Showing 1 - 10 of 111
nonparametric and semiparametric specifications. …
Persistent link: https://www.econbiz.de/10010746131
heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …
Persistent link: https://www.econbiz.de/10010745070
Understanding and quantifying the determinants of the number of sectors or firms exporting in a given country is of relevance for the assessment of trade policies. Estimation of models for the number of exporting sectors, however, poses a challenge because the dependent variable has both a lower...
Persistent link: https://www.econbiz.de/10011125898
Method of Moments (SMM) in both parametric and semiparametric settings, the Indirect Inference (II) and the Efficient Method …
Persistent link: https://www.econbiz.de/10010744799
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is asymptotically equivalent to the infeasible local maximum...
Persistent link: https://www.econbiz.de/10010745013
This paper develops methodology for nonparametric estimation of a polarization measure due to Anderson (2004) and Anderson, Ge, and Leo (2006) based on kernel estimation techniques. We give the asymptotic distribution theory of our estimator, which in some cases is nonstandard due to a boundary...
Persistent link: https://www.econbiz.de/10010745188
propose a new semiparametric model in which the conditional variance process is parametric, while the conditional mean is an …
Persistent link: https://www.econbiz.de/10010745701
semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously …
Persistent link: https://www.econbiz.de/10010745939
is based on semiparametric efficient estimation procedures for a seemingly unrelated regression model where the … dimensionality problem that typically arises in multivariate semiparametric estimation procedures, because the multivariate …
Persistent link: https://www.econbiz.de/10010746304
We study a very general setting, and propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance due to McFadden (1989) in the general k-prospect case. We allow for the observations to be generally serially...
Persistent link: https://www.econbiz.de/10010746327