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A semiparametric panel data model with common factors and spatial dependence
Soberon, Alexandra; Musolesi, Antonio; Rodriguez-Poo, … - 2022
Persistent link: https://www.econbiz.de/10013171085
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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
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Revisiting the forward : spot relation ; an application of the nonparametric long-run correlation coefficient
Kanas, Angelos; Ioannidis, Christos - In: Journal of economics and finance 36 (2012) 1, pp. 148-161
Persistent link: https://www.econbiz.de/10009581916
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Coherent incurred paid (cip) models for claims reserving
Dupin, Gilles; Koenig, Emmanuel; Le Moine, Pierre; … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 749-777
Persistent link: https://www.econbiz.de/10011875689
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Semiparametric normal transformation models for spatially correlated survival data
Li, Yi; Lin, Xihong - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 591-603
Persistent link: https://www.econbiz.de/10003334634
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Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
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A nonparametric assessment of properties of space-time covariance functions
Li, Bo; Genton, Marc G.; Sherman, Michael - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 736-744
Persistent link: https://www.econbiz.de/10003490487
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Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe; Dehon, Catherine - 2008
Persistent link: https://www.econbiz.de/10003976901
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Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10011311193