文章基本信息

标题：Semiparametric Time-Series Model Using Local Polynomial: An Application on the Effects of Financial Risk Factors on Crop Yield
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作者：Syed Ejaz Ahmed ; Dursun Aydin ; Ersin Yilmaz 等
期刊名称：Journal of Risk and Financial Management
印刷版ISSN：1911-8074
出版年度：2022
卷号：15
期号：3
页码：1-12
DOI：10.3390/jrfm15030141
语种：English
出版社：MDPI, Open Access Journal
摘要：This paper proposes a semiparametric local polynomial estimator for modelling agricultural time-series. We consider the modelling of the crop yield variable according to determined financial risk factors in Turkey. The derivation of a semiparametric local polynomial estimator is provided with its fundamental statistical properties to estimate the semiparametric time-series model. This paper attaches importance to precision agriculture (PA) and therefore a local polynomial technique is considered due to some advantages it has over alternative methods. The introduced estimator provides less estimation risk, involving both parametric and nonparametric components that allow the estimator to represent the data structure better. From that, it can be said that the proposed estimator and model is beneficial to agricultural researchers for financial decision-making processes..
关键词：local polynomial regression ;crop yield ;financial risk ;semiparametric time series