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Persistent link: https://www.econbiz.de/10003876273

Nonparametric Kernel regression with multiple predictors and multiple shape constraints

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A nonparametric specification test for the volatility functions of diffusion processes

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Big data analytics : a new perspective

Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016

Model specification and selection are recurring themes in econometric analysis. Both topics become considerably more complicated in the case of large-dimensional data sets where the set of specification possibilities can become quite large. In the context of linear regression models, penalised...

Persistent link: https://www.econbiz.de/10011444508