We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function. The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear,...

Risk attitude and perception is reflected in brain reactions during RPID experiments. Given the fMRI data, an important research question is how to detect risk related regions and to investigate the relation between risk preferences and brain activity. Conventional methods are often insensitive...

We present a statistical investigation on the domain of sex-related homicides. As general sociological and psychological theory on this specific type of crime is incomplete or even lacking, a data-driven approach is implemented. In detail, graphical modelling is applied to learn the dependency...

Decision making usually involves uncertainty and risk. Understanding which parts of the human brain are activated during decisions under risk and which neural processes underly (risky) investment decisions are important goals in neuroeconomics. Here, we reanalyze functional magnetic resonance...

In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions, where resampling is done from a suitably estimated empirical distribution function (edf) for residuals. It is known that the approximation error for the confidence band by the...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, <italic>Econometric Theory</italic> 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data. We extend...

Based on the Lee-Carter (LC) model, the benchmark in population forecasting, a variety of extensions and modifications are proposed in this paper. We investigate one of the extensions, the Hyndman-Ullah (HU) method and apply it to Asian demographic data sets: China, Japan and Taiwan. It combines...

Estimating natural rate of unemployment (NAIRU) is important for understanding the joint dynamics of unemployment, in ation, and in Nation expectation. However, existing literature falls short in endogenizing inflation expectation together with NAIRU in a model consistent way. We develop and...

High‐dimensional non‐stationary time series, which reveal both complex trends and stochastic behaviour, occur in many scientific fields, e.g. macroeconomics, finance, neuroeconomics, etc. To model these, we propose a generalized dynamic semi‐parametric factor model with a two‐step...