In this paper, we conduct simultaneous inference of the non-parametric part of a partially linear model when the non-parametric component is a multivariate unknown function. Based on semi-parametric estimates of the model, we construct a simultaneous confidence region of the multivariate...

In this paper, we analyze the nonparametric part of a partially linear model when the covariates in parametric and non-parametric parts are subject to measurement errors. Based on a two-stage semi-parametric estimate, we construct a uniform con dence surface of the multivariate function for...

The paper proposes a consistent estimator of time-varying risk aversion in consumption-based CAPM. Based on the Epstein–Zin–Weil (Epstein and Zin, 1989, 1991; Weil, 1989) recursive utility, we derive the Euler equation in which risk aversion is a non-parametric function of time. The proxy...

In this paper, the revised expectations model (REM) is developed to incorporate economic agents’ price expectation formation effects. With this incorporation, two models, an aggregate one sector model and a disaggregated multi-sector model, are estimated and used in density forecasting of the...

This article provides inference of the pollution and income relationship, typically known as the Environmental Kuznets Curve (EKC). We construct the Uniform Confidence Band (UCB) of the nonparametric component in the semiparametric EKC and test the hypothesis of an inverted U-shaped pattern.

In this paper, the revised expectations model (REM) is developed to incorporate economic agents' price expectation formation effects. With this incorporation, two models, an aggregate one sector model and a disaggregated multi-sector model, are estimated and used in density forecasting of the US...

In this paper, we conduct simultaneous inference of the non-parametric part of a partially linear model when the non-parametric component is a multivariate unknown function. Based on semi-parametric estimates of the model, we construct a simultaneous confidence region of the multivariate...

It is important for an IT service company (IS company) to fully take into account the differences in customer satisfaction across different customer groups. In this article, we consider three layers of customers in the client company. There are project directors who interface with and accept the...

Purpose: This study aims to explore how and what type of team diversity is related to team creativity in R&D organizations, incorporating conflict as a mediator and transformational leadership as a moderator. Design/methodology/approach: Survey questionnaires were used to collect data from 24...