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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
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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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
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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
Persistent link: https://www.econbiz.de/10001716911
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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
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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