Search Results - subject:"Partially linear"

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

Cai, Zongwu; Xiao, Zhijie - In: Journal of Econometrics 167 (2012) 2, pp. 413-425

We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of some coefficients may be functions of informative covariates. Estimation of both parametric and nonparametric functional coefficients are proposed. In particular, we propose a...

Persistent link: https://www.econbiz.de/10010574075

Estimating semiparametric panel data models by marginal integration

Qian, Junhui; Wang, Le - In: Journal of Econometrics 167 (2012) 2, pp. 483-493

We propose an alternative method for estimating the nonlinear component in semiparametric panel data models. Our method is based on marginal integration that allows us to recover the nonlinear component from an additive regression structure that results from the first differencing...

Persistent link: https://www.econbiz.de/10010574081

Absolute penalty and shrinkage estimation in partially linear models

Raheem, S.M. Enayetur; Ahmed, S. Ejaz; Doksum, Kjell A. - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 874-891

In the context of a partially linear regression model, shrinkage semiparametric estimation is considered based on the …

Persistent link: https://www.econbiz.de/10010577734

Empirical likelihood for partially linear additive errors-in-variables models

Wei, Chuanhua; Luo, Yubo; Wu, Xizhi - In: Statistical Papers 53 (2012) 2, pp. 485-496

Persistent link: https://www.econbiz.de/10010558282

Empirical likelihood for the parametric part in partially linear errors-in-function models

Huang, Zhensheng - In: Statistics & Probability Letters 82 (2012) 1, pp. 63-66

Partially linear errors-in-function models were proposed by Liang (2000), but their inferences have not been …

Persistent link: https://www.econbiz.de/10010582246

Statistical inference on restricted partially linear additive errors-in-variables models

Wei, Chuanhua; Wang, Qihua - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 4, pp. 757-774

As a useful extension of partially linear models and additive models, partially linear additive model has been paid …

Persistent link: https://www.econbiz.de/10010994240

Corrected empirical likelihood inference for right-censored partially linear single-index model

Huang, Zhensheng; Pang, Zhen - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 276-284

This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus …

Persistent link: https://www.econbiz.de/10011042073

Parametric component detection and variable selection in varying-coefficient partially linear models

Wang, Dewei; Kulasekera, K.B. - In: Journal of Multivariate Analysis 112 (2012) C, pp. 117-129

In this paper we are concerned with detecting the true structure of a varying-coefficient partially linear model. The …

Persistent link: https://www.econbiz.de/10010594222

The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - In: Journal of Econometrics 170 (2012) 2, pp. 442-457

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment...

Persistent link: https://www.econbiz.de/10011052247

Functional coefficient regression models with time trend

Liang, Zhongwen; Li, Qi - In: Journal of Econometrics 170 (2012) 1, pp. 15-31

the smoothing parameters. In addition, we consider a partially linear time trend model and establish the asymptotic … distribution of our proposed estimator. Two test statistics are proposed to test the null hypotheses of a linear and of a partially … linear time trend models. Simulations are reported to examine the finite sample performances of the proposed estimators and …

Persistent link: https://www.econbiz.de/10010664705