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Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

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Spline-backfitted kernal smoothing of additive coefficient model

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Asymptotic theory for zero energy functionals with nonparametric regression applications

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Non-parametric transformation regression with non-stationary data

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We examine a kernel regression smoother for time series that takes account of the error correlation structure as proposed by Xiao et al. (2008). We show that this method continues to improve estimation in the case where the regressor is a unit root or near unit root process.

Persistent link: https://www.econbiz.de/10009734305

Testing instability in a predictive regression model with nonstationary regressors

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Nonparametric estimation of homogenous functions

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Non- and semiparametric identification of seasonal nonlinear autoregression models

Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448

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Nonparametric estimation and testing of interaction in additive models

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Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

Persistent link: https://www.econbiz.de/10001715636