993. ... Smooth, identifiable supermodels of discrete DAG models with latent variables. ... and Lue Ping Zhao. Estimation of regression coefficients when some regressors are not always observed. Journal of the American … WebThe varying coefficient partially linear model is considered in this paper. When the plug-in estimators of coefficient functions are used, the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric ... the vert guarana

Smooth coefficient estimation of stochastic frontier models

Category:SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE …

Tags:Semiparametric smooth coefficient models

Semiparametric smooth coefficient models

Smooth varying-coefficient models in Stata - Fernando …

Webthe smooth function g(-), so that they essentially tested a linear cointegration model against a parametric nonlinear (with some finite order polynomials in Xt) cointegration model. Our model (1) differs from all the aforementioned models in the sense that under the alternative hypothesis, the coefficients in our model are

Semiparametric smooth coefficient models

Did you know?

WebWe propose a semiparametric varying-coefficient estimator that admits both qualitative and quantitative covariates along with a test for correct specification of parametric varying-coefficient models. WebJun 1, 2014 · Li Q, Huang CJ, Li D, Fu T (2002) Semiparametric smooth coefficient models. J. Bus. Econom. Statist. 20:412-422. Google Scholar Cross Ref; Nevo A (2001) Measuring market power in the ready-to-eat cereal industry. Econometrica 69:307-342. …

WebOne of the most interesting forms of nonlinear regression models is the varying coefficient model (VCM). Unlike the linear regression model, VCMs were introduced by Hastie and … WebApr 25, 2024 · We propose a semiparametric varying-coefficient estimator that admits both qualitative and quantitative covariates along with a test for correct specification of …

WebThis paper considers a flexible semiparametric spatial autoregressive (mixed-regressive) model in which unknown coefficients are permitted to be nonparametric functions of some contextual variables to allow for potential nonlinearities and parameter heterogeneity in the spatial relationship. WebJul 2, 2024 · The third chapter proposes a semiparametric additive stochastic frontier model for panel data, where inputs and environment variables can enter the frontier individually …

WebJul 1, 2024 · This paper considers a flexible semiparametric spatial autoregressive (mixed-regressive) model in which unknown coefficients are permitted to be nonparametric …

WebDec 15, 2024 · We therefore re-investigate the impact of natural disasters on economic growth, applying a semiparametric smooth coefficient panel data model that takes into account fixed effects. Our... the vert guarana fait il maigrirWebEnter the email address you signed up with and we'll email you a reset link. the vert jewelryWebJul 1, 2002 · This is the semiparametric smooth coefficient (SPSC) model that was first proposed by Hastie and Tibshirani (1993) and Chen and Tsay (1993), and further studied … the vert guarana effet secondaireWebApr 12, 2024 · A Mallows-type model averaging method based on the semiparametric varying coefficient partially linear model could be found in Zhu et al. (2024). Li et al. (2024) proposed a semiparametric model averaging prediction with an adaboost algorithm to solve the problem of multiple categories. the vert la fourcheWebof semiparametric varying coefficient models studied by Cai et al. (2009) and Xiao (2009), i.e. Yt = Xje(Zt) + u„ 1 the vert kelownaWebJan 8, 2013 · Cai, Li, and Park (Journal of Econometrics, 2009) and Xiao (Journal of Econometrics, 2009) developed asymptotic theories for estimators of semiparametric varying coefficient models when regressors are integrated processes but the smooth coefficients are functionals of stationary processes.Using a recent result from Phillips … the vert japonais senchaWebDemographic Models. Y. Xie, in International Encyclopedia of the Social & Behavioral Sciences, 2001 4 Semiparametric Models. In response to these problems with parametric … the vert l\u0027occitane