robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility …

This paper describes the application of a semiparametric approach, known as a varying coefficients model (Hastie and …

) semiparametric binary response model. …

A semiparametric method is studied for estimating the dependence parameter and the joint distribution of the error term … arguments that would be useful for other potential extensions of this semiparametric approach. It is shown that the proposed … in practice. In this simulation study, our proposed semiparametric method performed better than the well-known parametric …

This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and … a semiparametric setting, we develop estimators for both the marginal effects and the underlying model parameters. The …

coefficients are proposed. In particular, we propose a three stage semiparametric procedure. Both consistency and asymptotic …

This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other …