Similar Search Results

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian - 2017

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...

Persistent link: https://www.econbiz.de/10012966219

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

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

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251

Persistent link: https://www.econbiz.de/10001661291

Spline-backfitted kernal smoothing of additive coefficient model

Liu, Rong; Yang, Lijian; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 29-59

Persistent link: https://www.econbiz.de/10003968457