regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate …

the price of a commodity, currency or similar quantity. Interval estimation and hypothesis testing for H are central to …

problem of online estimation of current values of w = w(T) and a = a(T) from the observations SI , ... ,ST. We propose an … adaptive method of estimation which does not use any information about time homogeneity of the obscured process. We apply this …

dealing with more than one lag. When the mean has an additive structure, however, better estimation methods are available … estimation of the conditional mean, it is equally if not more important to measure the future risk of the series along with the … interpretation of each lagged value's influence on such a function. In this paper we consider the joint estimation of both the …

of a credit score and the estimation of the probability of default. One of the standard approaches is logistic … technique is based on the theory generalized partial linear models. We illustrate the advantages of this approach using a …

East-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and … Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from the German … compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a Generalized …