Similar Search Results - EconBiz

Adaptive Varying-Coefficient Linear Models

Cai, Zongwu - 2008

Varying-coefficient linear models arise from multivariate nonparametric regression, nonlinear time series modelling and forecasting, functional data analysis, longitudinal data analysis, and others. It has been a common practice to assume that the vary-coefficients are functions of a given...

Persistent link: https://www.econbiz.de/10012771061

Nonparametric autoregression with multiplicative volatility and additive mean

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

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

Non- and semiparametric identification of seasonal nonlinear autoregession models

Yang, Lijian; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000168640

Testing instability in a predictive regression model with nonstationary regressors

Cai, Zongwu; Wang, Yunfei; Wang, Yonggang - In: Econometric theory 31 (2015) 5, pp. 953-980

Persistent link: https://www.econbiz.de/10011545495

Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression

Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685

Persistent link: https://www.econbiz.de/10011606819

Nonparametric transformation regression with nonstationary data

Linton, Oliver; Wang, Qiying - In: Econometric theory 32 (2016) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011578411

Nonparametric estimation and testing of interaction in additative models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

Persistent link: https://www.econbiz.de/10000992408

Nonparametric estimation of homogenous functions

Tripathi, Gautam; Kim, Woocheol - In: Econometric theory 19 (2003) 4, pp. 640-663

Persistent link: https://www.econbiz.de/10001777191

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

Non- and semiparametric identification of seasonal nonlinear autoregression models

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

Persistent link: https://www.econbiz.de/10001716911

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