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This paper develops methodology for semiparametric panel data models in a setting where both the time series and the …
Persistent link: https://www.econbiz.de/10009692013
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This paper develops methodology for semiparametric panel data models in a setting where both the time series and the …
Persistent link: https://www.econbiz.de/10013088013
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other … twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric …
Persistent link: https://www.econbiz.de/10014196245
Modern systems of official statistics require the timely estimation of area-specific densities of sub …-parametric kernel density estimation that reverses the rounding process by using a Bayesian measurement error model. The methodology is …
Persistent link: https://www.econbiz.de/10010486952
There are various competing procedures to determine whether fractional cointegration is present in a multivariate time series, but no standard approach has emerged. We provide a synthesis of this literature and conduct a detailed comparative Monte Carlo study to guide empirical researchers in...
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