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Local maximum likelihood estimation and inference

Citations

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Cited by:

  1. David M. Cutler & Adriana Lleras-Muney & Tom Vogl, 2008. "Socioeconomic Status and Health: Dimensions and Mechanisms," NBER Working Papers 14333, National Bureau of Economic Research, Inc.
  2. Oh, Dong Hwan & Patton, Andrew J., 2024. "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, vol. 242(1).
  3. Koster, Paul R. & Koster, Hans R.A., 2015. "Commuters’ preferences for fast and reliable travel: A semi-parametric estimation approach," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 289-301.
  4. Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023. "Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether," Journal of International Money and Finance, Elsevier, vol. 139(C).
  5. J. Franke & J.-P. Stockis & J. Tadjuidje-Kamgaing & W. Li, 2011. "Mixtures of nonparametric autoregressions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 287-303.
  6. Hans R. A. Koster & Jos van Ommeren, 2019. "Place-Based Policies and the Housing Market," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 400-414, July.
  7. Peng, Lijuan & Liang, Chao & Yang, Baoying & Wang, Lu, 2024. "Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, vol. 94(C).
  8. Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2018. "Semiparametric count data modeling with an application to health service demand," Econometrics and Statistics, Elsevier, vol. 8(C), pages 125-140.
  9. Zhao, Xiaobing & Zhou, Xian, 2012. "Estimation of medical costs by copula models with dynamic change of health status," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 480-491.
  10. Francesco Bravo, 2020. "Robust estimation and inference for general varying coefficient models with missing observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 966-988, December.
  11. Zhao, Xiao Bing & Zhou, Xian & Wang, Jing Long, 2009. "Semiparametric model for prediction of individual claim loss reserving," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 1-8, August.
  12. Paul Koster & Hans Koster, 2013. "Commuters' Preferences for Fast and Reliable Travel," Tinbergen Institute Discussion Papers 13-075/VIII, Tinbergen Institute, revised 30 Apr 2015.
  13. Wiktor Budziński & Danny Campbell & Mikołaj Czajkowski & Urška Demšar & Nick Hanley, 2018. "Using Geographically Weighted Choice Models to Account for the Spatial Heterogeneity of Preferences," Journal of Agricultural Economics, Wiley Blackwell, vol. 69(3), pages 606-626, September.
  14. Wongsa-art, Pipat & Kim, Namhyun & Xia, Yingcun & Moscone, Francesco, 2024. "Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England," Regional Science and Urban Economics, Elsevier, vol. 106(C).
  15. Hafner, Christian M. & Reznikova, Olga, 2010. "Efficient estimation of a semiparametric dynamic copula model," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2609-2627, November.
  16. Peng, Rong & Lu, Zudi, 2024. "Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification," Econometrics and Statistics, Elsevier, vol. 31(C), pages 19-37.
  17. Zhao, Xiaobing & Zhou, Xian, 2014. "Sufficient dimension reduction on marginal regression for gaps of recurrent events," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 56-71.
  18. Tadao Hoshino, 2013. "Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods," Empirical Economics, Springer, vol. 45(3), pages 1129-1148, December.
  19. repec:hum:wpaper:sfb649dp2012-039 is not listed on IDEAS
  20. Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
  21. Peixin Zhao & Liugen Xue, 2013. "Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 380-396, February.
  22. María Alonso‐Pena & Irène Gijbels & Rosa M. Crujeiras, 2023. "Flexible joint modeling of mean and dispersion for the directional tuning of neuronal spike counts," Biometrics, The International Biometric Society, vol. 79(4), pages 3431-3444, December.
  23. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
  24. Chen, Yixin & Wang, Qin & Yao, Weixin, 2015. "Adaptive estimation for varying coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 137(C), pages 17-31.
  25. Paul Koster & Hans Koster, 2013. "Analysing Heterogeneity in the Value of Travel Time and Reliability: A Semiparametric Estimation Approach," ERSA conference papers ersa13p1032, European Regional Science Association.
  26. José Santos & M. Neves, 2008. "A local maximum likelihood estimator for Poisson regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 257-270, November.
  27. Clemontina A. Davenport & Arnab Maity & Yichao Wu, 2015. "Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(2), pages 195-213, June.
  28. Centorrino, Samuele & Florens, Jean-Pierre, 2021. "Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors," Econometrics and Statistics, Elsevier, vol. 17(C), pages 35-63.
  29. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
  30. Bocart, Fabian Y. R. P. & Hafner, Christian M., 2012. "Volatility of price indices for heterogeneous goods," SFB 649 Discussion Papers 2012-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  31. Atsushi Inoue, 2015. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 9-11, January.
  32. Gijbels, Irène & Karim, Rezaul & Verhasselt, Anneleen, 2021. "Semiparametric quantile regression using family of quantile-based asymmetric densities," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  33. Teuber, T. & Lang, A., 2012. "A new similarity measure for nonlocal filtering in the presence of multiplicative noise," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3821-3842.
  34. Chen, Bin & Hong, Yongmiao, 2016. "Detecting For Smooth Structural Changes In Garch Models," Econometric Theory, Cambridge University Press, vol. 32(03), pages 740-791, June.
  35. Panagiotis Avramidis, 2016. "Adaptive likelihood estimator of conditional variance function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 132-151, March.
  36. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
  37. Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
  38. Zhao, Xiaobing & Zhou, Xian, 2009. "Semiparametric modeling of medical cost data containing zeros," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1207-1214, May.
  39. Nathan Kallus & Xiaojie Mao, 2023. "Stochastic Optimization Forests," Management Science, INFORMS, vol. 69(4), pages 1975-1994, April.
  40. Kohler, Michael & Krzyzak, Adam, 2007. "Asymptotic confidence intervals for Poisson regression," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 1072-1094, May.
  41. Lei Hou & Wei Long & Qi Li, 2019. "Comovement of Home Prices: A Conditional Copula Approach," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 297-318, May.
  42. Zhao, Xiaobing & Zhou, Xian, 2012. "Modeling gap times between recurrent events by marginal rate function," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 370-383.
  43. Andrew J. Patton & Yasin Simsek, 2023. "Generalized Autoregressive Score Trees and Forests," Papers 2305.18991, arXiv.org.
  44. Belomestny, Denis & Spokoiny, Vladimir, 2006. "Spatial aggregation of local likelihood estimates with applications to classification," SFB 649 Discussion Papers 2006-036, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  45. M. Jácome & I. Gijbels & R. Cao, 2008. "Comparison of presmoothing methods in kernel density estimation under censoring," Computational Statistics, Springer, vol. 23(3), pages 381-406, July.
  46. Abegaz, Fentaw & Gijbels, Irène & Veraverbeke, Noël, 2012. "Semiparametric estimation of conditional copulas," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 43-73.
  47. Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
  48. Chunling Lu & Yuhong Yang, 2019. "On assessing binary regression models based on ungrouped data," Biometrics, The International Biometric Society, vol. 75(1), pages 5-12, March.
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