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A Consistent Characteristic-Function-Based Test for Conditional Independence

Su, Liangjun; White, Halbert - Department of Economics, University of California-San … - 2003

method to expand the test statistic around the population truth and establish asymptotic normality under $\beta -$mixing …

Persistent link: https://www.econbiz.de/10010536485

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011

Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. Our results are for weakly dependent data and we prove oracle efficiency....

Persistent link: https://www.econbiz.de/10008861891

Does Mixed Methods Research Matter to Understanding Childhood Well-Being?

Jones, Nicola; Sumner, Andy - In: Social Indicators Research 90 (2009) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10009402348

An order-theoretic mixing condition for monotone Markov chains

Kamihigashi, Takashi; Stachurski, John - In: Statistics & Probability Letters 82 (2012) 2, pp. 262-267

We discuss the stability of discrete-time Markov chains satisfying monotonicity and an order-theoretic mixing condition …

Persistent link: https://www.econbiz.de/10010571801

Semiparametric EGARCH model with the case study of China stock market

Yang, Hu; Wu, Xingcui - In: Economic Modelling 28 (2011) 3, pp. 761-766

In this paper, we propose a new semiparametric method for GARCH model by combining the EGARCH (1,1) model and local polynomial regression. Based on the idea of two-stage estimate, a link function is estimated by the local polynomial and then the parameters are obtained via the weighted least...

Persistent link: https://www.econbiz.de/10010573294

PEER GROUP EFFECTS AND OPTIMAL EDUCATION SYSTEM

Hidalgo, Marisa - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2005

systems: tracking and mixing, and I propose several criteria to compare them. I find that at compulsory level, average human … capital across the population is maximized under tracking, although tracking does not dominates mixing according to first …

Persistent link: https://www.econbiz.de/10005515924

On the optimal allocation of students when peer effect works: Tracking vs Mixing

Hidalgo-Hidalgo, Marisa - Department of Economics, Leicester University - 2008

education policy. I analyze two polar education systems -tracking and mixing- and propose several criteria for their comparison … substitutes, all risk averse individuals prefer mixing. …

Persistent link: https://www.econbiz.de/10005385019

Asymptotic behavior ofL-statistics for a large class of time series

Puri, Madan; Ruymgaart, Frits - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 687-701

Persistent link: https://www.econbiz.de/10005395880

Rates in the Empirical Central Limit Theorem for Stationary Weakly Dependent Random Fields

Doukhan, Paul; Lang, Gabriel - In: Statistical Inference for Stochastic Processes 5 (2002) 2, pp. 199-228

Persistent link: https://www.econbiz.de/10005169108

Effects of ability mixing in high school on adulthood earnings: quasiexperimental evidence from South Korea

Kang, Changhui; Park, Cheolsung; Lee, Myoung-Jae - In: Journal of Population Economics 20 (2007) 2, pp. 269-297

Persistent link: https://www.econbiz.de/10005169354