Non-stationary structural model with time-varying demand elasticities

DOI10.1016/J.JSPI.2010.04.045MaRDI QIDQ993828zbMATH OpenOpenAlexFDO

Authors Kun Ho Kim, Zhou Zhou, Wei Biao Wu

Publication date 20 September 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.04.045

zbMATH Keywords

local linear regressionlocal stationaritytime-varying coefficientnonparametric bootstrapstructural economic modeltime-varying demand elasticity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Consumer behavior, demand theory (91B42)

Recommendations

• scientific article; zbMATH DE number 3926053
• STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS
• scientific article; zbMATH DE number 7038785
• Nonlinear Econometric Models with Deterministically Trending Variables
• Time-varying parameter models with endogenous regressors
• Multivariate modelling of non-stationary economic time series
• Nonstationary regression models with a lagged dependent variable
• Nonstationary dynamic models with finite dependence
• Modelling Nonlinear Economic Time Series

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 5142517 (Why is no real title available?)
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 3582638 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 3233300 (Why is no real title available?)
• Adaptive covariance estimation of locally stationary processes
• Current developments in time series modelling
• Entry and empirical demand and supply analysis for competitive industries
• Estimation in the Presence of Stochastic Parameter Variation
• Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
• Fitting time series models to nonstationary processes
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Functional-Coefficient Autoregressive Models
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Generalized likelihood ratio statistics and Wilks phenomenon
• Local linear quantile estimation for nonstationary time series
• MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT
• Nonlinear system theory: Another look at dependence
• Nonparametric estimation of time varying parameters under shape restrictions
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• SLEX Analysis of Multivariate Nonstationary Time Series
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Specification, estimation, and evaluation of smooth transition autoregressive models
• Statistical methods with varying coefficient models
• Trending time series and macroeconomic activity: Some present and future challenges
• Trending time-varying coefficient time series models with serially correlated errors

Cited in

(3)

• A similarity-based approach to time-varying coefficient non-stationary autoregression
• Non-stationary regression with logistic transition
• Inference of the trend in a partially linear model with locally stationary regressors

This page was built for publication: Non-stationary structural model with time-varying demand elasticities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q993828)