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Full-Text Articles in Statistics and Probability
Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Profile Likelihood Estimation Of Partially Linear Panel Data Models With Fixed Effects, Liangjun Su, Aman Ullah
Research Collection School Of Economics
We consider consistent estimation of partially linear panel data models with fixed effects. We propose profile-likelihood-based estimators for both the parametric and nonparametric components in the models and establish convergence rates and asymptotic normality for both estimators.
Foreign-Born Population In Selected Ohio Cities, 1870 To 2000 A Brief Descriptive Report, Mark Salling, Ellen Cyran
Foreign-Born Population In Selected Ohio Cities, 1870 To 2000 A Brief Descriptive Report, Mark Salling, Ellen Cyran
All Maxine Goodman Levin School of Urban Affairs Publications
No abstract provided.
Using The Census Bureau's Public Use Microdata For Migration Analysis, Mark Salling, Ellen Cyran
Using The Census Bureau's Public Use Microdata For Migration Analysis, Mark Salling, Ellen Cyran
All Maxine Goodman Levin School of Urban Affairs Publications
Using the Census Bureau's Public Use Microdata for Migration Analysis, Proceedings of the annual conference of the Urban and Regional Information Systems Association, Vancouver, BC, Canada, September 2006, pp.336-348.
A Class Of Nonlinear Stochastic Volatility Models, Jun Yu, Zhenlin Yang
A Class Of Nonlinear Stochastic Volatility Models, Jun Yu, Zhenlin Yang
Research Collection School Of Economics
This paper proposes a class of nonlinear stochastic volatility models based on the Box-Cox transformation which offers an alternative to the one introduced in Andersen (1994). The proposed class encompasses many parametric stochastic volatility models that have appeared in the literature, including the well known lognormal stochastic volatility model, and has an advantage in the ease with which different specifications on stochastic volatility can be tested. In addition, the functional form of transformation which induces marginal normality of volatility is obtained as a byproduct of this general way of modeling stochastic volatility. The efficient method of moments approach is used …