Additive Nonparametric Models with Time Variable and Both Stationary and Nonstationary Regressors
Year of publication: |
2017
|
---|---|
Authors: | Dong, Chaohua |
Other Persons: | Linton, Oliver (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (79 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 18, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2847681 [DOI] |
Classification: | C13 - Estimation ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Functional Coefficient Nonstationary Regression
Gao, Jiti, (2013)
-
Functional Coefficient Nonstationary Regression
Gao, Jiti, (2013)
-
Semiparametric Estimation in Time Series Regression with Long-Range Dependence
Nielsen, Morten Ørregaard, (2005)
- More ...
-
High dimensional semiparametric moment restriction models
Dong, Chaohua, (2018)
-
Additive nonparametric models with time variable and both stationary and nonstationary regressions
Dong, Chaohua, (2017)
-
GMM estimation for high-dimensional panel data models
Cheng, Tingting, (2022)
- More ...