Non-stationary structural model with time-varying demand elasticities

DOI10.1016/J.JSPI.2010.04.045zbMATH Open1233.62158OpenAlexW2028836715MaRDI QIDQ993828FDOQ993828

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

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

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)

Cites Work

• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Title not available (Why is that?)
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Title not available (Why is that?)
• Fitting time series models to nonstationary processes
• Generalized likelihood ratio statistics and Wilks phenomenon
• Title not available (Why is that?)
• Title not available (Why is that?)
• Specification, estimation, and evaluation of smooth transition autoregressive models
• Nonlinear system theory: Another look at dependence
• Title not available (Why is that?)
• SLEX Analysis of Multivariate Nonstationary Time Series
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Current developments in time series modelling
• Adaptive covariance estimation of locally stationary processes
• Functional-Coefficient Autoregressive Models
• Statistical methods with varying coefficient models
• Nonparametric estimation of time varying parameters under shape restrictions
• Title not available (Why is that?)
• Estimation in the Presence of Stochastic Parameter Variation
• Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
• Local linear quantile estimation for nonstationary time series
• Trending time-varying coefficient time series models with serially correlated errors
• Trending time series and macroeconomic activity: Some present and future challenges
• Title not available (Why is that?)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• From Stein's unbiased risk estimates to the method of generalized cross- validation
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
• Entry and empirical demand and supply analysis for competitive industries
• MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT
• Title not available (Why is that?)

Cited In (3)

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

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)