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中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH4 Semiparametric Single Index Model
中山大学岭南学院 高级计量经济学 课件（I：Nonparametric Econometrics） CH4 Semiparametric Single Index Model
2017/6/14
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH4 Semiparametric Single Index Model。
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH3 Semiparametric Partially Linear Model
中山大学岭南学院 高级计量经济学 课件（I：Nonparametric Econometrics） CH3 Semiparametric Partially Linear Model
2017/6/14
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH3 Semiparametric Partially Linear Model。
Semiparametric Bayesian Modeling of Income Volatility Heterogeneity
hierarchical Dirichlet process income volatility state-space models
2016/3/18
Research on income risk typically treats its proxy—income volatility, the expected magnitude of income changes—as if it were unchanged for an individual over time, the same for everyone at a point in ...
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Nonlinearity Nonparametric regression Semiparametric regression Local mono- tonicity Bagging
2016/1/25
This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of...
Estimation in semiparametric models with missing data
Copulas imputation kernel smoothing missing at random nuisance function partially linear model
2016/1/25
We propose a novel varying coefficient model, called princi-pal varying coefficient model (PVCM), by characterizing the varying coeffi-cients through linear combinations of a few principal functions. ...
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Nonlinearity Nonparametric regression Semiparametric regression Local mono- tonicity Bagging
2016/1/20
This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang(2001). Asymptotic properties of ...
Estimation in semiparametric models with missing data
Copulas imputation kernel smoothing missing at random nuisance function partially linear model
2016/1/20
This paper considers the problem of parameter estimation in a general class of semiparametric models when observations are subject to missingness at random.The semiparametric models allow for estimati...
Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models
Forward Regression Partially Linear Model Profiled Forward Regres- 9 sion Screening Consistency
2016/1/19
Profiled Forward Regression for Ultrahigh Dimensional Variable Screening in Semiparametric Partially Linear Models.
Semiparametric Causality Tests Using the Policy Propensity Score
Potential outcomes conditional independence
2015/9/22
Time series data are widely used to explore causal relationships, typically in a regression
framework with lagged dependent variables. Regression-based causality tests rely on an
array of functional...
Causal e§ects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score
conditional independence tests instrument
2015/9/22
Macroeconomists have long been concerned with the causal e§ects of monetary policy. When the identiÖcation of causal e§ects is based on a selection-on-observables assumption, non-causality amount...
MULTISCALE MAXIMUM LIKELIHOOD ANALYSIS OF A SEMIPARAMETRIC MODEL, WITH APPLICATIONS
LIKELIHOOD ANALYSIS SEMIPARAMETRIC MODEL WITH APPLICATIONS
2015/8/20
A special semiparametric model for a univariate density is introduced
that allows analyzing a number of problems via appropriate transformations. Two problems treated in some detail are testing for t...
A Bayesian semiparametric multilevel survival modelling of age at first birth in Nigeria
childbearing age fertility first birth geo-additive models Nigeria prior and posterior distributions spatial analysis
2014/11/24
Background: The age at which childbearing begins influences the total number of children a woman bears throughout her reproductive period, in the absence of any active fertility control. For countries...
ZONAL AND REGIONAL LOAD FORECASTING IN THE NEW ENGLAND WHOLESALE ELECTRICITY MARKET: A SEMIPARAMETRIC REGRESSION APPROACH
Load Forecasting Penalized Splines Mixed
2014/11/11
Power system planning, reliability analysis and economically efficient capacity scheduling all rely heavily on electricity demand forecasting models. In the context of a deregulated wholesale electric...
Local Identification of Nonparametric and Semiparametric Models
Identification local identification nonparametric models asset pricing
2014/9/9
In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiab...
Bayesian semiparametric analysis for two-phase studies of gene-environment interaction
Biased sampling colorectal cancer Dirichlet prior exposure enriched sampling gene-environment independence jointeffects multivariate categorical distribution spike and slab prior
2013/6/14
The two-phase sampling design is a cost-efficient way of collecting expensive covariate information on a judiciously selected subsample. It is natural to apply such a strategy for collecting genetic d...