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Imposing and testing curvature conditions on a Box-Cox cost function

Koebel, Bertrand M. - 2000

We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...

Persistent link: https://www.econbiz.de/10013428379

Semiparametric estimation of regression functions under shape invariance restrictions

Wilke, Ralf A. - 2003

Persistent link: https://www.econbiz.de/10013428591

Mixed frequency models with MA components

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018

Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which generates a mixed frequency model. The MA component is generally neglected, likely to preserve the possibility...

Persistent link: https://www.econbiz.de/10011792277

Modelling the distribution of health related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression

Borgini, Riccardo; Bianco, Paola Del; Salvati, Nicola; … - 2015

explicative variables impacts on the health-related quality of life, regression models are routinely adopted. However, the … paper we present an approach based on M-quantile regression to achieve this goal. We applied the proposed methodology to a … extended the M-quantile regression model to a three-level random effects specification and estimated it by maximum likelihood. …

Persistent link: https://www.econbiz.de/10011291429

Core inflation : robust common trend model forecasting

Moreira, Ajax; Migon, Hélio dos Santos - 2015

The monetary authorities need a future measure of inflation trend to keep on tracking the inflation on target. Many alternatives of the core inflation measure have appeared in the recent literature pretending to avoid the deficiencies of the usual headline inflation index as a predictor. This...

Persistent link: https://www.econbiz.de/10012018615

Confidence bands for regression surfaces

Richmond, J. - 1981

Persistent link: https://www.econbiz.de/10003527879

Disentangling economic recessions and depressions

Candelon, Bertrand; Metiu, Norbert; Straetmans, Stefan - 2013

We propose a nonparametric test that distinguishes “depressions” and “booms” from ordinary recessions and expansions. Depressions and booms are defined as coming from another underlying process than recessions and expansions. We find four depressions and booms in the NBER business cycle...

Persistent link: https://www.econbiz.de/10010202869

A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes

Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016

by using a nested-error regression model for the quantiles of the target outcome. A general set of domain … regression. The specification of the distribution of the random effects is considered in some detail by exploring the use of …

Persistent link: https://www.econbiz.de/10011496844

Residential property price indexes : spatial coordinates versus neighbourhood dummy variables

Diewert, Walter E.; Shimizu, Chihiro - 2019

Persistent link: https://www.econbiz.de/10012062530

Nonparametric regression with selectively missing covariates

Breunig, Christoph; Haan, Peter - 2019

regression function of interest is shown to be a weighted version of observed conditional expectation where the weighting …

Persistent link: https://www.econbiz.de/10012138698

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