Gao, Jiti - Volkswirtschaftliche Fakultät, … - 2007
Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received …, specification testing, and selection of time series data.After a brief introduction, this book examines semiparametric estimation …-world data. It also assesses some newly proposed semiparametric estimation procedures for time series data with long …