dc.contributor.author |
Cho, Jin Seo |
|
dc.contributor.author |
Phillips, Peter CB |
|
dc.contributor.author |
Seo, Juwon |
|
dc.date.accessioned |
2022-01-10T01:21:49Z |
|
dc.date.available |
2022-01-10T01:21:49Z |
|
dc.date.issued |
2021-10-25 |
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dc.identifier.citation |
International Economic Review 63(1):391-456 2022 |
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dc.identifier.issn |
0020-6598 |
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dc.identifier.uri |
https://hdl.handle.net/2292/57903 |
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dc.description.abstract |
We propose a framework for estimation of the conditional mean function in a parametric model with function space covariates. The approach employs a functional mean squared error objective criterion. Under regularity conditions, consistency and asymptotic normality are established. The analysis extends to situations where the asymptotic properties are influenced by estimation errors arising from the presence of nuisance parameters. Wald, Lagrange multiplier, and quasi-likelihood ratio statistics are studied. An empirical application conducts lifetime income path comparisons across different demographic groups according to years of work experience. |
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dc.language |
en |
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dc.publisher |
Wiley |
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dc.relation.ispartofseries |
International Economic Review |
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dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
|
dc.rights |
This is the peer reviewed version of the following article: International Economic Review 25 Oct 2021, which has been published in final form at http://doi.org/10.1111/iere.12548 This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited. |
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dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
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dc.subject |
Social Sciences |
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dc.subject |
Economics |
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dc.subject |
Business & Economics |
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dc.subject |
LIKELIHOOD RATIO TEST |
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dc.subject |
COINTEGRATED LINEAR-PROCESSES |
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dc.subject |
NUISANCE PARAMETER |
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dc.subject |
MIXTURE-MODELS |
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dc.subject |
DIVIDEND BEHAVIOR |
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dc.subject |
POWER TRANSFORMS |
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dc.subject |
HOMOGENEITY |
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dc.subject |
REGRESSION |
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dc.subject |
EARNINGS |
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dc.subject |
CONVERGENCE |
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dc.subject |
14 Economics |
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dc.title |
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES |
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dc.type |
Journal Article |
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dc.identifier.doi |
10.1111/iere.12548 |
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dc.date.updated |
2021-12-03T01:54:38Z |
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dc.rights.holder |
Copyright: Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association |
en |
pubs.author-url |
https://onlinelibrary.wiley.com/doi/epdf/10.1111/iere.12548 |
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pubs.publication-status |
Published online |
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dc.rights.accessrights |
http://purl.org/eprint/accessRights/OpenAccess |
en |
pubs.subtype |
Article |
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pubs.subtype |
Early Access |
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pubs.subtype |
Journal |
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pubs.elements-id |
870443 |
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dc.identifier.eissn |
1468-2354 |
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pubs.online-publication-date |
2021-10-25 |
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