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Banks' supply of loans : when future monetary policy is uncertain

Mitusch, Kay; Nautz, Dieter - 1998

domestic credit institutions. In this monetary setup, banks use short-term central bank credits extensively in order to …The most important policy instruments of the Bundesbank and of the coming European Central Bank involve lending to … borrowed reserves is of crucial importance for monetary policy practice. -- Loan and money supply ; central bank lending …

Persistent link: https://www.econbiz.de/10009578028

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...

Persistent link: https://www.econbiz.de/10009574875

Projection pursuit regression and neural networks

Klinke, Sigbert; Grassmann, J. - 1998

Persistent link: https://www.econbiz.de/10009576213

Regression and contrast estimated based on adaptive regressograms depending on qualitative explanatory variables

Bunke, Olaf; Castell, Ernestina - 1998

This methodological paper discusses the application of "adaptive" non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose to apply an adaptive regressogram, that is the selection of a...

Persistent link: https://www.econbiz.de/10009577458

Constructive asymptotic equivalence of density estimation and Gaussian white noise

Nussbaum, Michael; Klemelä, Jussi - 1998

A recipe is provided for producing, from a sequence of procedures in the Gaussian regression model, an asymptotically equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate square roots of normalised frequencies over certain...

Persistent link: https://www.econbiz.de/10009578013

A nonparametric test of the non-convexity of regression

Diack, Cheikh A. T.; Thomas-Agnan, Christine - 1998

This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has an asymptotic size equal to the...

Persistent link: https://www.econbiz.de/10009578020

Additive and generalized additive models : a survey

Schimek, Michael G.; Turlach, Berwin A. - 1998

This paper is the attempt to summarize the state of art in additive and generalized additive models (GAM). The emphasis is on approaches and numerical procedures which have emerged since the monograph of Hastie and Tibshirani (1990) although reconsidering certain aspects of their work. Apart...

Persistent link: https://www.econbiz.de/10009578569

Semiparametric additive indices for binary response and generalized additive models

Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998

Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT β + α + m1(T1) + … + md(Td)}. Here G is a known (link) function, β is an unknown parameter, and m1, …, md are unknown functions. In particular, we consider additive binary response models...

Persistent link: https://www.econbiz.de/10009578571

An equality test across nonparametric regressions

Lavergne, Pascal - 1998 - Rev.

A procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of...

Persistent link: https://www.econbiz.de/10009578576

Computer-assisted generalized partial linear models

Müller, Marlene - 1997

A particular semiparametric model of interest is the generalized partial linear model (GPLM) which allows a nonparametric modeling of the influence of the continuous covariables. The paper reviews different estimation procedures based on kernel methods and test procedures on the correct...

Persistent link: https://www.econbiz.de/10009657892