Model-free Model-fitting and Predictive Distributions
Year of publication: |
2010-03-01
|
---|---|
Authors: | Politis, Dimitris N |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | bootstrap | cross-validation | heteroskedasticity | nonparametric estimation | predictive distribution | predictive intervals | regression | smoothing | Social and Behavioral Sciences |
-
Model-free model-fitting and predictive distributions
Politis, Dimitris, (2013)
-
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey, (2023)
-
Navarro, Fabien, (2017)
- More ...
-
NoVaS Transformations: Flexible Inference for Volatility Forecasting
Politis, Dimitris N, (2008)
-
Unit Root Testing via the Continuous-Path Block Bootstrap
Paparoditis, Efstathios, (2001)
-
The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root
Paparoditis, Efstathios, (2013)
- More ...