Arbeitspapier
Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function
In this paper, we conduct simultaneous inference of the non-parametric part of a partially linear model when the non-parametric component is a multivariate unknown function. Based on semi-parametric estimates of the model, we construct a simultaneous confidence region of the multivariate function for simultaneous inference. The developed methodology is applied to perform simultaneous inference for the U.S. gasoline demand where the income and price variables are contaminated by Berkson errors. The empirical results strongly suggest that the linearity of the U.S. gasoline demand is rejected. The results are also used to propose an alternative form for the demand.
- Sprache
-
Englisch
- Erschienen in
-
Series: IRTG 1792 Discussion Paper ; No. 2020-008
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Estimation: General
Semiparametric and Nonparametric Methods: General
- Thema
-
Simultaneous inference
Multivariate function
Simultaneous confidence region
Berkson error
Regression calibration
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kim, Kun Ho
Chao, Shih-Kang
Härdle, Wolfgang Karl
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
- (wo)
-
Berlin
- (wann)
-
2020
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kim, Kun Ho
- Chao, Shih-Kang
- Härdle, Wolfgang Karl
- Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
Entstanden
- 2020
Ähnliche Objekte (12)
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
Inference in partially identified heteroskedastic simultaneous equations models
Inference in partially identified heteroskedastic simultaneous equations models
Simultaneous statistical inference
Partially Hidden Markov Chain Multivariate Linear Autoregressive model: inference and forecasting—application to machine health prognostics
Multiscale inference for multivariate deconvolution
Multiscale inference for multivariate deconvolution
Optimal control of mobile robots in partially unknown environments
Bayesian inference for partially identified convex models: Is it valid for frequentist inference?
Inference and testing in multivariate GARCH models
Bayesian inference of multivariate-GARCH-BEKK models
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
Inference in partially identified heteroskedastic simultaneous equations models
Inference in partially identified heteroskedastic simultaneous equations models
Simultaneous statistical inference
Partially Hidden Markov Chain Multivariate Linear Autoregressive model: inference and forecasting—application to machine health prognostics
Multiscale inference for multivariate deconvolution
Multiscale inference for multivariate deconvolution
Optimal control of mobile robots in partially unknown environments
Bayesian inference for partially identified convex models: Is it valid for frequentist inference?
Inference and testing in multivariate GARCH models
Bayesian inference of multivariate-GARCH-BEKK models
Simultaneous inference for the partially linear model with a multivariate unknown function when the covariates are measured with errors
Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors
Inference in partially identified heteroskedastic simultaneous equations models
Inference in partially identified heteroskedastic simultaneous equations models
Simultaneous statistical inference
Partially Hidden Markov Chain Multivariate Linear Autoregressive model: inference and forecasting—application to machine health prognostics
Multiscale inference for multivariate deconvolution
Multiscale inference for multivariate deconvolution
Optimal control of mobile robots in partially unknown environments
Bayesian inference for partially identified convex models: Is it valid for frequentist inference?
Inference and testing in multivariate GARCH models