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Semiparametric quantile averaging in the presence of high-dimensional predictors
Gooijer, Jan G. de; Zerom Godefay, Dawit - In: International journal of forecasting 35 (2019) 3, pp. 891-909
Persistent link: https://www.econbiz.de/10012305189
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Statistics and finance : an introduction
Ruppert, David - 2004
This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a … prior course in statistics, but no background in finance or economics. The basics of probability and statistics are reviewed … and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric …
Persistent link: https://www.econbiz.de/10001805902
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Nonparametric and semiparametric models for missing covariates in parametric regression
Chen, Hua Yun - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1176-1189
Persistent link: https://www.econbiz.de/10002507624
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Racine, Jeffrey (ed.) - 2014
semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the …
Persistent link: https://www.econbiz.de/10012669710
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A consistent nonparametric test for nonlinear causality : specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10009374481
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Racine, Jeffrey (ed.) - 2014
Persistent link: https://www.econbiz.de/10010337797
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014
Persistent link: https://www.econbiz.de/10010470615
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014 - Rev.
finite (2 + (d=p))th absolute moment for d=p < 2.We also establish the asymptotic normality of t statistics for possibly …
Persistent link: https://www.econbiz.de/10010458629
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - In: Journal of econometrics 188 (2015) 2, pp. 447-465
Persistent link: https://www.econbiz.de/10011503628