Asymptotic lower bounds for estimation of the parameters of models with both parametric and nonparametric components are given in the form of representation theorems (for regular estimates) and ...

This paper is concerned with developing a non-parametric time-varying coefficient model with fixed effects to characterize non-stationarity and trending phenomenon in a non-linear panel data model. We ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric ...

The authors propose a formal mathematical measure to assess the versatility (simplicity and adaptability) of parametric frequency and severity distributions before use. They compute and compare the ...