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Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10003323041

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1212-1227

Persistent link: https://www.econbiz.de/10003375980

Statistische Analyse der Einflussfaktoren auf die Höhe der Hausmüllgebühren in Deutschland

Jäger, Tanja; Miofsky, Daniel; Souren, Rainer - 2012

repräsentieren. In einer anschließenden Voruntersuchung werden die Hypothesen zunächst mittels einer Regressionsanalyse auf ihren …

Persistent link: https://www.econbiz.de/10009669468

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

Persistent link: https://www.econbiz.de/10009627286

Multiple unknown breaks, the expectations hypothesis of the term structure and monetary policy settings

Detken, Annette; Kugler, Peter - In: Applied economics quarterly 49 (2003) 2, pp. 123-137

Persistent link: https://www.econbiz.de/10001788741

Stress testing German industry sectors : results from a vine copula based quantile regression

Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; … - In: Risks : open access journal 5 (2017) 3, pp. 1-13

Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors....

Persistent link: https://www.econbiz.de/10011688255