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Non-uniformity of job-matching in a transition economy : a nonparametric analysis for the Czech Republic
Profit, Stefan; Sperlich, Stefan - 1998
explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric estimation …
Persistent link: https://www.econbiz.de/10009574874
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...
Persistent link: https://www.econbiz.de/10009578026
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Estimation of derivates for additive separable models
Severance-Lossin, E.; Sperlich, Stefan - 1997
paper extends this approach to the simultaneous estimation of both the function and its derivatives by combining the … integration procedure with a local polynomial approach. Finally the merits of this procedure with respect to the estimation of a … ; Additive Models ; Derivative Estimation ; Production Function …
Persistent link: https://www.econbiz.de/10009657128