6 Result(s)
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Article
Estimation and variable selection for generalized functional partially varying coefficient hybrid models
In this article, we propose a novel class of generalized functional partially varying coefficient hybrid models and variable selection procedure in which the explanatory variables include infinite dimensional ...
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Article
Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity
This paper studies Bayesian local influence analysis for the spatial autoregressive models with heteroscedasticity (heteroscedastic SAR models). Two local diagnostic procedures using curvature-based and slope-...
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Article
Quantile Regression for Dynamic Panel Data Using Hausman–Taylor Instrumental Variables
This paper considers quantile regression for dynamic fixed effects panel data models with Hausman–Taylor instrumental variables (HTIV). The fixed effects estimators of panel data are typically biased when ther...
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Article
A New Method For Dynamic Stock Clustering Based On Spectral Analysis
In this paper, we propose a new method to classify the stock cluster based on the motions of stock returns. Specifically, there are three criteria: (1) The positive or negative signs of elements in the eigenve...
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Article
Heteroscedasticity Detection and Estimation with Quantile Difference Method
When dealing with regression analysis, heteroscedasticity is a problem that the authors have to face with. Especially if little information can be got in advance, detection of heteroscedasticity as well as est...
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Article
Lack-of-fit tests based on weighted ratio of residuals and variances
This article proposes a new lack-of-test based on the weighted ratio of residuals and variances for partially linear regression models. The large and small sampling properties of the proposed test are establis...
