Showing 1 - 10 of 13
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Agriculture is the foundation of national economy, and agricultural development is related to the rapid development of long-term stability of the society and economy. Agriculture includes farming, forestry, animal husbandry, and fisheries. Agricultural listed company as an agricultural...
Persistent link: https://www.econbiz.de/10011168147
In line with current situations of extension of Xinjiang’s agricultural products, the paper put forward and analyzed existing problems in extension works of agricultural product identification. The problems mainly include: (i) general identification of agricultural products is basically...
Persistent link: https://www.econbiz.de/10011143444
This paper discusses nonparametric series estimation of integrable cointegration models using Hermite functions. We establish the uniform consistency and asymptotic normality of the series estimator. The Monte Carlo simulation results show that the performance of the estimator is numerically...
Persistent link: https://www.econbiz.de/10010860416
This paper discusses nonparametric kernel regression with the regressor being a \(d\)-dimensional \(\beta\)-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \(\sqrt{n(T)h^{d}}\), where \(n(T)\) is...
Persistent link: https://www.econbiz.de/10011254954
In this paper, we introduce a new class of bivariate threshold VAR cointegration models. In the models, outside a compact region, the processes are cointegrated, while in the compact region, we allow different kinds of possibilities. We show that the bivariate processes from a 1/2-null recurrent...
Persistent link: https://www.econbiz.de/10011193729
Since conventional cross-validation bandwidth selection methods do not work for the case where the data considered are serially dependent, alternative bandwidth selection methods are needed. In recent years, Bayesian based global bandwidth selection methods have been proposed. Our experience...
Persistent link: https://www.econbiz.de/10010958940
Bandwidth plays an important role in determining the performance of nonparametric estimators, such as the local constant estimator. In this paper, we propose a Bayesian approach to bandwidth estimation for local constant estimators of time-varying coefficients in time series models. We establish...
Persistent link: https://www.econbiz.de/10011188646
Bandwidth plays an important role in determining the performance of local linear estimators. In this paper, we propose a Bayesian approach to bandwidth selection for local linear estimation of time–varying coefficient time series models, where the errors are assumed to follow the Gaussian...
Persistent link: https://www.econbiz.de/10011141013