Showing 71 - 80 of 247
Canadian Census Master Datafiles and applying both parametric and semiparametric techniques, it is found that unlike recently …
Persistent link: https://www.econbiz.de/10011940739
Off-farm employment has been an integral part of the emerging structure of production agriculture in the South. Government farm program payments, farm structure, and strong non-farm economy have important impact on labor allocation, farm and non-farm labor, decision of farm operators. The...
Persistent link: https://www.econbiz.de/10009443200
semiparametric varying coefficient periodic model which is suitable to studyperiodic patterns. This model has ample applications in …
Persistent link: https://www.econbiz.de/10009464826
restriction, the semiparametric information bound is zero, even when the homoskedastic error term is parametrically specified …
Persistent link: https://www.econbiz.de/10009475499
Semi-parametric and nonparametric modeling and inference have been widely studied duringthe last two decades. In this ….Firstly, we develop a semi-parametric additivity test for nonparametric multi-dimensionalmodel. The test statistic can test two or …
Persistent link: https://www.econbiz.de/10009477898
simulation, and extreme value theory. A new semiparametric model based on density ratio is developed in Chapter three. By … the VaR. We ran a monte carlo simulation to compare the semiparametric model and the traditional VaR models under many … different scenarios. In several cases, the semiparametric model performs quite satisfactorily. Furthermore, when applied to real …
Persistent link: https://www.econbiz.de/10009450634
Highly structured generalised response models, such as generalised linear mixed models and generalised linear models for time series regression, have become an indispensable vehicle for data analysis and inference in many areas of application. However, their use in practice is hindered by...
Persistent link: https://www.econbiz.de/10009457431
) semiparametric binary response model. …
Persistent link: https://www.econbiz.de/10012215368
We examine the (potentially nonlinear) relationship between inequality and growth using a method which does not require an a priori assumption on the underlying functional form. This approach reveals a plateau completely missed by commonly used (nonlinear) parametric approaches - the economy...
Persistent link: https://www.econbiz.de/10010481670
In the semiparametric additive hazard regression model of McKeague and Sasieni (1994), the hazard contributions of some …
Persistent link: https://www.econbiz.de/10010310044