Search Results - subject:"Homogeneous Function"

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Flexible multivariate Hill estimators

Dominicy, Yves; Heikkilä, Matias; Ilmonen, Pauliina; … - In: Journal of econometrics 217 (2020) 2, pp. 398-410

Persistent link: https://www.econbiz.de/10012482779

Nash equilibrium existence and uniqueness in a club model

Fraser, Clive D. - 2012

Persistent link: https://www.econbiz.de/10009545889

Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy

Fraser, Clive - Department of Economics, Leicester University - 2012

I model a single-club economy with heterogeneous consumers as an aggregative game. I give a sufficient condition, normality of demand for the club good in full income, for the existence and uniqueness of a Nash equilbrium by the Cornes-Hartley (2007) method. Then, confining attention to club...

Persistent link: https://www.econbiz.de/10010548252

Nonparametric estimation homothetic and homothetically separable functions

Lewbel, Arthur; Linton, Oliver Bruce - 2003

For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently and asymptotically normally. We provide consistent, asymptotically normal estimators for the functions g and h, where r(x,w) = h[g(x),w], g is linearly homogeneous and h is monotonic in g. This...

Persistent link: https://www.econbiz.de/10010318509

Nonparametric Estimation of Homothetic and Homothetically Separable Functions

Lewbel, Arthur; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2003

For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently and asymptotically normally. We provide consistent, asymptotically normal estimators for the functions g and h, where r(x,w) = h[g(x), w], g is linearly homogeneous and h is monotonic in g. This...

Persistent link: https://www.econbiz.de/10005670803

Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions

Lewbel, Arthur; Linton, Oliver - Department of Economics, Boston College - 2003

For vectors z and w and scalar v, let r(v,z,w) be a function that can be nonparametrically estimated consistently and asymptotically normally, such as a distribution, density, or conditional mean regression function. We provide consistent, asymptotically normal nonparametric estimators for the...

Persistent link: https://www.econbiz.de/10004970572

Nonparametric estimation of homothetic and homothetically separable functions

Lewbel, Arthur; Linton, Oliver - London School of Economics (LSE) - 2003

Persistent link: https://www.econbiz.de/10010745632

Olemskoi, A.I.; Vaylenko, A.S.; Shuda, I.A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 9, pp. 1929-1938

operator. In slightly deformed phase space, we find the homogeneous function is defined with the linear dependence at n=0 … is shown to possess a discrete symmetry with respect to manifold action of the Jackson derivative to be a homogeneous … function with a self-similarity degree q fixed by the condition of invariance under (n+1)-fold action of the related dilatation …

Persistent link: https://www.econbiz.de/10011060947