A New Diagnostic Test for Cross-Section Uncorrelatedness in Nonparametric Panel Data Models

A New Diagnostic Test for Cross–Section Uncorrelatedness in Nonparametric Panel Data Models

In this paper, we propose a new diagnostic test for residual cross–section uncorrelatedness in a nonparametric panel data model. The proposed nonparametric cross– section uncorrelatedness (CU) test is a nonparametric counterpart of an existing parametric cross–section dependence (CD) test proposed in Pesaran (2004) for the parametric case. We establish asymptotic distributions of the proposed t...

A New Diagnostic Test for Cross–Section Independence in Nonparametric Panel Data Models

In this paper, we propose a new diagnostic test for residual cross–section independence in a nonparametric panel data model. The proposed nonparametric cross–section dependence (CD) test is a nonparametric counterpart of an existing parametric CD test proposed in Pesaren (2004) for the parametric case. We establish an asymptotic distribution of the proposed test statistic under the null hypothe...

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

A New Diagnostic Test for Cross–Section Independence in Nonparametric Panel Data Model

A New Nonparametric Regression for Longitudinal Data

In many area of medical research, a relation analysis between one response variable and some explanatory variables is desirable. Regression is the most common tool in this situation. If we have some assumptions for such normality for response variable, we could use it. In this paper we propose a nonparametric regression that does not have normality assumption for response variable and we focus ...