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Local Polynomial Fitting in Semivarying Coefficient Model

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Cited by:

  1. Manthos D. Delis & Sotirios Kokas & Steven Ongena, 2016. "Foreign Ownership and Market Power in Banking: Evidence from a World Sample," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 449-483, March.
  2. Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2008. "The Contribution of Pollution to Productivity Growth," Working Paper series 06_08, Rimini Centre for Economic Analysis.
  3. Shang, Suoping & Zou, Changliang & Wang, Zhaojun, 2012. "Local Walsh-average regression for semiparametric varying-coefficient models," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1815-1822.
  4. Shen, Si-Lian & Cui, Jian-Ling & Mei, Chang-Lin & Wang, Chun-Wei, 2014. "Estimation and inference of semi-varying coefficient models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 70-93.
  5. Peng, Heng & Xie, Chuanlong & Zhao, Jingxin, 2021. "Fast inference for semi-varying coefficient models via local averaging," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  6. T. Stengos & E. Zacharias, 2006. "Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 371-386, April.
  7. Manthos Delis & Maria Iosifidi & Efthymios G. Tsionas, 2014. "On the Estimation of Marginal Cost," Operations Research, INFORMS, vol. 62(3), pages 543-556, June.
  8. Senturk, Damla & Nguyen, Danh V., 2006. "Estimation in covariate-adjusted regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3294-3310, July.
  9. Tian, Ruiqin & Xue, Liugen & Liu, Chunling, 2014. "Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 94-110.
  10. Hu, Xuemei, 2017. "Semi-parametric inference for semi-varying coefficient panel data model with individual effects," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 262-281.
  11. Peixin Zhao, 2013. "Adjusted Empirical Likelihood for Varying Coefficient Partially Linear Models with Censored Data," Journal of Mathematics, Hindawi, vol. 2013, pages 1-7, January.
  12. George Deltas & Thanasis Stengos & Eleftherios Zacharias, 2011. "Product line pricing in a vertically differentiated oligopoly," Canadian Journal of Economics, Canadian Economics Association, vol. 44(3), pages 907-929, August.
  13. Jun Jin & Tiefeng Ma & Jiajia Dai & Shuangzhe Liu, 2021. "Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates," Computational Statistics, Springer, vol. 36(1), pages 541-575, March.
  14. Cai, Zongwu & Fang, Ying & Lin, Ming & Su, Jia, 2018. "Inferences for a Partially Varying Coefficient Model With Endogenous Regressors," IRTG 1792 Discussion Papers 2018-047, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  15. Richard M. Huggins & Peter Hall & Paul S. F. Yip & Quang M. Bui, 2007. "Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong," Biometrics, The International Biometric Society, vol. 63(3), pages 708-713, September.
  16. Jing Sun & Lu Lin, 2014. "Local rank estimation and related test for varying-coefficient partially linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 187-206, March.
  17. Li, Bogui & Chen, Hao, 2024. "Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time," Finance Research Letters, Elsevier, vol. 59(C).
  18. Noh, Hohsuk & Van Keilegom, Ingrid, 2012. "Efficient Model Selection in Semivarying Coefficient Models," LIDAM Discussion Papers ISBA 2012025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  19. Wong, Heung & Ip, Wai-cheung & Zhang, Riquan, 2008. "Varying-coefficient single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1458-1476, January.
  20. Wan Tang & Guoxin Zuo & Hua He, 2011. "Double-smoothing for varying coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 917-926.
  21. Mingqiu Wang & Peixin Zhao & Xiaoning Kang, 2020. "Structure identification for varying coefficient models with measurement errors based on kernel smoothing," Statistical Papers, Springer, vol. 61(5), pages 1841-1857, October.
  22. Karmakar, Sayar & Richter, Stefan & Wu, Wei Biao, 2022. "Simultaneous inference for time-varying models," Journal of Econometrics, Elsevier, vol. 227(2), pages 408-428.
  23. Xue-Jun Ma & Jing-Xiao Zhang, 2016. "A new variable selection approach for varying coefficient models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(1), pages 59-72, January.
  24. Zhang, Ting, 2015. "Semiparametric model building for regression models with time-varying parameters," Journal of Econometrics, Elsevier, vol. 187(1), pages 189-200.
  25. Kokas, Sotirios & Vinogradov, Dmitri & Zachariadis, Marios, 2020. "Which banks smooth and at what price?," Journal of Corporate Finance, Elsevier, vol. 65(C).
  26. Guo-Liang Fan & Han-Ying Liang & Zhen-Sheng Huang, 2012. "Empirical likelihood for partially time-varying coefficient models with dependent observations," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 71-84.
  27. Jialiang Li & Wenyang Zhang & Zhengxiao Wu, 2011. "Optimal zone for bandwidth selection in semiparametric models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 701-717.
  28. Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(5), pages 1733-1761, December.
  29. Jun Zhang & Zhenghui Feng & Peirong Xu & Hua Liang, 2017. "Generalized varying coefficient partially linear measurement errors models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 97-120, February.
  30. Xuemei Hu & Xiaohui Liu, 2013. "Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(1), pages 161-180, March.
  31. Jie Zeng & Weihu Cheng & Guozhi Hu, 2023. "Optimal Model Averaging Estimation for the Varying-Coefficient Partially Linear Models with Missing Responses," Mathematics, MDPI, vol. 11(8), pages 1-21, April.
  32. Li, Gang & Zhang, Chu, 2019. "Counterparty credit risk and derivatives pricing," Journal of Financial Economics, Elsevier, vol. 134(3), pages 647-668.
  33. Theofanis P. Mamuneas & Andreas Savvides & Thanasis Stengos, 2006. "Economic development and the return to human capital: a smooth coefficient semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 111-132, January.
  34. 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.
  35. Sun, Yanqing & Zhang, Yuanqing & Huang, Jianhua Z., 2019. "Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model," Econometrics and Statistics, Elsevier, vol. 9(C), pages 140-155.
  36. Liu, Hefei & Song, Xinyuan & Zhang, Baoxue, 2022. "Varying-coefficient hidden Markov models with zero-effect regions," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  37. Zhensheng Huang, 2011. "Empirical likelihood for generalized partially linear varying-coefficient models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1265-1275, May.
  38. Fan, Guo-Liang & Liang, Han-Ying & Shen, Yu, 2016. "Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 183-201.
  39. repec:wyi:journl:002114 is not listed on IDEAS
  40. Alan T. K. Wan & Shangyu Xie & Yong Zhou, 2017. "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(11), pages 1979-1999, August.
  41. Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
  42. Tianhao Wang & Yingcun Xia, 2015. "Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1083-1099, September.
  43. Yan-Ting Xiao & Fu-Xiao Li, 2020. "Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables," Computational Statistics, Springer, vol. 35(4), pages 1637-1658, December.
  44. Y. Andriyana & I. Gijbels & A. Verhasselt, 2014. "P-splines quantile regression estimation in varying coefficient models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(1), pages 153-194, March.
  45. Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang, 2015. "Robust adaptive estimation for semivarying coefficient models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 132-141.
  46. Wei, Honglei & Zhang, Hongfan & Jiang, Hui & Huang, Lei, 2022. "On the semi-varying coefficient dynamic panel data model with autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  47. Peixin Zhao & Liugen Xue, 2009. "Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 907-923.
  48. Lin, Cunjie & Zhou, Yong, 2016. "Semiparametric varying-coefficient model with right-censored and length-biased data," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 119-144.
  49. 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.
  50. Weichi Wu & Zhou Zhou, 2017. "Nonparametric Inference for Time-Varying Coefficient Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 98-109, January.
  51. Pantelis Kalaitzidakis. & Theofanis P. Mamuneas. & Thanasis Stengos., 2008. "The Contribution of Greenhouse Pollution to Productivity Growth," Working Papers 0802, University of Guelph, Department of Economics and Finance.
  52. Zongwu Cai & Huaiyu Xiong, 2013. "Effient Estimation of Partially Varying Coefficient Instrumental Variables Models," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  53. Yang, Hu & Li, Tingting, 2010. "Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 111-121, January.
  54. Tang Qingguo, 2015. "Robust estimation for spatial semiparametric varying coefficient partially linear regression," Statistical Papers, Springer, vol. 56(4), pages 1137-1161, November.
  55. Cai, Zongwu & Xiao, Zhijie, 2012. "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.
  56. Tang Qingguo, 2013. "B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 361-378, June.
  57. Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
  58. Neophyta Empora & Theofanis Mamuneas, 2011. "The Effect of Emissions on U.S. State Total Factor Productivity Growth," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 3(2), pages 149-172, October.
  59. Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv, 2014. "Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 165-191, February.
  60. Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2018. "Greenhouse Emissions and Productivity Growth," JRFM, MDPI, vol. 11(3), pages 1-14, July.
  61. Liang Li & Sheng Luo & Bo Hu & Tom Greene, 2017. "Dynamic Prediction of Renal Failure Using Longitudinal Biomarkers in a Cohort Study of Chronic Kidney Disease," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 357-378, December.
  62. Koo, Chao, 2018. "Essays on functional coefficient models," Other publications TiSEM ba87b8a5-3c55-40ec-967d-9, Tilburg University, School of Economics and Management.
  63. Neophyta Empora, 2017. "Air pollution spillovers and U.S. state productivity growth," University of Cyprus Working Papers in Economics 06-2017, University of Cyprus Department of Economics.
  64. Lam, Clifford & Fan, Jianqing, 2008. "Profile-kernel likelihood inference with diverging number of parameters," LSE Research Online Documents on Economics 31548, London School of Economics and Political Science, LSE Library.
  65. Liang Li & Tom Greene, 2008. "Varying Coefficients Model with Measurement Error," Biometrics, The International Biometric Society, vol. 64(2), pages 519-526, June.
  66. Lu, Zudi & Zhang, Wenyang, 2012. "Semiparametric likelihood estimation in survival models with informative censoring," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 187-211.
  67. Kim, Young-Ju, 2013. "A partial spline approach for semiparametric estimation of varying-coefficient partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 181-187.
  68. Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
  69. Zhao, Yan-Yong & Lin, Jin-Guan & Xu, Pei-Rong & Ye, Xu-Guo, 2015. "Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 204-221.
  70. Cai, Zongwu & Das, Mitali & Xiong, Huaiyu & Wu, Xizhi, 2006. "Functional coefficient instrumental variables models," Journal of Econometrics, Elsevier, vol. 133(1), pages 207-241, July.
  71. Shen, Yu & Liang, Han-Ying, 2018. "Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 1-18.
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