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Finding the Functional Forms for Slowly Changing Dependencies


Olli Tapani Ropponen


Government of the Republic of Finland - Government Institute for Economic Research (VATT); University of Helsinki - Department of Political and Economic Studies
February 27, 2009

HECER Discussion Paper No. 253

Abstract:     
This study introduces a two step method for finding the functional form for the model to be estimated. The proposed method allows us to get rid of the restrictions of the parallel model even when there are no interaction terms available. It is applicable in the cases where the dependencies change slowly. The method is applied to the data of Finnish Household Surveys.

Number of Pages in PDF File: 38

Keywords: Semiparametric Methods, Modelling, Consumption

JEL Classification: C14, C50, E21

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Date posted: March 1, 2009  

Suggested Citation

Ropponen, Olli Tapani, Finding the Functional Forms for Slowly Changing Dependencies (February 27, 2009). HECER Discussion Paper No. 253. Available at SSRN: http://ssrn.com/abstract=1350197 or http://dx.doi.org/10.2139/ssrn.1350197

Contact Information

Olli Tapani Ropponen (Contact Author)
Government of the Republic of Finland - Government Institute for Economic Research (VATT) ( email )
Arkadiankatu 7
P.O Box 1279
Helsinki, FIN-00531
Finland
University of Helsinki - Department of Political and Economic Studies ( email )
P.O. Box 54
FIN-00014 Helsinki
Finland
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