Stefan Sperlich
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Krishna Pendakur & Stefan Sperlich, 2010.
"Semiparametric estimation of consumer demand systems in real expenditure,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
Mentioned in:
Working papers
- Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016.
"Export Promotion: what works?,"
CEPR Discussion Papers
11270, C.E.P.R. Discussion Papers.
- Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017. "Export Promotion: what works?," Working Papers P184, FERDI.
- Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017. "Export Promotion: what works?," Working Papers P184, FERDI.
Cited by:
- Jaime DE MELO & Ben SHEPHERD, 2018.
"The Economics of Non-Tariff Measures: A Primer,"
Working Papers
P212, FERDI.
- Jaime DE MELO & Ben SHEPHERD, 2018. "The Economics of Non-Tariff Measures: A Primer," Working Papers P212, FERDI.
- Jaime de Melo, 2020. "A Dashboard for Trade Policy Diagnostics," Working Papers hal-03004368, HAL.
- Allan Sørensen, 2020. "Export promotion and intra‐industry reallocations," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 303-319, May.
- (ed.), 0. "Research Handbook on Economic Diplomacy," Books, Edward Elgar Publishing, number 16053.
- Aalto, Eero & Gustafsson, Robin, 2020. "Export Promotion Rationales and Impacts – A Review," ETLA Reports 100, The Research Institute of the Finnish Economy.
- Ahmed Boutorat & Loe Franssen, 2023. "Economic missions and firm internationalization: evidence from the Netherlands," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(3), pages 787-826, August.
- Jaime DE MELO & Marcelo OLARREAGA, 2017.
"Trade Related Institutions and Development,"
Working Papers
P199, FERDI.
- Jaime DE MELO & Marcelo OLARREAGA, 2017. "Trade Related Institutions and Development," Working Papers P199, FERDI.
- Sperlich, Stefan & Uriarte Ayo, José Ramón, 2014.
"The Economics of "Why is it so hard to save a threatened Language?","
IKERLANAK
info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
Cited by:
- Uriarte Ayo, José Ramón, 2015. "A Game-Theoreteic Analysis of Minority Language Use in Multilingual Societies," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
- Barañano Mentxaka, Ilaski & Kovarik, Jaromir & Uriarte Ayo, José Ramón, 2014. "Experimental Economics Meets Language Choice," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2011.
"A Review and Comparison of Bandwidth Selection Methods for Kernel Regression,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
95, Courant Research Centre PEG.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2014. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," International Statistical Review, International Statistical Institute, vol. 82(2), pages 243-274, August.
Cited by:
- Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
- Rahvar, Sepehr & Reihani, Erfan S. & Golestani, Amirhossein N. & Hamounian, Abolfazl & Aghaei, Fatemeh & Sahimi, Muhammad & Manshour, Pouya & Paluš, Milan & Feudel, Ulrike & Freund, Jan A. & Lehnertz,, 2024. "Characterizing time-resolved stochasticity in non-stationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 185(C).
- Inés Barbeito & Ricardo Cao & Stefan Sperlich, 2023. "Bandwidth selection for statistical matching and prediction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 418-446, March.
- Kateřina Konečná & Ivanka Horová, 2019. "Maximum likelihood method for bandwidth selection in kernel conditional density estimate," Computational Statistics, Springer, vol. 34(4), pages 1871-1887, December.
- Olga Y. Savchuk & Jeffrey D. Hart, 2017. "Fully robust one-sided cross-validation for regression functions," Computational Statistics, Springer, vol. 32(3), pages 1003-1025, September.
- Samuele Tosatto & Riad Akrour & Jan Peters, 2020. "An Upper Bound of the Bias of Nadaraya-Watson Kernel Regression under Lipschitz Assumptions," Stats, MDPI, vol. 4(1), pages 1-17, December.
- Jan Koláček & Ivana Horová, 2017. "Bandwidth matrix selectors for kernel regression," Computational Statistics, Springer, vol. 32(3), pages 1027-1046, September.
- Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera, 2021. "Nonparametric multiple regression estimation for circular response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 650-672, September.
- Roland Langrock & Nils-Bastian Heidenreich & Stefan Sperlich, 2014. "Kernel-based semiparametric multinomial logit modelling of political party preferences," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 435-449, August.
- Fritz, Marlon, 2019. "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, vol. 83(C), pages 312-325.
- Bansal, Prateek & Daziano, Ricardo A. & Sunder, Naveen, 2019. "Arriving at a decision: A semi-parametric approach to institutional birth choice in India," Journal of choice modelling, Elsevier, vol. 31(C), pages 86-103.
- Stefan Sperlich, 2022. "Comments on: hybrid semiparametric Bayesian networks," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 335-339, June.
- Olga Y. Savchuk, 2020. "One-sided cross-validation for nonsmooth density functions," Computational Statistics, Springer, vol. 35(3), pages 1253-1272, September.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011.
"Estimating and Predicting Household Expenditures and Income Distributions,"
MAGKS Papers on Economics
201147, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
Cited by:
- Lucia Rizzica, 2018.
"When the Cat’s Away The Effects of Spousal Migration on Investments on Children,"
The World Bank Economic Review, World Bank, vol. 32(1), pages 85-108.
- Lucia Rizzica, "undated". "When the Cat\'s Away... The Effects of Spousal Migration on Investments on Children," Development Working Papers 361, Centro Studi Luca d'Agliano, University of Milano.
- Lucia,Rizzica, 2016. "When the cat's away : the effects of spousal migration on investments on children," Policy Research Working Paper Series 7838, The World Bank.
- Lucia Rizzica, 2018.
"When the Cat’s Away The Effects of Spousal Migration on Investments on Children,"
The World Bank Economic Review, World Bank, vol. 32(1), pages 85-108.
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010.
"Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
50, Courant Research Centre PEG, revised 21 Jul 2011.
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2012. "Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1286-1296, December.
Cited by:
- Peter Pütz & Thomas Kneib, 2018. "A penalized spline estimator for fixed effects panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 145-166, April.
- Umberto Amato & Anestis Antoniadis & Italia De Feis, 2016. "Additive model selection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 519-564, November.
- Yang, Lianqiang & Hong, Yongmiao, 2017. "Adaptive penalized splines for data smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 70-83.
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012.
"Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
127, Courant Research Centre PEG.
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2014. "Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 468-482, July.
- Rosales, Francisco & von-Cramon, Stephan, 2015. "Analysis of Price Transmission using a Nonparametric Error Correction Model with Time-Varying Cointegration," 2015 Conference, August 9-14, 2015, Milan, Italy 230227, International Association of Agricultural Economists.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Peter Pütz & Thomas Kneib, 2016. "A Penalized Spline Estimator for Fixed Effects Panel Data Models," SOEPpapers on Multidisciplinary Panel Data Research 827, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Benjamin Owusu & Bettina Bökemeier & Alfred Greiner, 2023. "Assessing nonlinearities and heterogeneity in debt sustainability analysis: a panel spline approach," Empirical Economics, Springer, vol. 64(3), pages 1315-1346, March.
- Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
- K. De Brabanter & Y. Liu & C. Hua, 2016. "Convergence rates for uniform confidence intervals based on local polynomial regression estimators," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 31-48, March.
- Hess, Sebastian & Cramon-Taubadel, Stephan von & Sperlich, Stefan, 2010.
"Numbers for Pascal: explaining differences in the estimated benefits of the Doha Development Agenda,"
DARE Discussion Papers
1001, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
Cited by:
- Danne, Michael & Mußhoff, Oliver, 2018. "Producers' valuation of animal welfare practices: Does herd size matter?," DARE Discussion Papers 1801, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Bilal, Muhammad & Barkmann, Jan & Jaghdani, Tinoush Jamali, 2017. "To analyse the suitability of a set of soical and economic indicators that assesses the impact on SI enhancing advanced technological inputs by farming households in Punjab Pakistan," DARE Discussion Papers 1708, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Danne, Michael & Mußhoff, Oliver & Schulte, Michael, 2018.
"Analysing the importance of glyphosate as part of agricultural srategies: A discrete choice experiment,"
DARE Discussion Papers
1802, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Danne, M. & Musshoff, O. & Schulte, M., 2019. "Analysing the importance of glyphosate as part of agricultural strategies: A discrete choice experiment," Land Use Policy, Elsevier, vol. 86(C), pages 189-207.
- Esther Decimavilla & Carlos San Juan Mesonada & Stefan Sperlich, 2005.
"Precio de la tierra con presión urbana: Un modelo para España,"
Urban/Regional
0512010, University Library of Munich, Germany.
- Decimavilla, Esther & San Juan, Carlos & Sperlich, Stefan, 2008. "Precio de la tierra con presión urbana: un modelo para España," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 8(01), pages 1-17.
- Esther Decimavilla & Carlos San Juan Mesonada & Stefan Sperlich, 2005. "Precio de la tierra con presión urbana: Un modelo para España," Urban/Regional 0512011, University Library of Munich, Germany.
Cited by:
- Donoso, Guillermo & Cancino, Jose P. & Foster, William, 2013. "Farmland values and agricultural growth: the case of Chile," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 13(02), pages 1-20, December.
- Carlos San Juan Mesonada & Stefan Sperlich & Carmen Murillo & Werner Kleinhans, 2005.
"Efficiency, subsidies and environmental adaptation of animal farming under CAP,"
Others
0512015, University Library of Munich, Germany.
- Werner Kleinhanß & Carmen Murillo & Carlos San Juan & Stefan Sperlich, 2007. "Efficiency, subsidies, and environmental adaptation of animal farming under CAP," Agricultural Economics, International Association of Agricultural Economists, vol. 36(1), pages 49-65, January.
Cited by:
- Theodoros Skevas & Teresa Serra, 2016. "The role of pest pressure in technical and environmental inefficiency analysis of Dutch arable farms: an event-specific data envelopment approach," Journal of Productivity Analysis, Springer, vol. 46(2), pages 139-153, December.
- Calogero Schillaci & Tommaso Tadiello & Marco Acutis & Alessia Perego, 2021. "Reducing Topdressing N Fertilization with Variable Rates Does Not Reduce Maize Yield," Sustainability, MDPI, vol. 13(14), pages 1-14, July.
- Menozzi, Davide & Fioravanzi, Martina & Donati, Michele, 2015. "Farmer’s motivation to adopt sustainable agricultural practices," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 4(2), pages 1-23, August.
- Trnkova, Gabriela & Mala, Zdenka & Vasilenko, Alexandr, 2012. "Analysis of the Effects of Subsidies on the Economic Behavior of Agricultural Businesses Focusing on Animal Production," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-12, December.
- Sokol, Ondřej & Frýd, Lukáš, 2023. "DEA efficiency in agriculture: Measurement unit issues," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).
- Minviel, Jean Joseph & Latruffe, Laure, 2014. "Meta-regression analysis of the impact of agricultural subsidies on farm technical efficiency," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182767, European Association of Agricultural Economists.
- Musshoff, Oliver & Hirschauer, Norbert & Herink, Michael, 2009. "Bei welchen Problemstrukturen sind Data-Envelopment-Analysen sinnvoll? Eine kritische Würdigung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(02), pages 1-11, February.
- Latruffe, Laure & Bravo-Ureta, Boris E. & Moreira, Victor H. & Desjeux, Yann & Dupraz, Pierre, 2011. "Productivity and Subsidies in European Union Countries: An Analysis for Dairy Farms Using Input Distance Frontiers," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114396, European Association of Agricultural Economists.
- Nicola GALLUZZO, 2016. "An analysis of the efficiency in a sample of small Italian farms part of the FADN dataset," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 62(2), pages 62-70.
- Sara Pavone & Elena Ragazzi & Lisa Sella, 2015. "Sostenere le imprese agro-industriali in Piemonte: un?analisi controfattuale," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(3 Suppl.), pages 129-143.
- Emvalomatis, Grigorios & Oude Lansink, Alfons G.J.M. & Stefanou, Spiro E., 2008. "An Examination of the Relationship Between Subsidies on Production and Technical Efficiency in Agriculture: The Case of Cotton Producers in Greece," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6673, European Association of Agricultural Economists.
- Thomas Slijper & Yann de Mey & P Marijn Poortvliet & Miranda P M Meuwissen, 2022. "Quantifying the resilience of European farms using FADN," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 49(1), pages 121-150.
- F. Střeleček & R. Zdeněk & J. Lososová, 2009. "Comparison of agricultural subsidies in the Czech Republic and in the selected states of the European Union," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 55(11), pages 519-533.
- Quiroga, Sonia & Suárez, Cristina & Fernández-Haddad, Zaira & Philippidis, George, 2017. "Levelling the playing field for European Union agriculture: Does the Common Agricultural Policy impact homogeneously on farm productivity and efficiency?," Land Use Policy, Elsevier, vol. 68(C), pages 179-188.
- Arnott, David & Chadwick, David & Harris, Ian & Koj, Aleksandra & Jones, David L., 2019. "What can management option uptake tell us about ecosystem services delivery through agri-environment schemes?," Land Use Policy, Elsevier, vol. 81(C), pages 194-208.
- Ayouba, Kassoum & Boussemart, Jean-Philippe & Vigeant, Stéphane, .
"The impact of single farm payments on technical inefficiency of French crop farms,"
Review of Agricultural, Food and Environmental Studies, Institut National de la Recherche Agronomique (INRA), vol. 98(1/2).
- Kassoum Ayouba & Jean-Philippe Boussemart & Stéphane Vigeant, 2017. "The impact of single farm payments on technicalinefficiency of French crop farms," Review of Agricultural, Food and Environmental Studies, INRA Department of Economics, vol. 98(1-2), pages 1-23.
- Jean-Philippe Boussemart & Kassoum Ayouba & Stephane Vigeant, 2017. "The impact of single farm payments on technical inefficiency of French crop farms," Post-Print hal-01680258, HAL.
- Kassoum Ayouba & Jean-Philippe Boussemart & Stéphane Vigeant, 2017. "The impact of single farm payments on technical inefficiency of French crop farms," Review of Agricultural, Food and Environmental Studies, Springer, vol. 98(1), pages 1-23, July.
- Henningsen, Arne & Kumbhakar, Subal C. & Lien, Gudbrand D., 2011.
"Econometric Analysis of the Effects of Subsidies on Farm Production in Case of Endogenous Input Quantities,"
2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland
114548, European Association of Agricultural Economists.
- Henningsen, Arne & Kumbhakar, Subal C. & Lien, Gudbrand D., 2009. "Econometric Analysis of the Effects of Subsidies on Farm Production in Case of Endogenous Input Quantities," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49728, Agricultural and Applied Economics Association.
- Tovar Reanos, Miguel & Martinez-Cillero, Maria, 2021. "Technical efficiency and equity effects of environmental payments in Ireland," Papers WP711, Economic and Social Research Institute (ESRI).
- Isidoro GUZMÁN & Narciso ARCAS, 2008. "The Usefulness Of Accounting Information In The Measurement Of Technical Efficiency In Agricultural Cooperatives," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 79(1), pages 107-131, March.
- Bakucs, Lajos Zoltan & Ferto, Imre & Latruffe, Laure & Desjeux, Yann & Soboh, Rafat & Dolman, Mark, 2011. "Comparative Analysis of Technical Efficiency in European Agriculture," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114235, European Association of Agricultural Economists.
- Menozzi, Davide & Fioravanzi, Martina & Donati, Michele, 2014. "Understanding Farmers’ Responses To Cap Reform," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182811, European Association of Agricultural Economists.
- Zoltan Bakucs & Imre Fertő & József Fogarasi & Laure Latruffe & Yann Desjeux & Eduard Matveev & Sonia Marongiu & Mark Dolman & Rafat Soboh, 2011.
"EU farms’ technical efficiency and productivity change in 1990 – 2006 [Efficacité technique et changement de productivité des exploitations agricoles européennes 1990-2006],"
Post-Print
hal-02808334, HAL.
- Bakucs, Lajos Zoltan & Ferto, Imre & Fogarasi, Jozsef & Latruffe, Laure & Desjeux, Yann & Matveev, Eduard & Marongiu, Sonia & Dolman, Mark & Soboh, Rafat, 2011. "EU farms’ technical efficiency and productivity change in 1990 – 2006," 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK 108773, Agricultural Economics Society.
- Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2010. "Modeling beef supply response and price volatility under CAP reforms: The case of Greece," Food Policy, Elsevier, vol. 35(2), pages 163-174, April.
- Khafagy, Amr & Vigani, Mauro, 2022. "Technical change and the Common Agricultural Policy," Food Policy, Elsevier, vol. 109(C).
- Qirui Li & T. S. Amjath-Babu & Peter Zander & Zhen Liu & Klaus Müller, 2016. "Sustainability of Smallholder Agriculture in Semi-Arid Areas under Land Set-aside Programs: A Case Study from China’s Loess Plateau," Sustainability, MDPI, vol. 8(4), pages 1-17, April.
- Zhu, Xueqin & Demeter, Robert Milan & Oude Lansink, Alfons G.J.M., 2008. "Competitiveness of dairy farms in three countries: the role of CAP subsidies," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44143, European Association of Agricultural Economists.
- Zhu, Xueqin & Milán Demeter, Róbert, 2012. "Technical efficiency and productivity differentials of dairy farms in three EU countries: the role of CAP subsidies," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 13(1), pages 1-27.
- Frýd, Lukáš & Sokol, Ondřej, 2021. "Relationships between technical efficiency and subsidies for Czech farms: A two-stage robust approach," Socio-Economic Planning Sciences, Elsevier, vol. 78(C).
- Kamer-Ainur AIVAZ, 2021. "Investigating the Impact of Subsidy Revenues on Turnover at the Level of Agriculture, Forestry and Fishing Companies in the Coastal Area of the Black Sea," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 31-38.
- Zdenka NAGLOVA & Martin GURTLER, 2016. "Consequences of supports to the economic situation of farms with respect to their size," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 62(7), pages 311-323.
- Murillo Carmen & San Juan Carlos & Sperlich Stefan, 2007. "An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 227(3), pages 273-294, June.
- Ștefan-Mihai PETREA & Dragos Sebastian Cristea & Maria Magdalena Turek Rahoveanu & Cristina Gabriela Zamfir & Adrian Turek Rahoveanu & Gheorghe Adrian Zugravu & Dumitru Nancu, 2020. "Perspectives of the Moldavian Agricultural Sector by Using a Custom-Developed Analytical Framework," Sustainability, MDPI, vol. 12(11), pages 1-40, June.
- Skevas, Theodoros & Lansink, Alfons Oude & Stefanou, Spiro E., 2012. "Measuring technical efficiency in the presence of pesticide spillovers and production uncertainty: The case of Dutch arable farms," European Journal of Operational Research, Elsevier, vol. 223(2), pages 550-559.
- Tomislav Herceg & Iva Vuksanovic, 2017. "Technological progress in Croatian perennial agriculture," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 6(1), pages 18-32, May.
- Latruffe, Laure & Bravo-Ureta, Boris E. & Moreira, Victor H. & Desjeux, Yann & Dupraz, Pierre, 2012. "Productivity and Subsidies in the European Union: An Analysis for Dairy Farms Using Input Distance Frontiers," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126846, International Association of Agricultural Economists.
- Neumeyer, Natalie & Sperlich, Stefan, 2003.
"Comparison of separable components in different samples,"
Technical Reports
2003,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Natalie Neumeyer & Stefan Sperlich, 2006. "Comparison of Separable Components in Different Samples," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 477-501, September.
Cited by:
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 245-265, April.
- Neumeyer, Natalie & Van Keilegom, Ingrid, 2010. "Estimating the error distribution in nonparametric multiple regression with applications to model testing," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1067-1078, May.
- Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
- Neumeyer, Natalie & Noh, Hohsuk & Van Keilegom, Ingrid, 2014. "Heteroscedastic semiparametric transformation models: estimation and testing for validity," LIDAM Discussion Papers ISBA 2014047, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Lin, Wei & Kulasekera, K.B., 2010. "Testing the equality of linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1156-1167, May.
- Stefan Sperlich & Yvonne Sperlich, 2017. "Growth and convergence in South–South integration areas: An empirical analysis," Review of International Economics, Wiley Blackwell, vol. 25(4), pages 799-830, September.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001.
"Bootstrap Inference in Semiparametric Generalized Additive Models,"
Finance Working Papers
01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
- Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Cited by:
- Wu, Ximing & Sickles, Robin, 2018.
"Semiparametric estimation under shape constraints,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 74-89.
- Wu, Ximing & Sickles, Robin, 2014. "Semiparametric Estimation under Shape Constraints," Working Papers 15-021, Rice University, Department of Economics.
- Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002.
"Semi-parametric Models for Satisfaction with Income,"
Discussion Paper
2002-87, Tilburg University, Center for Economic Research.
- Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers CWP12/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002. "Semi-parametric Models for Satisfaction with Income," Other publications TiSEM a7ab8987-444a-4ab0-b566-c, Tilburg University, School of Economics and Management.
- Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP29/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Krishna Pendakur & Stefan Sperlich, 2010. "Semiparametric estimation of consumer demand systems in real expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and Predicting Household Expenditures and Income Distributions," MAGKS Papers on Economics 201147, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Øystein Sørensen & Anders M. Fjell & Kristine B. Walhovd, 2023. "Longitudinal Modeling of Age-Dependent Latent Traits with Generalized Additive Latent and Mixed Models," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 456-486, June.
- Peter Pütz & Thomas Kneib, 2018. "A penalized spline estimator for fixed effects panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 145-166, April.
- Roca-Pardinas, Javier & Cadarso-Suarez, Carmen & Tahoces, Pablo G. & Lado, Maria J., 2008. "Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1958-1970, January.
- Roca-Pardinas, Javier & Sperlich, Stefan, 2007. "Testing the link when the index is semiparametric--a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6565-6581, August.
- William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Suneel Babu Chatla, 2023. "Nonparametric inference for additive models estimated via simplified smooth backfitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 71-97, February.
- Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers CWP01/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Enno Mammen, 2007. "Comments on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 462-464, December.
- Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers 29/13, Institute for Fiscal Studies.
- de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Li, Rui & Wan, Alan T.K. & You, Jinhong, 2016. "Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 401-423.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
- María José Lombardía & Stefan Sperlich, 2008. "Semiparametric inference in generalized mixed effects models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 913-930, November.
- Yang, Jing & Yang, Hu, 2016. "A robust penalized estimation for identification in semiparametric additive models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 268-277.
- Xu Guo & Tao Wang & Lixing Zhu, 2016. "Model checking for parametric single-index models: a dimension reduction model-adaptive approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(5), pages 1013-1035, November.
- Jing Yang & Hu Yang & Fang Lu, 2019. "Rank-based shrinkage estimation for identification in semiparametric additive models," Statistical Papers, Springer, vol. 60(4), pages 1255-1281, August.
- Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers 12/02, Institute for Fiscal Studies.
- Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer, 2022. "Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold," LIDAM Discussion Papers ISBA 2022004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers 01/17, Institute for Fiscal Studies.
- Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
- Yu, Zhuoxi & Yang, Kai & Parmar, Milan, 2018. "Empirical likelihood based inference for generalized additive partial linear models," Applied Mathematics and Computation, Elsevier, vol. 339(C), pages 105-112.
- Rui Li & Chenlei Leng & Jinhong You, 2017. "A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 932-950, December.
- Yang, Lijian & Hardle, Wolfgang, 2000.
"Derivative estimation and testing in generalized additive models,"
DES - Working Papers. Statistics and Econometrics. WS
10084, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Cited by:
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Hardle, Wolfgang & Spokoiny, Vladimir, 2000.
"Structural tests in additive regression,"
DES - Working Papers. Statistics and Econometrics. WS
9863, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
Cited by:
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2012.
"Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1286-1296, December.
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
- Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
- Donkers, Bas & Schafgans, Marcia M. A., 2005.
"A method of moments estimator for semiparametric index models,"
LSE Research Online Documents on Economics
6815, London School of Economics and Political Science, LSE Library.
- Bas Donkers & Marcia M Schafgans, 2005. "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series 493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
- Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 691-714, September.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Yousefi, Shahriar & Weinreich, Ilona & Reinarz, Dominik, 2005. "Wavelet-based prediction of oil prices," Chaos, Solitons & Fractals, Elsevier, vol. 25(2), pages 265-275.
- Sperlich, Stefan & Zelinka, Jiérí, 2000.
"Generalized additive models,"
SFB 373 Discussion Papers
2000,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 1998.
"Semiparametric additive indices for binary response and generalized additive models,"
SFB 373 Discussion Papers
1998,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Jorge Hugo Barrientos Marín, 2006.
"Estimation And Testing An Additive Partially Linear Model In A Sysmtem Of Engel Curves,"
Grupo Microeconomía Aplicada
034, Universidad de Antioquia, Departamento de Economía.
- Jorge Barrientos Marin, 2006. "Estimation And Testing An Additive Partially Linear Model In A System Of Engel Curves," Working Papers. Serie AD 2006-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998.
"Semiparametric three step estimation methods in labor supply models,"
SFB 373 Discussion Papers
1998,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rodríguez-Póo, Juan M. & Fernández, Ana I., 1999. "Semiparametric three step estimation methods in labor supply models," DES - Working Papers. Statistics and Econometrics. WS 6379, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Jorge Hugo Barrientos Marín, 2006.
"Estimation And Testing An Additive Partially Linear Model In A Sysmtem Of Engel Curves,"
Grupo Microeconomía Aplicada
034, Universidad de Antioquia, Departamento de Economía.
- Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 1998.
"Nonparametric estimation and testing of interaction in additive models,"
SFB 373 Discussion Papers
1998,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
- Tjostheim, Dag & Yang, Lijian, 1999. "Nonparametric estimation and testing of interaction in additive models," DES - Working Papers. Statistics and Econometrics. WS 6387, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Cited by:
- Wang, Li & Wang, Suojin, 2011. "Nonparametric additive model-assisted estimation for survey data," Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1126-1140, August.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration,"
Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
- Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers 2002,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
- Laurence Ales & Kurnaz Musab & Sleet Christopher, "undated".
"Task, Talent, and Taxes,"
GSIA Working Papers
2014-E16, Carnegie Mellon University, Tepper School of Business.
- Musab Kurnaz & Christopher Sleet & Laurence Ales, 2014. "Tasks, Talents, And Taxes," 2014 Meeting Papers 1257, Society for Economic Dynamics.
- Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003.
"Estimation in semiparametric spatial regression,"
MPRA Paper
11979, University Library of Munich, Germany, revised Jul 2005.
- Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Estimation in semiparametric spatial regression," MPRA Paper 11971, University Library of Munich, Germany.
- Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015. "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 129-145.
- Roca-Pardinas, Javier & Cadarso-Suarez, Carmen & Tahoces, Pablo G. & Lado, Maria J., 2008. "Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1958-1970, January.
- Grasshoff, Ulrike & Schwalbach, Joachim, 1999. "Executive pay and corporate financial performance. An exploratiove data analysis," DES - Working Papers. Statistics and Econometrics. WS 6382, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
- Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
- Lawrence Dacuycuy, 2005. "Is the earnings-schooling relationship linear? a semiparametric analysis," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-8.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Lei Gao & Li Wang, 2011. "Security price responses to unexpected earnings: a nonparametric investigation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 241-258, June.
- Thanasis Stengos & Costantina Kottaridi, 2008.
"Foreign Direct Investment, Human Capital And Nonlinearities In Economic Growth,"
Working Paper series
20_08, Rimini Centre for Economic Analysis.
- Constantina Kottaridi & Thanasis Stengos, 2008. "Foreign Direct Investment, human capital and non-linearities in economic growth," Working Papers 019, University of Peloponnese, Department of Economics.
- Kottaridi, Constantina & Stengos, Thanasis, 2010. "Foreign direct investment, human capital and non-linearities in economic growth," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 858-871, September.
- Badi H. Baltagi & Dong Li, 2002.
"Series Estimation of Partially Linear Panel Data Models with Fixed Effects,"
Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 103-116, May.
- Badi H. Baltagi & Dong Li, "undated". "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Working Papers 0109, East Carolina University, Department of Economics.
- Abhijit Mandal, 2020. "An optimal test for the additive model with discrete or categorical predictors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1397-1417, December.
- Profit, Stefan, 1999.
"Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic,"
DES - Working Papers. Statistics and Econometrics. WS
6287, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
- Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
- Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
- Levine, Michael & Li, Jinguang (Tony), 2012. "A simple additivity test for conditionally heteroscedastic nonlinear autoregression," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2421-2429.
- Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Semiparametric spatial regression: theory and practice," MPRA Paper 11991, University Library of Munich, Germany, revised Oct 2006.
- Roland Langrock & Nils-Bastian Heidenreich & Stefan Sperlich, 2014. "Kernel-based semiparametric multinomial logit modelling of political party preferences," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 435-449, August.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
- Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
- Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
- Schimek, Michael G. & Turlach, Berwin A., 1998. "Additive and generalized additive models: A survey," SFB 373 Discussion Papers 1998,97, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Jorge Barrientos Marín, 2005. "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario, December.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
- Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
- Debbarh, Mohammed & Viallon, Vivian, 2008. "Testing additivity in nonparametric regression under random censorship," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2584-2591, November.
- Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 691-714, September.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Francesco Vidoli & Giancarlo Ferrara, 2015. "Analyzing Italian citrus sector by semi-nonparametric frontier efficiency models," Empirical Economics, Springer, vol. 49(2), pages 641-658, September.
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
- Taining Wang & Feng Yao & Subal C. Kumbhakar, 2024. "A flexible stochastic production frontier model with panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 564-588, June.
- Ferrara, Giancarlo & Vidoli, Francesco, 2017. "Semiparametric stochastic frontier models: A generalized additive model approach," European Journal of Operational Research, Elsevier, vol. 258(2), pages 761-777.
- Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
- Profit, Stefan & Sperlich, Stefan, 1998.
"Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic,"
SFB 373 Discussion Papers
1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
- Profit, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Cited by:
- Christopher A. Pissarides & Barbara Petrongolo, 2001.
"Looking into the Black Box: A Survey of the Matching Function,"
Journal of Economic Literature, American Economic Association, vol. 39(2), pages 390-431, June.
- Petrongolo, Barbara & Pissarides, Christopher, 2000. "Looking into the black box: a survey of the matching function," LSE Research Online Documents on Economics 2122, London School of Economics and Political Science, LSE Library.
- Barbara Petrongolo & Christopher A. Pissarides, 2000. "Looking Into the Black Box: A Survey of the Matching Function," CEP Discussion Papers dp0470, Centre for Economic Performance, LSE.
- Pissarides, Christopher & Petrongolo, Barbara, 2000. "Looking Into The Black Box: A Survey Of The Matching Function," CEPR Discussion Papers 2409, C.E.P.R. Discussion Papers.
- Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- Moore, Tomoe & Pentecost, Eric J., 2006. "An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach," Journal of Comparative Economics, Elsevier, vol. 34(2), pages 357-376, June.
- Pablo de Pedraza, 2008. "Labour Market Matching Efficiency In The Czech Republic Transition," William Davidson Institute Working Papers Series wp920, William Davidson Institute at the University of Michigan.
- Hardle, Wolfgang & Linton, Oliver, 1998.
"Integration and Backfitting methods in additive models: finite sample properties and comparison,"
DES - Working Papers. Statistics and Econometrics. WS
6270, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999. "Integration and backfitting methods in additive models-finite sample properties and comparison," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 419-458, December.
Cited by:
- Sukjin Han, 2012.
"Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification,"
Department of Economics Working Papers
140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
- Sukjin Han, 2020. "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
- Graciela Boente & Alejandra Martínez, 2017. "Marginal integration M-estimators for additive models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 231-260, June.
- Härdle Wolfgang Karl & Silyakova Elena, 2016. "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 1-20, September.
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- Berthold R. Haag, 2008. "Non‐parametric Regression Tests Using Dimension Reduction Techniques," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 719-738, December.
- Grasshoff, Ulrike & Schwalbach, Joachim, 1999. "Executive pay and corporate financial performance. An exploratiove data analysis," DES - Working Papers. Statistics and Econometrics. WS 6382, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Guo, Zheng-Feng & Shintani, Mototsugu, 2011. "Nonparametric lag selection for nonlinear additive autoregressive models," Economics Letters, Elsevier, vol. 111(2), pages 131-134, May.
- Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang, 2014. "Testing for additivity in partially linear regression with possibly missing responses," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 51-61.
- Graciela Boente & Alejandra Martínez & Matías Salibián-Barrera, 2017. "Robust estimators for additive models using backfitting," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 744-767, October.
- Rodriguez Poo, Juan M. & Vieu, Philippe, 2000. "Semiparametric estimation of weak and strong separable models," DES - Working Papers. Statistics and Econometrics. WS 10064, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
- Martins-Filho, Carlos & yang, ke, 2007. "Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion," MPRA Paper 39295, University Library of Munich, Germany.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998.
"Semiparametric three step estimation methods in labor supply models,"
SFB 373 Discussion Papers
1998,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rodríguez-Póo, Juan M. & Fernández, Ana I., 1999. "Semiparametric three step estimation methods in labor supply models," DES - Working Papers. Statistics and Econometrics. WS 6379, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004.
"Bootstrap Inference In Semiparametric Generalized Additive Models,"
Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and predicting the distribution of the number of visits to the medical doctor," MAGKS Papers on Economics 201148, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Wolfgang Karl Hardle & Elena Silyakova, 2020. "Implied Basket Correlation Dynamics," Papers 2009.09770, arXiv.org.
- Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998.
"Semiparametric three step estimation methods in labor supply models,"
SFB 373 Discussion Papers
1998,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rodríguez-Póo, Juan M. & Fernández, Ana I., 1999. "Semiparametric three step estimation methods in labor supply models," DES - Working Papers. Statistics and Econometrics. WS 6379, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
Cited by:
- Jaume Garcia & María J. Suárez, 2001. "Female labour supply in Spain: The importance of behavioural assumptions and unobserved heterogeneity specification," Economics Working Papers 542, Department of Economics and Business, Universitat Pompeu Fabra.
- Stefan Sperlich & Juan M. Rodríguez-Póo & Ana I. Fernández, 2005. "Semiparametric three-step estimation methods for simultaneous equation systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 699-721.
- Sperlich, S. & Linton, O. & Härdle, Wolfgang, 1997.
"A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models,"
SFB 373 Discussion Papers
1997,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
- Profit, Stefan, 1999.
"Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic,"
DES - Working Papers. Statistics and Econometrics. WS
6287, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
- Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997.
"Component analysis for additive models,"
SFB 373 Discussion Papers
1997,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"Structural Tests in Additive Regression,"
Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
- Hardle, Wolfgang & Spokoiny, Vladimir, 2000. "Structural tests in additive regression," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An adaptive, rate-optimal test of a parametric model against a nonparametric alternative," SFB 373 Discussion Papers 1999,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics.
- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"Structural Tests in Additive Regression,"
Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
- Severance-Lossin, E. & Sperlich, S., 1995.
"Estimation of Derivatives for Additive Separable Models,"
SFB 373 Discussion Papers
1995,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Severance-Lossin, E. & Sperlich, Stefan, 1997. "Estimation of derivates for additive separable models," SFB 373 Discussion Papers 1997,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998.
"Nonparametric autoregression with multiplicative volatility and additive mean,"
SFB 373 Discussion Papers
1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lijian Yang & Wolfgang Hardle & Jens Nielsen, 1999. "Nonparametric Autoregression with Multiplicative Volatility and Additive mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(5), pages 579-604, September.
- Yang, L. & Härdle, Wolfgang, 1996. "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Profit, Stefan, 1999.
"Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic,"
DES - Working Papers. Statistics and Econometrics. WS
6287, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
- Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Härdle, Wolfgang & Spokoiny, V. & Sperlich, S., 1995.
"Semiparametric Single Index Versus Fixed Link Function Modelling,"
SFB 373 Discussion Papers
1995,21, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Cited by:
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007.
"On the link between credibility and frequency premium,"
Working Papers
hal-00243063, HAL.
- Jean Pinquet & Montserrat Guillén & Catalina Bolancé, 2008. "On the link between credibility and frequency premium," Post-Print hal-00361645, HAL.
- Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004.
"Bootstrap Inference In Semiparametric Generalized Additive Models,"
Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007.
"On the link between credibility and frequency premium,"
Working Papers
hal-00243063, HAL.
Articles
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016.
"Nonparametric long term prediction of stock returns with generated bond yields,"
Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
Cited by:
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018. "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers 2018-08, University of Graz, Department of Economics.
- Cheng, T. & Gao, J. & Linton, O., 2019.
"Nonparametric Predictive Regressions for Stock Return Prediction,"
Cambridge Working Papers in Economics
1932, Faculty of Economics, University of Cambridge.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
- Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional Variance Forecasts for Long-Term Stock Returns," Risks, MDPI, vol. 7(4), pages 1-22, November.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Forecasting benchmarks of long-term stock returns via machine learning," Annals of Operations Research, Springer, vol. 297(1), pages 221-240, February.
- Hongbing OUYANG & Xiaolu WEI & Qiufeng WU, 2020. "Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 58-72, July.
- Zhao, Albert Bo & Cheng, Tingting, 2022. "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 288-317.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case," Mathematics, MDPI, vol. 8(6), pages 1-20, June.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
- Parastoo Mousavi, 2021. "Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns," Mathematics, MDPI, vol. 9(13), pages 1-18, July.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
Cited by:
- Inés Barbeito & Ricardo Cao & Stefan Sperlich, 2023. "Bandwidth selection for statistical matching and prediction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 418-446, March.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe, 2015.
"Specification Testing When The Null Is Nonparametric Or Semiparametric,"
Econometric Theory, Cambridge University Press, vol. 31(6), pages 1281-1309, December.
Cited by:
- Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
- Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015.
"Nonparametric prediction of stock returns based on yearly data: The long-term view,"
Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
Cited by:
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018. "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers 2018-08, University of Graz, Department of Economics.
- Cheng, T. & Gao, J. & Linton, O., 2019.
"Nonparametric Predictive Regressions for Stock Return Prediction,"
Cambridge Working Papers in Economics
1932, Faculty of Economics, University of Cambridge.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2017.
"Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction,"
Monash Econometrics and Business Statistics Working Papers
13/17, Monash University, Department of Econometrics and Business Statistics.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2018. "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers CWP03/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional Variance Forecasts for Long-Term Stock Returns," Risks, MDPI, vol. 7(4), pages 1-22, November.
- Michael Weba, 2024. "Investment strategies based on forecasts are (almost) useless," Papers 2408.01772, arXiv.org.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Forecasting benchmarks of long-term stock returns via machine learning," Annals of Operations Research, Springer, vol. 297(1), pages 221-240, February.
- Funke, Benedikt & Hirukawa, Masayuki, 2021. "Bias correction for local linear regression estimation using asymmetric kernels via the skewing method," Econometrics and Statistics, Elsevier, vol. 20(C), pages 109-130.
- Zhao, Albert Bo & Cheng, Tingting, 2022. "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 288-317.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case," Mathematics, MDPI, vol. 8(6), pages 1-20, June.
- Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020. "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 90-103.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
- Parastoo Mousavi, 2021. "Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns," Mathematics, MDPI, vol. 9(13), pages 1-18, July.
- Stefan Sperlich & Raoul Theler, 2015.
"Modeling heterogeneity: a praise for varying-coefficient models in causal analysis,"
Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
Cited by:
- Sunil Kanwar, 2022. "Innovation and Government Bureaucracy," Working papers 328, Centre for Development Economics, Delhi School of Economics.
- Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017.
"Export Promotion: what works?,"
Working Papers
P184, FERDI.
- Marcelo OLARREAGA & Stephan SPERLICH & Virginie TRACHSEL, 2017. "Export Promotion: what works?," Working Papers P184, FERDI.
- Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016. "Export Promotion: what works?," CEPR Discussion Papers 11270, C.E.P.R. Discussion Papers.
- Sunil Kanwar & Stefan Sperlich, 2023. "Direct foreign investment and intellectual property reform in the South," Journal of International Development, John Wiley & Sons, Ltd., vol. 35(6), pages 1456-1477, August.
- Ostap Okhrin & Stefan Trück, 2015. "Editorial to the special issue on Applicable semiparametrics of computational statistics," Computational Statistics, Springer, vol. 30(3), pages 641-646, September.
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015.
"Semi-mixed effects gravity models for bilateral trade,"
Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
Cited by:
- Enrique Martínez-Galán & Isabel Proença & Maria Paula Fontoura, 2015.
"Trade Potential Revisited: A Panel Data Analysis For Zimbabwe,"
Working Papers Department of Economics
2015/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Isabel PROENÇA & Enrique MARTINEZ-GALÁN & Maria Paula FONTOURA, 2017. "Trade Potential Revisited: A Panel Data Analysis For Zimbabwe," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 113-130.
- Enkang Li & Mengqiu Lu & Yu Chen, 2020. "Analysis of China’s Importance in “Belt and Road Initiative” Trade Based on a Gravity Model," Sustainability, MDPI, vol. 12(17), pages 1-21, August.
- Al Faithrich C. Navarrete & Virgillio M. Tatlonghari, 2018. "An empirical assessment of the effects of the Japan–Philippine Economic Partnership Agreement (JPEPA) on Philippine exports to Japan: a gravity model approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-20, December.
- Márcio Mateus & Isabel Proença & Paulo Júlio, 2016. "What Drives Foreign Direct Investment In The Tradable Sector?," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 21(2), pages 101-142.
- Enrique Martínez-Galán & Isabel Proença & Maria Paula Fontoura, 2015.
"Trade Potential Revisited: A Panel Data Analysis For Zimbabwe,"
Working Papers Department of Economics
2015/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Stefan Sperlich, 2014.
"On the choice of regularization parameters in specification testing: a critical discussion,"
Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
Cited by:
- Henderson, Daniel J. & Sperlich, Stefan, 2022. "A Complete Framework for Model-Free Difference-in-Differences Estimation," IZA Discussion Papers 15799, Institute of Labor Economics (IZA).
- Henderson, Daniel J. & Sheehan, Alice, 2018. "Kernel-based testing with skewed and heavy-tailed data: Evidence from a nonparametric test for heteroskedasticity," Economics Letters, Elsevier, vol. 172(C), pages 8-11.
- Xu Guo & Wangli Xu & Lixing Zhu, 2015. "Model checking for parametric regressions with response missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 229-259, April.
- Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana, 2015. "Robust inference in partially linear models with missing responses," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 88-98.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Ivan Korolev, 2018. "A Consistent Heteroskedasticity Robust LM Type Specification Test for Semiparametric Models," Papers 1810.07620, arXiv.org, revised Nov 2019.
- Stefan Sperlich, 2022. "Comments on: hybrid semiparametric Bayesian networks," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 335-339, June.
- Stefan Sperlich & Jose-Ramon Uriarte, 2019. "The economics of minority language use: theory and empirical evidence for a language game model," Papers 1908.11604, arXiv.org.
- Roland Langrock & Nils-Bastian Heidenreich & Stefan Sperlich, 2014.
"Kernel-based semiparametric multinomial logit modelling of political party preferences,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 435-449, August.
Cited by:
- Bansal, Prateek & Daziano, Ricardo A. & Sunder, Naveen, 2019. "Arriving at a decision: A semi-parametric approach to institutional birth choice in India," Journal of choice modelling, Elsevier, vol. 31(C), pages 86-103.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2014.
"A Review and Comparison of Bandwidth Selection Methods for Kernel Regression,"
International Statistical Review, International Statistical Institute, vol. 82(2), pages 243-274, August.
See citations under working paper version above.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2011. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 95, Courant Research Centre PEG.
- González Manteiga, Wenceslao & Lombardía, María José & Martínez Miranda, María Dolores & Sperlich, Stefan, 2013.
"Kernel smoothers and bootstrapping for semiparametric mixed effects models,"
Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 288-302.
Cited by:
- Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- Nikos Tzavidis & Li‐Chun Zhang & Angela Luna & Timo Schmid & Natalia Rojas‐Perilla, 2018. "From start to finish: a framework for the production of small area official statistics," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 927-979, October.
- Stefan Sperlich, 2013.
"Comments on: An updated review of Goodness-of-Fit tests for regression models,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
Cited by:
- Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch, 2015. "A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 197-213, March.
- G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo, 2019. "A two-sample test for the error distribution in nonparametric regression based on the characteristic function," Statistical Papers, Springer, vol. 60(4), pages 1369-1395, August.
- Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich, 2013.
"Bandwidth selection for kernel density estimation: a review of fully automatic selectors,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 403-433, October.
Cited by:
- Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
- Yicheng Tang & Xinyan Zhu & Wei Guo & Xinyue Ye & Tao Hu & Yaxin Fan & Faming Zhang, 2017. "Non-Homogeneous Diffusion of Residential Crime in Urban China," Sustainability, MDPI, vol. 9(6), pages 1-17, June.
- Xiang Li & Jiang Zhu & Tao Liu & Xiangdong Yin & Jiangchun Yao & Hao Jiang & Bing Bu & Jianlong Yan & Yixuan Li & Zhangcheng Chen, 2023. "Quota and Space Allocations of New Urban Land Supported by Urban Growth Simulations: A Case Study of Guangzhou City, China," Land, MDPI, vol. 12(6), pages 1-21, June.
- Dai, Xinliang & Qu, Sheng & Sui, Hao & Wu, Pingbo, 2022. "Reliability modelling of wheel wear deterioration using conditional bivariate gamma processes and Bayesian hierarchical models," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
- El Heda, Khadijetou & Louani, Djamal, 2018. "Optimal bandwidth selection in kernel density estimation for continuous time dependent processes," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 9-19.
- Inés Barbeito & Ricardo Cao & Stefan Sperlich, 2023. "Bandwidth selection for statistical matching and prediction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 418-446, March.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 14/14, Monash University, Department of Econometrics and Business Statistics.
- Xueming Li & Yishan Song & He Liu & Xinyu Hou, 2023. "Extraction of Urban Built-Up Areas Using Nighttime Light (NTL) and Multi-Source Data: A Case Study in Dalian City, China," Land, MDPI, vol. 12(2), pages 1-18, February.
- Joseph Ngatchou-Wandji & Marwa Ltaifa & Didier Alain Njamen Njomen & Jia Shen, 2022. "Nonparametric Estimation of the Density Function of the Distribution of the Noise in CHARN Models," Mathematics, MDPI, vol. 10(4), pages 1-20, February.
- Zening Xu & Xiaolu Gao & Zhiqiang Wang & Jie Fan, 2019. "Big Data-Based Evaluation of Urban Parks: A Chinese Case Study," Sustainability, MDPI, vol. 11(7), pages 1-16, April.
- Fang Chen & Huicong Jia & Enyu Du & Lei Wang & Ning Wang & Aqiang Yang, 2021. "Spatiotemporal Variations and Risk Analysis of Chinese Typhoon Disasters," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
- Meng Yang & Xiaoxu Sun & Xiaoting Deng & Zhixiong Lu & Tao Wang, 2023. "Extrapolation of Tractor Traction Resistance Load Spectrum and Compilation of Loading Spectrum Based on Optimal Threshold Selection Using a Genetic Algorithm," Agriculture, MDPI, vol. 13(6), pages 1-20, May.
- Jun Jiang & Nicholas B Larson & Naresh Prodduturi & Thomas J Flotte & Steven N Hart, 2019. "Robust hierarchical density estimation and regression for re-stained histological whole slide image co-registration," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-11, July.
- Liu, Zhi-Feng & Liu, You-Yuan & Chen, Xiao-Rui & Zhang, Shu-Rui & Luo, Xing-Fu & Li, Ling-Ling & Yang, Yi-Zhou & You, Guo-Dong, 2024. "A novel deep learning-based evolutionary model with potential attention and memory decay-enhancement strategy for short-term wind power point-interval forecasting," Applied Energy, Elsevier, vol. 360(C).
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2016.
"Nonparametric Localized Bandwidth Selection for Kernel Density Estimation,"
Monash Econometrics and Business Statistics Working Papers
7/16, Monash University, Department of Econometrics and Business Statistics.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
- Christoph Lambio & Tillman Schmitz & Richard Elson & Jeffrey Butler & Alexandra Roth & Silke Feller & Nicolai Savaskan & Tobia Lakes, 2023. "Exploring the Spatial Relative Risk of COVID-19 in Berlin-Neukölln," IJERPH, MDPI, vol. 20(10), pages 1-22, May.
- Escot, Lorenzo & Sandubete, Julio E., 2023. "Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms," Applied Mathematics and Computation, Elsevier, vol. 436(C).
- Qidi Dong & Jun Cai & Linjia Wu & Di Li & Qibing Chen, 2022. "Quantitative Identification of Rural Functions Based on Big Data: A Case Study of Dujiangyan Irrigation District in Chengdu," Land, MDPI, vol. 11(3), pages 1-17, March.
- O’Brien, Travis A. & Kashinath, Karthik & Cavanaugh, Nicholas R. & Collins, William D. & O’Brien, John P., 2016. "A fast and objective multidimensional kernel density estimation method: fastKDE," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 148-160.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2011.
"A Review and Comparison of Bandwidth Selection Methods for Kernel Regression,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
95, Courant Research Centre PEG.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2014. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," International Statistical Review, International Statistical Institute, vol. 82(2), pages 243-274, August.
- Gaoyuan Wang & Yixuan Wang & Yangli Li & Tian Chen, 2023. "Identification of Urban Clusters Based on Multisource Data—An Example of Three Major Urban Agglomerations in China," Land, MDPI, vol. 12(5), pages 1-25, May.
- Duan, Kun & Ren, Xiaohang & Shi, Yukun & Mishra, Tapas & Yan, Cheng, 2021. "The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach," Energy Economics, Elsevier, vol. 95(C).
- D.P. Amali Dassanayake & Igor Volobouev & A. Alexandre Trindade, 2017. "Local orthogonal polynomial expansion for density estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 806-830, October.
- Stefan Sperlich, 2022. "Comments on: hybrid semiparametric Bayesian networks," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 335-339, June.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Sreevani, & Murthy, C.A., 2016. "On bandwidth selection using minimal spanning tree for kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 67-84.
- Peiyuan Zhang & Jiaming Li & Wenzhong Zhang, 2022. "Characteristics of High-Technology Industry Migration within Metropolitan Areas—A Case Study of Beijing Metropolitan Area," Sustainability, MDPI, vol. 14(19), pages 1-19, October.
- M. Hiabu & E. Mammen & M. D. Martìnez-Miranda & J. P. Nielsen, 2016. "In-sample forecasting with local linear survival densities," Biometrika, Biometrika Trust, vol. 103(4), pages 843-859.
- Chengliang Liu & Tao Wang & Qingbin Guo, 2018. "Factors Aggregating Ability and the Regional Differences among China’s Urban Agglomerations," Sustainability, MDPI, vol. 10(11), pages 1-20, November.
- Michael Govorov & Giedrė Beconytė & Gennady Gienko, 2023. "Trivariate Kernel Density Estimation of Spatiotemporal Crime Events with Case Study for Lithuania," Sustainability, MDPI, vol. 15(11), pages 1-17, May.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 27/14, Monash University, Department of Econometrics and Business Statistics.
- Changhui Hu & Weidong Liu & Yuqiu Jia & Yaya Jin, 2019. "Characterization of Territorial Spatial Agglomeration Based on POI Data: A Case Study of Ningbo City, China," Sustainability, MDPI, vol. 11(18), pages 1-16, September.
- Yu Liu & Chen Zeng & Huatai Cui & Yanhua Song, 2018. "Sustainable Land Urbanization and Ecological Carrying Capacity: A Spatially Explicit Perspective," Sustainability, MDPI, vol. 10(9), pages 1-16, August.
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2012.
"Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1286-1296, December.
See citations under working paper version above.
- Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
- Ignacio Moral-Arce & Stefan Sperlich & Ana Fernández-Saínz & Maria Roca, 2012.
"Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis,"
Journal of Labor Research, Springer, vol. 33(2), pages 173-195, June.
Cited by:
- Inés Barbeito & Ricardo Cao & Stefan Sperlich, 2023. "Bandwidth selection for statistical matching and prediction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 418-446, March.
- Beimer, Waldemar & Maennig, Wolfgang, 2020. "On the price gap between single family houses and apartments," Journal of Housing Economics, Elsevier, vol. 49(C).
- Iga Magda & Ewa Cukrowska-Torzewska, 2018.
"Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises,"
IBS Working Papers
08/2018, Instytut Badan Strukturalnych.
- Magda, Iga & Cukrowska-Torzewska, Ewa, 2018. "Do Female Managers Help to Lower Within-Firm Gender Pay Gaps? Public Institutions vs. Private Enterprises," IZA Discussion Papers 12026, Institute of Labor Economics (IZA).
- Iga Magda & Ewa Cukrowska-Torzewska, 2019. "Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises," Working Papers 2019-01, Faculty of Economic Sciences, University of Warsaw.
- José Lombardía, María & Sperlich, Stefan, 2012.
"A new class of semi-mixed effects models and its application in small area estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2903-2917.
Cited by:
- Tamura, Karin Ayumi & Giampaoli, Viviana, 2013. "New prediction method for the mixed logistic model applied in a marketing problem," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 202-216.
- Tomasz Brodzicki & Katarzyna Sledziewska & Dorota Ciolek & Stanislaw Uminski, 2015. "Extended gravity model of Polish trade. Empirical analysis with panel data methods," Working Papers 1503, Instytut Rozwoju, Institute for Development.
- Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
- Xuemei Hu & Weiming Yang, 2019. "Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models," Statistical Papers, Springer, vol. 60(4), pages 1039-1058, August.
- Reluga, Katarzyna & Lombardía, María-José & Sperlich, Stefan, 2024. "Bootstrap-based statistical inference for linear mixed effects under misspecifications," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).
- Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011.
"Low dimensional semiparametric estimation in a censored regression model,"
Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
Cited by:
- Lu Li & Ruiting Hao & Xiaorong Yang, 2024. "Data Augmentation Based Quantile Regression Estimation for Censored Partially Linear Additive Model," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1083-1112, August.
- Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
- Mammen, Enno & MartÃnez Miranda, MarÃa Dolores & Nielsen, Jens Perch & Sperlich, Stefan, 2011.
"Do-Validation for Kernel Density Estimation,"
Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 651-660.
Cited by:
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
- María Luz Gámiz & Enno Mammen & María Dolores Martínez Miranda & Jens Perch Nielsen, 2016. "Double one-sided cross-validation of local linear hazards," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 755-779, September.
- Gámiz Pérez, M. Luz & Martínez Miranda, María Dolores & Nielsen, Jens Perch, 2013. "Smoothing survival densities in practice," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 368-382.
- Gámiz, María Luz & Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch, 2022. "Missing link survival analysis with applications to available pandemic data," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
- Olga Y. Savchuk & Jeffrey D. Hart, 2017. "Fully robust one-sided cross-validation for regression functions," Computational Statistics, Springer, vol. 32(3), pages 1003-1025, September.
- Karim M Abadir & Michel Lubrano, 2024. "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Post-Print hal-04678541, HAL.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2011.
"A Review and Comparison of Bandwidth Selection Methods for Kernel Regression,"
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
95, Courant Research Centre PEG.
- Max Köhler & Anja Schindler & Stefan Sperlich, 2014. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," International Statistical Review, International Statistical Institute, vol. 82(2), pages 243-274, August.
- Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
- Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich, 2013. "Bandwidth selection for kernel density estimation: a review of fully automatic selectors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 403-433, October.
- Olga Y. Savchuk, 2020. "One-sided cross-validation for nonsmooth density functions," Computational Statistics, Springer, vol. 35(3), pages 1253-1272, September.
- M. Hiabu & E. Mammen & M. D. Martìnez-Miranda & J. P. Nielsen, 2016. "In-sample forecasting with local linear survival densities," Biometrika, Biometrika Trust, vol. 103(4), pages 843-859.
- Michael Govorov & Giedrė Beconytė & Gennady Gienko, 2023. "Trivariate Kernel Density Estimation of Spatiotemporal Crime Events with Case Study for Lithuania," Sustainability, MDPI, vol. 15(11), pages 1-17, May.
- Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan, 2010.
"Semiparametric indirect utility and consumer demand,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2763-2775, November.
Cited by:
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- Stefan Sperlich & Jose-Ramon Uriarte, 2019. "The economics of minority language use: theory and empirical evidence for a language game model," Papers 1908.11604, arXiv.org.
- Fabrizio Balli, 2012. "Are Traditional Equivalence Scales Still Useful? A Review and A Possible Answer," Department of Economics University of Siena 656, Department of Economics, University of Siena.
- Dai, J. & Sperlich, S., 2010.
"Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2487-2497, November.
Cited by:
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017.
""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Working Papers REM
2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
E2019/6, Cardiff University, Cardiff Business School, Economics Section.
- Michael G. Arghyrou & Maria Dolores Gadea, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series 7532, CESifo.
- Charles Braymen & Eddery Lam, 2014. "Income Distribution and the Composition of Imports," The International Trade Journal, Taylor & Francis Journals, vol. 28(2), pages 121-139, June.
- Bernoth, Kerstin & Erdogan, Burcu, 2012.
"Sovereign bond yield spreads: A time-varying coefficient approach,"
Journal of International Money and Finance, Elsevier, vol. 31(3), pages 639-656.
- Bernoth, Kerstin & Erdogan, Burcu, 2010. "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers 289, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Kerstin Bernoth & Burcu Erdogan, 2010. "Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin 1078, DIW Berlin, German Institute for Economic Research.
- Gery Geenens, 2021. "Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R +," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 953-977, October.
- Rodrigues, G.S. & Nott, David J. & Sisson, S.A., 2016. "Functional regression approximate Bayesian computation for Gaussian process density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 229-241.
- Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
- Machado, José A.F. & Santos Silva, J.M.C. & Wei, Kehai, 2016. "Quantiles, corners, and the extensive margin of trade," European Economic Review, Elsevier, vol. 89(C), pages 73-84.
- Huber, Martin & Mellace, Giovanni, 2012. "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series 1212, University of St. Gallen, School of Economics and Political Science.
- Malec, Peter & Schienle, Melanie, 2012.
"Nonparametric Kernel density estimation near the boundary,"
SFB 649 Discussion Papers
2012-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Malec, Peter & Schienle, Melanie, 2014. "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 57-76.
- Jesús Fajardo & Pedro Harmath, 2021. "Boundary estimation with the fuzzy set density estimator," METRON, Springer;Sapienza Università di Roma, vol. 79(3), pages 285-302, December.
- Arora, Siddharth & Taylor, James W., 2016. "Forecasting electricity smart meter data using conditional kernel density estimation," Omega, Elsevier, vol. 59(PA), pages 47-59.
- G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024. "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Gery Geenens, 2014. "Probit Transformation for Kernel Density Estimation on the Unit Interval," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 346-358, March.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017.
""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Working Papers REM
2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Stefan Sperlich & María José Lombardía, 2010.
"Local polynomial inference for small area statistics: estimation, validation and prediction,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 633-648.
Cited by:
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- Gonzales Manteiga, Wenceslao & Maria Dolores, Martinez Miranda & Van Keilegom, Ingrid, 2012. "Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution," LIDAM Discussion Papers ISBA 2012022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
- María José Lombardía & Esther López‐Vizcaíno & Cristina Rueda, 2017. "Mixed generalized Akaike information criterion for small area models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(4), pages 1229-1252, October.
- Krishna Pendakur & Stefan Sperlich, 2010.
"Semiparametric estimation of consumer demand systems in real expenditure,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
Cited by:
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan, 2010. "Semiparametric indirect utility and consumer demand," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2763-2775, November.
- Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017.
"Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data,"
Ruhr Economic Papers
723, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Christian Dudel & Jan Marvin Garbuszus & Julian Schmied, 2021. "Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data," Empirical Economics, Springer, vol. 60(4), pages 1629-1659, April.
- Simona Bigerna & Carlo Andrea Bollino & Maria Chiara D’Errico, 2020. "A general expenditure system for estimation of consumer demand functions," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(3), pages 1071-1088, October.
- Stefan Sperlich, 2009.
"Comments on: A review on empirical likelihood methods for regression,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 448-451, November.
Cited by:
- Li, Minqiang & Peng, Liang & Qi, Yongcheng, 2011. "Reduce computation in profile empirical likelihood method," MPRA Paper 33744, University Library of Munich, Germany.
- Stefan Sperlich, 2009.
"A note on non-parametric estimation with predicted variables,"
Econometrics Journal, Royal Economic Society, vol. 12(2), pages 382-395, July.
Cited by:
- Kanaya, Shin & Kristensen, Dennis, 2016.
"Estimation Of Stochastic Volatility Models By Nonparametric Filtering,"
Econometric Theory, Cambridge University Press, vol. 32(4), pages 861-916, August.
- Shin Kanaya & Dennis Kristensen, 2015. "Estimation of stochastic volatility models by nonparametric filtering," CeMMAP working papers 09/15, Institute for Fiscal Studies.
- Shin Kanaya & Dennis Kristensen, 2015. "Estimation of stochastic volatility models by nonparametric filtering," CeMMAP working papers CWP09/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Shin Kanaya & Dennis Kristensen, 2010. "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers 2010-67, Department of Economics and Business Economics, Aarhus University.
- Effiong, Ekpeno L. & Asuquo, Emmanuel E., 2016.
"Migrants' Remittances, Governance and Heterogeneity,"
MPRA Paper
74753, University Library of Munich, Germany.
- Ekpeno L. Effiong & Emmanuel E. Asuquo, 2017. "Migrants' Remittances, Governance and Heterogeneity," International Economic Journal, Taylor & Francis Journals, vol. 31(4), pages 535-554, October.
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Papers
2301.07241, arXiv.org, revised Dec 2023.
- Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Asociación Argentina de Economía Política: Working Papers 4674, Asociación Argentina de Economía Política.
- Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014.
"Semiparametric Estimation with Generated Covariates,"
SFB 649 Discussion Papers
2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014.
"Semiparametric methods in nonlinear time series analysis: a selective review,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
- Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014.
"Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 426-443.
- Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010. "Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing," Boston College Working Papers in Economics 756, Boston College Department of Economics, revised 31 Jan 2012.
- Halkos, George & Tzeremes, Nickolaos, 2012.
"Carbon dioxide emissions and governance: A nonparametric analysis for the G-20,"
MPRA Paper
40387, University Library of Munich, Germany.
- Halkos, George E. & Tzeremes, Nickolaos G., 2013. "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, vol. 40(C), pages 110-118.
- Grant, Charles & Padula, Mario, 2013.
"Using bounds to investigate household debt repayment behaviour,"
Research in Economics, Elsevier, vol. 67(4), pages 336-354.
- Charles Grant & Mario Padula, 2012. "Using Bounds to Investigate Household Debt Repayment Behaviour," CEDI Discussion Paper Series 12-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013.
"Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness,"
Boston College Working Papers in Economics
836, Boston College Department of Economics.
- Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016. "Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness," Journal of Econometrics, Elsevier, vol. 191(1), pages 129-144.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zhewen Pan & Yifan Zhang, 2024. "Locally robust semiparametric estimation of sample selection models without exclusion restrictions," Papers 2412.01208, arXiv.org.
- Haupt, Harry & Schnurbus, Joachim & Semmler, Willi, 2018. "Estimation of grouped, time-varying convergence in economic growth," Econometrics and Statistics, Elsevier, vol. 8(C), pages 141-158.
- Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W., 2015. "A misspecification test for multiplicative error models of non-negative time series processes," Journal of Econometrics, Elsevier, vol. 189(2), pages 346-359.
- Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
- Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
- Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
- Mochen Yang & Edward McFowland & Gordon Burtch & Gediminas Adomavicius, 2022.
"Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem,"
INFORMS Joural on Data Science, INFORMS, vol. 1(2), pages 138-155, October.
- Mochen Yang & Edward McFowland III & Gordon Burtch & Gediminas Adomavicius, 2020. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem," Papers 2012.10790, arXiv.org.
- Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014. "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers 1/14, Monash University, Department of Econometrics and Business Statistics.
- Jinyong Hahn & Geert Ridder, 2010.
"The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors,"
Textos para discussão
575, Department of Economics PUC-Rio (Brazil).
- Jinyong Hahn & Geert Ridder, 2010. "The asymptotic variance of semi-parametric estimators with generated regressors," CeMMAP working papers CWP23/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jinyong Hahn & Geert Ridder, 2013. "Asymptotic Variance of Semiparametric Estimators With Generated Regressors," Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2010. "Nonparametric regression with nonparametrically generated covariates," SFB 649 Discussion Papers 2010-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and predicting the distribution of the number of visits to the medical doctor," MAGKS Papers on Economics 201148, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
- Kanaya, Shin & Kristensen, Dennis, 2016.
"Estimation Of Stochastic Volatility Models By Nonparametric Filtering,"
Econometric Theory, Cambridge University Press, vol. 32(4), pages 861-916, August.
- María José Lombardía & Stefan Sperlich, 2008.
"Semiparametric inference in generalized mixed effects models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 913-930, November.
Cited by:
- Patrick Munyangabo & Anthony Waititu & Anthony Kibira Wanjoya, 2019. "Estimation of Nested Error Non-parametric Unit Level Model," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(1), pages 1-3.
- Gerda Claeskens & Jeffrey Hart, 2009. "Goodness-of-fit tests in mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 213-239, August.
- Tang, Min & Slud, Eric V. & Pfeiffer, Ruth M., 2014. "Goodness of fit tests for linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 176-193.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
- José Lombardía, María & Sperlich, Stefan, 2012. "A new class of semi-mixed effects models and its application in small area estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2903-2917.
- Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei & Tang, Man-Lai, 2011. "Efficient semiparametric estimation via Cholesky decomposition for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3344-3354, December.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016.
"A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 152(1), pages 49-80, January.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2016. "A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 49-80, March.
- Jianhong Wu & Lixing Zhu, 2012. "Estimation of and testing for random effects in dynamic panel data models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 477-497, September.
- Gonzales Manteiga, Wenceslao & Maria Dolores, Martinez Miranda & Van Keilegom, Ingrid, 2012. "Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution," LIDAM Discussion Papers ISBA 2012022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
- Lei Liu & Zhihua Sun, 2017. "Kernel-based global MLE of partial linear random effects models for longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(3), pages 615-635, July.
- González Manteiga, Wenceslao & Lombardía, María José & Martínez Miranda, María Dolores & Sperlich, Stefan, 2013. "Kernel smoothers and bootstrapping for semiparametric mixed effects models," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 288-302.
- Salvati, Nicola & Chandra, Hukum & Giovanna Ranalli, M. & Chambers, Ray, 2010. "Small area estimation using a nonparametric model-based direct estimator," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2159-2171, September.
- Stefan Sperlich & María José Lombardía, 2010. "Local polynomial inference for small area statistics: estimation, validation and prediction," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 633-648.
- Ziqi Chen & Man†Lai Tang & Wei Gao, 2018. "A profile likelihood approach for longitudinal data analysis," Biometrics, The International Biometric Society, vol. 74(1), pages 220-228, March.
- Ziqi Chen & Man-Lai Tang & Wei Gao & Ning-Zhong Shi, 2014. "New Robust Variable Selection Methods for Linear Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 725-741, September.
- Xuemei Hu & Weiming Yang, 2019. "Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models," Statistical Papers, Springer, vol. 60(4), pages 1039-1058, August.
- Reluga, Katarzyna & Lombardía, María-José & Sperlich, Stefan, 2024. "Bootstrap-based statistical inference for linear mixed effects under misspecifications," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).
- Decimavilla, Esther & San Juan, Carlos & Sperlich, Stefan, 2008.
"Precio de la tierra con presión urbana: un modelo para España,"
Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 8(01), pages 1-17.
See citations under working paper version above.
- Esther Decimavilla & Carlos San Juan Mesonada & Stefan Sperlich, 2005. "Precio de la tierra con presión urbana: Un modelo para España," Urban/Regional 0512011, University Library of Munich, Germany.
- Esther Decimavilla & Carlos San Juan Mesonada & Stefan Sperlich, 2005. "Precio de la tierra con presión urbana: Un modelo para España," Urban/Regional 0512010, University Library of Munich, Germany.
- Murillo Carmen & San Juan Carlos & Sperlich Stefan, 2007.
"An Empirical Assessment of the EU Agricultural Policy Based on Firm Level Data,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 227(3), pages 273-294, June.
Cited by:
- Hailemariam Teklewold, 2021. "How effective is Ethiopia’s agricultural growth program at improving the total factor productivity of smallholder farmers?," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 13(4), pages 895-912, August.
- Moro, Daniele & Sckokai, Paolo, 2013. "The impact of decoupled payments on farm choices: Conceptual and methodological challenges," Food Policy, Elsevier, vol. 41(C), pages 28-38.
- Roca-Pardinas, Javier & Sperlich, Stefan, 2007.
"Testing the link when the index is semiparametric--a comparative study,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6565-6581, August.
Cited by:
- Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
- de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Werner Kleinhanß & Carmen Murillo & Carlos San Juan & Stefan Sperlich, 2007.
"Efficiency, subsidies, and environmental adaptation of animal farming under CAP,"
Agricultural Economics, International Association of Agricultural Economists, vol. 36(1), pages 49-65, January.
See citations under working paper version above.
- Carlos San Juan Mesonada & Stefan Sperlich & Carmen Murillo & Werner Kleinhans, 2005. "Efficiency, subsidies and environmental adaptation of animal farming under CAP," Others 0512015, University Library of Munich, Germany.
- Natalie Neumeyer & Stefan Sperlich, 2006.
"Comparison of Separable Components in Different Samples,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 477-501, September.
See citations under working paper version above.
- Neumeyer, Natalie & Sperlich, Stefan, 2003. "Comparison of separable components in different samples," Technical Reports 2003,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Jens Perch Nielsen & Stefan Sperlich, 2005.
"Smooth backfitting in practice,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 43-61, February.
Cited by:
- Marcella Cartledge & Luke Taylor, 2022. "Incentive pay and decision quality: evidence from NCAA football coaches," Applied Economics, Taylor & Francis Journals, vol. 54(30), pages 3505-3520, June.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
- Fengler, M.R. & Mammen, E. & Vogt, M., 2015. "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, vol. 188(1), pages 196-218.
- Raouf, BOUCEKKINE & Bity, DIENE & Théophile, AZOMAHOU, 2007.
"A closer look at the relationship between life expectancy and economic growth,"
Discussion Papers (ECON - Département des Sciences Economiques)
2007043, Université catholique de Louvain, Département des Sciences Economiques.
- Raouf Boucekkine & Bity Diene & Theophile Azomahou, 2007. "A closer look at the relationship between life expectancy and economic growth," Working Papers 2007_24, Business School - Economics, University of Glasgow.
- Azomahou, Théophile & Boucekkine, Raouf & Diene, Bity, 2008. "A Closer Look at the Relationship Between Life Expectancy and Economic Growth," MERIT Working Papers 2008-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- AZOMAHOU, Théophile T. & BOUCEKKINE, Raouf & DIENE, Bity, 2009. "A closer look at the relationship between life expectancy and economic growth," LIDAM Reprints CORE 2115, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Théophile T. Azomahou & Raouf Boucekkine & Bity Diene, 2009. "A closer look at the relationship between life expectancy and economic growth," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(2), pages 201-244, June.
- Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
- Peter Malec, 2016. "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics 1633, Faculty of Economics, University of Cambridge.
- Berthold R. Haag, 2008. "Non‐parametric Regression Tests Using Dimension Reduction Techniques," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 719-738, December.
- Suneel Babu Chatla, 2023. "Nonparametric inference for additive models estimated via simplified smooth backfitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 71-97, February.
- Huang, Zhensheng & Zhang, Riquan, 2009. "Efficient estimation of adaptive varying-coefficient partially linear regression model," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 943-952, April.
- Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
- Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
- Dette, Holger & Pardo-Fernandez, Juan Carlos & van Keilegom, Ingrid, 2007.
"Goodness-of-fit tests for multiplicativemodels with dependent data,"
Technical Reports
2007,34, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Holger Dette & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom, 2009. "Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 782-799, December.
- de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
- Mammen, Enno & Park, Byeong U. & Schienle, Melanie, 2012. "Additive models: Extensions and related models," SFB 649 Discussion Papers 2012-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
- Martins-Filho, Carlos & yang, ke, 2007. "Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion," MPRA Paper 39295, University Library of Munich, Germany.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Xia Cui & Heng Peng & Songqiao Wen & Lixing Zhu, 2013. "Component Selection in the Additive Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 491-510, September.
- Lin, Huazhen & Pan, Lixian & Lv, Shaogao & Zhang, Wenyang, 2018. "Efficient estimation and computation for the generalised additive models with unknown link function," Journal of Econometrics, Elsevier, vol. 202(2), pages 230-244.
- Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
- Rodríguez-Álvarez, María Xosé & Roca-Pardiñas, Javier & Cadarso-Suárez, Carmen, 2011. "A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3257-3270, December.
- Juhyun Park & Burkhardt Seifert, 2010. "Local additive estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 171-191, March.
- Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
- Stefan Sperlich & Juan M. Rodríguez-Póo & Ana I. Fernández, 2005.
"Semiparametric three-step estimation methods for simultaneous equation systems,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 699-721.
Cited by:
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and Predicting Household Expenditures and Income Distributions," MAGKS Papers on Economics 201147, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014.
"Semiparametric methods in nonlinear time series analysis: a selective review,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
- Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
- Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
- Hengartner, Nicolas W. & Sperlich, Stefan, 2005.
"Rate optimal estimation with the integration method in the presence of many covariates,"
Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
Cited by:
- Krishna Pendakur & Stefan Sperlich, 2010. "Semiparametric estimation of consumer demand systems in real expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 420-457.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Graciela Boente & Alejandra Martínez, 2017. "Marginal integration M-estimators for additive models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 231-260, June.
- Manzan, sebastiano & Zerom, Dawit, 2008. "A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price," MPRA Paper 14386, University Library of Munich, Germany.
- Sebastiano Manzan & Dawit Zerom, 2010. "A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price," Econometric Reviews, Taylor & Francis Journals, vol. 29(4), pages 439-468.
- Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 245-265, April.
- Jorge Hugo Barrientos Marín, 2006.
"Estimation And Testing An Additive Partially Linear Model In A Sysmtem Of Engel Curves,"
Grupo Microeconomía Aplicada
034, Universidad de Antioquia, Departamento de Economía.
- Jorge Barrientos Marin, 2006. "Estimation And Testing An Additive Partially Linear Model In A System Of Engel Curves," Working Papers. Serie AD 2006-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
- Qian, Junhui & Wang, Le, 2012.
"Estimating semiparametric panel data models by marginal integration,"
Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
- Qian, Junhui & Wang, Le, 2009. "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper 18850, University Library of Munich, Germany.
- Li, Shu & Ernest, Jan & Bühlmann, Peter, 2017. "Nonparametric causal inference from observational time series through marginal integration," Econometrics and Statistics, Elsevier, vol. 2(C), pages 81-105.
- Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
- Kong, Efang & Linton, Oliver & Xia, Yingcun, 2010.
"Uniform Bahadur Representation For Local Polynomial Estimates Of M-Regression And Its Application To The Additive Model,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1529-1564, October.
- Efang Kong & Oliver Linton & Yingcun Xia, 2009. "Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model," STICERD - Econometrics Paper Series 535, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004.
"Bootstrap Inference In Semiparametric Generalized Additive Models,"
Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
See citations under working paper version above.
- Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Stefan Profit & Stefan Sperlich, 2004.
"Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic,"
Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
See citations under working paper version above.
- Profit, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe, 2003.
"Semiparametric Estimation Of Separable Models With Possibly Limited Dependent Variables,"
Econometric Theory, Cambridge University Press, vol. 19(6), pages 1008-1039, December.
Cited by:
- Xuemei Hu & Weiming Yang, 2019. "Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models," Statistical Papers, Springer, vol. 60(4), pages 1039-1058, August.
- Nielsen, Jens Perch & Sperlich, Stefan, 2003.
"Prediction of Stock Returns: A New Way to Look at It,"
ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 399-417, November.
Cited by:
- Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015. "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 143-155.
- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018. "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers 2018-08, University of Graz, Department of Economics.
- Cheng, T. & Gao, J. & Linton, O., 2019.
"Nonparametric Predictive Regressions for Stock Return Prediction,"
Cambridge Working Papers in Economics
1932, Faculty of Economics, University of Cambridge.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers 4/19, Monash University, Department of Econometrics and Business Statistics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
- Stefan Sperlich, 2013. "Comments on: Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 227-233, June.
- Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019. "Conditional Variance Forecasts for Long-Term Stock Returns," Risks, MDPI, vol. 7(4), pages 1-22, November.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2021. "Forecasting benchmarks of long-term stock returns via machine learning," Annals of Operations Research, Springer, vol. 297(1), pages 221-240, February.
- Zhao, Albert Bo & Cheng, Tingting, 2022. "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 288-317.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case," Mathematics, MDPI, vol. 8(6), pages 1-20, June.
- Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020. "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 90-103.
- José María Sarabia & Faustino Prieto & Vanesa Jordá & Stefan Sperlich, 2020. "A Note on Combining Machine Learning with Statistical Modeling for Financial Data Analysis," Risks, MDPI, vol. 8(2), pages 1-14, April.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.
- Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2020. "Short-Term Exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons," Graz Economics Papers 2020-20, University of Graz, Department of Economics.
- Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024. "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-16, December.
- Parastoo Mousavi, 2021. "Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns," Mathematics, MDPI, vol. 9(13), pages 1-18, July.
- Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002.
"Nonparametric Estimation And Testing Of Interaction In Additive Models,"
Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
See citations under working paper version above.
- Tjostheim, Dag & Yang, Lijian, 1999. "Nonparametric estimation and testing of interaction in additive models," DES - Working Papers. Statistics and Econometrics. WS 6387, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 1998. "Nonparametric estimation and testing of interaction in additive models," SFB 373 Discussion Papers 1998,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Fernandez, Ana I. & Rodriguez-Poo, Juan M. & Sperlich, Stefan, 2001.
"A note on the parametric three step estimator in structural labor supply models,"
Economics Letters, Elsevier, vol. 74(1), pages 31-41, December.
Cited by:
- Rankin, Neil A. & Roberts, Gareth A., 2010.
"Youth unemployment, firm size and reservation wages in South Africa,"
MPRA Paper
24027, University Library of Munich, Germany.
- Neil A. Rankin & Gareth Roberts, 2011. "Youth Unemployment, Firm Size And Reservation Wages In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 79(2), pages 128-145, June.
- Mathieu Bunel, 2005.
"Les conjoints des salariés passés à 35 heures travaillent-ils davantage ? : Une analyse de l'offre de travail familiale sur données françaises,"
Post-Print
halshs-00755822, HAL.
- Matthieu Bunel, 2004. "Les conjoints des salariés passés à 35 heures travaillent-ils davantage ? Une analyse de l'offre de travail familiale sur données françaises," Économie et Prévision, Programme National Persée, vol. 164(3), pages 165-188.
- Matthieu Bunel, 2004. "Les conjoints des salariés passés à 35 heures travaillent-ils davantage ?. Une analyse de l'offre de travail familiale sur données françaises," Economie & Prévision, La Documentation Française, vol. 0(3), pages 165-188.
- Matthieu Bunel, 2002. "Added worker effect revisited through the French working time reduction experiment," Post-Print halshs-00178452, HAL.
- Jumbe, Charles B.L. & Angelsen, Arild, 2007. "Forest dependence and participation in CPR management: Empirical evidence from forest co-management in Malawi," Ecological Economics, Elsevier, vol. 62(3-4), pages 661-672, May.
- Patricia Moreno-Mencía & Juan M. Rodríguez-Poo & David Cantarero-Prieto, 2021. "A Multi-step Process Approach for Estimating Public Sector Wages. The Spanish Expe¬rience," Hacienda Pública Española / Review of Public Economics, IEF, vol. 237(2), pages 33-56, June.
- Benczúr, P. & Kátay, G. & Kiss, A. & Rácz , O., 2014.
"Income Taxation, Transfers and Labour Supply at the Extensive Margin,"
Working papers
487, Banque de France.
- Gábor Kátay & Péter Benczúr & Áron Kiss & Olivér M. Rácz, 2014. "Income Taxation, Transfers and Labour Supply at the Extensive Margin," EcoMod2014 6925, EcoMod.
- Rankin, Neil A. & Roberts, Gareth A., 2010.
"Youth unemployment, firm size and reservation wages in South Africa,"
MPRA Paper
24027, University Library of Munich, Germany.
- Hardle W. & Sperlich S. & Spokoiny V., 2001.
"Structural Tests in Additive Regression,"
Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
See citations under working paper version above.
- Hardle, Wolfgang & Spokoiny, Vladimir, 2000. "Structural tests in additive regression," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999.
"Integration and backfitting methods in additive models-finite sample properties and comparison,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 419-458, December.
See citations under working paper version above.
- Hardle, Wolfgang & Linton, Oliver, 1998. "Integration and Backfitting methods in additive models: finite sample properties and comparison," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de EstadÃstica.