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Asymptotic properties of maximum likelihood estimator for two-step logit models

Yin, Changming; Wang, Zhanfeng; Zhang, Hong - In: Statistics & Probability Letters 85 (2014) C, pp. 135-143

Two-step logit models are extensions of the ordinary logistic regression model, which are designed for complex ordinal outcomes commonly seen in practice. In this paper, we establish some asymptotic properties of the maximum likelihood estimator (MLE) of the regression parameter vector under...

Persistent link: https://www.econbiz.de/10010743573

Exploring temporal fluctuations of daily cycling demand on Dutch cycle paths: the influence of weather on cycling

Thomas, Tom; Jaarsma, Rinus; Tutert, Bas - In: Transportation 40 (2013) 1, pp. 1-22

In the pursuit of sustainable mobility policy makers are giving more attention to cycling. The potential of cycling is shown in countries like the Netherlands, where cycling covers 25 % of all person trips. However, the effect of policy interventions on cycling demand is difficult to measure,...

Persistent link: https://www.econbiz.de/10010989475

On the empirical characteristic function process of the residuals in GARCH models and applications

Gamero, M. Jiménez - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 409-432

residuals. Specifically, it is shown that such process uniformly converges to the population characteristic function (CF) of the … to calculate the residuals. Applications of the obtained results for testing symmetry and goodness-of-fit to the law of …

Persistent link: https://www.econbiz.de/10010994239

Primary and secondary markets

Kakarot-Handtke, Egmont - Volkswirtschaftliche Fakultät, … - 2011

the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at first give rise to the …

Persistent link: https://www.econbiz.de/10009277271

Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach

Lambert, Philippe; Laurent, Sébastien - European Centre for Advanced Research in Economics and … - 2008

We propose three residual-based tests for conditional dynamic asymmetry. Estimation is performed under the null hypothesis of constant asymmetry of the innovations and, in a second step, the tests are performed either through a parametric model or a nonparametric method (runs). The working...

Persistent link: https://www.econbiz.de/10005827113

The Environmental Impacts of Trade Liberalization: A Quantitative Analysis for the United States Using TEAM

Creason, Jared R.; Fisher, Michael; Semenova, Svetlana; … - In: Agricultural and Resource Economics Review 34 (2005) 1

A highly disaggregated emissions factor model is presented. The model generates changes in emissions and resource use by state and 6-digit NAICS sector. Removal of all U.S. import restrictions is examined. Results for agriculture show that composition effects explain highly varied regional...

Persistent link: https://www.econbiz.de/10005801431

Global property of error density estimation in nonlinear autoregressive time series models

Cheng, Fuxia - In: Statistical Inference for Stochastic Processes 13 (2010) 1, pp. 43-53

Persistent link: https://www.econbiz.de/10008533935

On the use of nonparametric regression for model checking

Azzalini, A.; Bowman, A.W.; Haerdle, W. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028222

On beta regression residuals

Espinheira, Patricia; Ferrari, Silvia; Cribari-Neto, … - In: Journal of Applied Statistics 35 (2008) 4, pp. 407-419

We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative … to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using … real and simulated data are provided. The results favour one of the residuals we propose. …

Persistent link: https://www.econbiz.de/10005458378

Residualanalysis in the polytomous rasch model

Andersen, Erling - In: Psychometrika 60 (1995) 3, pp. 375-393

Persistent link: https://www.econbiz.de/10005603717

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