Testing for distributional features in varying coefficient panel data models
نویسندگان
چکیده
منابع مشابه
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 ...
15 صفحه اولNonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects
This paper is concerned with developing a nonparametric time–varying coefficient model with fixed effects to characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend function and the coefficient function without taking the first difference to eliminate the fixed effects. The first one eliminates the fixed effects by taki...
متن کاملNonparametric estimation of fixed effects panel data varying coefficient models
JEL classification: C14 C23 AMS subject classifications: 62G08 62G20 62P20 Keywords: Varying coefficient models Fixed effects Panel data Local linear regression Oracle efficient estimator Within estimator Profile least squares estimator a b s t r a c t In this paper, we consider the nonparametric estimation of a varying coefficient fixed effect panel data model. The estimator is based in a with...
متن کاملTesting in Nonparametric Varying Coefficient Additive Models
In this paper we consider the problem of testing for a general parametric form against a nonparametric alternative for a coefficient function in a varying coefficient multivariate regression model. We propose a test statistic and derive its asymptotic null and alternative distributions. We analyze the asymptotic power of the test in shrinking neighborhoods of the null hypothesis, and show that ...
متن کاملRandom Coefficient Panel Data Models
Random Coefficient Panel Data Models This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches. The paper also provid...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2019
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474938.2019.1624403