Narrow search
Showing 1 - 10 of 1,584
Cover Image
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Cover Image
Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
Cover Image
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao - In: Economics letters 232 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Cover Image
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Cover Image
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 225 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Cover Image
Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme; Shaw, Philip - In: Economics letters 125 (2014) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
Cover Image
Nonparametric estimation of stochastic volatility models
Renò, Roberto - In: Economics letters 90 (2006) 3, pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Cover Image
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos; Xie, Sihong; Yao, Feng - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Cover Image
Semiparametric estimation of varying trade elasticities in gravity
Hu, Yushan; Zhang, Penglong - In: Economics letters 209 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013209319
Cover Image
Semiparametric quasi maximum likelihood estimation of the fractional response model
Montoya-Blandón, Santiago; Jacho-Chávez, David Tomás - In: Economics letters 186 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012500374