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Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design

Oberhofer, Walter; Haupt, Harry - Wirtschaftswissenschaftliche Fakultät, Universität … - 2005

For both deterministic or stochastic regressors, as well as parametric nonlinear or linear regression functions, we prove the weak consistency of the coefficient estimators for the Type I censored quantile regression model under different censoring mechanisms with censoring points depending on...

Persistent link: https://www.econbiz.de/10005607530

Early and Late Reformers: Long-Term Trends of Public Expenditure in 21 OECD Countries

Osterkamp, Rigmar - In: CESifo DICE Report 1 (2003) 1, pp. 46-47

Persistent link: https://www.econbiz.de/10005037349

Forecasting of Remotely Sensed Daily Evapotranspiration Data Over Nile Delta Region, Egypt

Psilovikos, Aris; Elhag, Mohamed - In: Water Resources Management 27 (2013) 12, pp. 4115-4130

Daily evapotranspiration is a major component in crops water consumption management plans. Consequently, forecasting of daily evapotranspiration is the keystone of any effective water resources management plans in fragile environment similar to the Nile Delta region. The estimation of daily...

Persistent link: https://www.econbiz.de/10010997478

Makroökonomische Prognosen mit gemischten Frequenzen

Wohlrabe, Klaus - In: Ifo Schnelldienst 62 (2009) 21, pp. 22-33

Die Prognose von makroökonomischen Zeitreihen steht häufig vor dem Problem, dass die verwendeten Indikatoren und die Zielzeitreihe in verschiedenen Frequenzen vorliegen. So ist das Bruttoinlandsprodukt nur auf Quartalsbasis verfügbar, während die meisten Indikatoren, wie z.B. das ifo...

Persistent link: https://www.econbiz.de/10008594348

Empirical evidence for alternative growth models : time series results.

Gundlach, Erich - Kiel Institute for the World Economy - 1993

Persistent link: https://www.econbiz.de/10008520134

Econometric Models for Oil Price Forecasting: A Critical Survey

Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10005013101

The Economics of Natural Disasters

Hallegatte, Stéphane; Przyluski, Valentin - In: CESifo Forum 11 (2010) 2, pp. 14-24

Persistent link: https://www.econbiz.de/10008500611

Nonlinear Regressions with Integrated Time Series

Park, Joon Y.; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1998

An asymptotic theory is developed for nonlinear regression with integrated processes. The models allow for nonlinear … effects from unit root time series and therefore deal with the case of parametric nonlinear cointegration. The theory covers … distribution theory is provided. In general, the limit theory is mixed normal with mixing variates that depend on the sojourn time …

Persistent link: https://www.econbiz.de/10005593237

Nonlinearity in Deviations From Uncovered Interest Parity; An Explanation of the Forward Bias Puzzle

Valente, Giorgio; Leon, H. L.; Sarno, Lucio - International Monetary Fund (IMF) - 2006

We provide empirical evidence that deviations from uncovered interest rate parity (UIP) display significant nonlinearities, consistent with theories based on transaction costs or limits to speculation. This evidence suggests that the forward bias documented in the literature may be less...

Persistent link: https://www.econbiz.de/10005604790

Regression Analysis of Mean Lifetime: Exploring Nonlinear Relationship with Heteroscedasticity

Sun, Zhiping; Jiang, Wenxin - In: International Journal of Biostatistics 3 (2007) 1, pp. 1035-1035

As a generalization of the accelerated failure time models, we consider parametric models of lifetime Y, where the conditional mean E(Y|X;beta) can depend nonlinearly on the covariates X and some parameters beta. The error distribution can be heteroscedastic and dependent on X. With observed...

Persistent link: https://www.econbiz.de/10005752613