Narrow search
Showing 1 - 10 of 676
Cover Image
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009765843
Cover Image
Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function. Most discussions in the literature address these...
Persistent link: https://www.econbiz.de/10011382708
Cover Image
Disability and work : the role of health shocks and childhood circumstances
Lindeboom, Maarten; Llena-Nozal, Ana; Klaauw, Bas van der - 2006
This paper focuses on the relation between the onset of disability and employment outcomes. We develop an event history … observed disability rates result from gradual deteriorations in health. We find no direct effect of health shocks on employment … the employment rate at age 40 with around 21 percentage points. Our results show that early childhood conditions are …
Persistent link: https://www.econbiz.de/10011349212
Cover Image
MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de; Yuan, Ao - 2008
Persistent link: https://www.econbiz.de/10003739113
Cover Image
Semiparametric regression with kernel error model
Yuan, Ao; Gooijer, Jan G. de - 2006
Persistent link: https://www.econbiz.de/10003354580
Cover Image
Efficient estimation of an additive quantile regression model
Cheng, Yebin; Gooijer, Jan G. de; Zerom Godefay, Dawit - 2009
Persistent link: https://www.econbiz.de/10003913189
Cover Image
Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Persistent link: https://www.econbiz.de/10008824707
Cover Image
MDL mean function selection in semiparametric Kernel regression models
Gooijer, Jan G. de; Yuan, Ao - 2008 - Forthcoming in: Communications in Statistics: Theory and Methods, 2008
We study the problem of selecting the optimal functional form among a set of non-nested nonlinear mean functions for a semiparametric kernel based regression model. To this end we consider Rissanen's minimum description length (MDL) principle. We prove the consistency of the proposed MDL...
Persistent link: https://www.econbiz.de/10011374398
Cover Image
Efficient estimation of an additive quantile regression
Cheng, Yebin; Gooijer, Jan G. de; Zerom Godefay, Dawit - 2009
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By...
Persistent link: https://www.econbiz.de/10011379443
Cover Image
Semiparametric regression with Kernel error model
Yuan, Ao; Gooijer, Jan G. de - 2006
pseudo consistency of the parameter estimation under the existing parametric regression model), and is asymptotically normal …
Persistent link: https://www.econbiz.de/10011349196