BLUP in the panel regression model with spatially and serially correlated error components 来自 EconPapers 喜欢 0 阅读量: 32 作者:S Song,B Jung 摘要: No abstract is available for this item.关键词: Error component model Spatial and Serial autocorrelation Best linear unbiased prediction ...
Quantile Regression in Risk Calibration A partial linear model (PLM) is analyzed. In applying the technology to stock data covering the crisis period, the PLM outperforms in the crisis time, with the justification of the backtesting procedures. Moreover, using the data ... SK Chao,W Hrdle,...
The effect of financial development on industrial capital allocation efficiency in China nonlinear panel smooth transitional regression modelUnder the new normal, improving capital allocation efficiency is an important way to stimulate economic growth... CL Chen,ZH Zhuang,YT Lin 被引量: 0发表: 2016年...
Regression modeling with time-varying coefficients based on kernel smoothing and least squares estimation is available in packagetvReg. Thetvempackage provides similar functionality for gaussian, binomial and poisson responses withmgcvbackend. plmcontains various methods to estimate linear models for panel ...
Modified panel data regression model and its applications to the airline industry: Modeling the load factor of Europe North and Europe Mid Atlantic flights TESFAY Y Y.Modified panel data regression model and its applications to the airline industry:modeling the load factor of Europe North and Europe...
NU Haq,R Ullah,E Todeva - 《Social Ence Electronic Publishing》 被引量: 0发表: 2020年 Research into Dynamic Lag Effect of R&D Input on Economic Growth Based on the Vector Auto-Regression Model According to the panel VAR model and analysis of the dynamic relationship between China's R&D inp...
Research on the Relationship between Financial Development and Economic Growth in China: An Empirical Analysis based on Panel Smooth Transition Regression ... In this paper, the panel smooth transition regression model was used to analyze the relationship between financial development and economic growth...
The purpose of this study is to examine the relationship between risk management practices and corporate performance of a sample of Nigerian banks in a longitudinal setting, from 2006-2009. Statistical analysis such as descriptive analysis, correlation analysis and panel data regression model are employ...
This revenue is called seigniorage and in general consists of two parts, namely the rising demand for money to keep up with the growth of economy and the "inflation" tax. This paper uses a panel threshold regression model to study whether a non- linear relationship between inflation Tax and ...
The outcome of quantile regression model indicates that the negative influence of HCE is insignificant at upper tails of the distribution of bank risk. In contrary, the negative influence of CAR is more pronounced at upper tails of the distribution of bank risk. 展开 ...