Similar Search Results - EconBiz

A simultaneous confidence corridor for varying coefficient regression with sparse functional data

Gu, Lijie; Wang, Li; Härdle, Wolfgang; Yang, Lijian - 2014

We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...

Persistent link: https://www.econbiz.de/10010225740

Integrated conditional moment tests for parametric conditional distributions

Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2012) 2, pp. 328-362

Persistent link: https://www.econbiz.de/10009520945

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135

Persistent link: https://www.econbiz.de/10011795009

Estimation of spot volatility with superposed noisy data

Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79

Persistent link: https://www.econbiz.de/10012036296

A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data

Gu, Lijie - 2017

We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous...

Persistent link: https://www.econbiz.de/10012966539

Identification and estimation of errors-in-variables tobit models

Wang, Liqun - 1993

Persistent link: https://www.econbiz.de/10000863603

Directed least squares regression in errors-in-variables models

Wang, Liqun - 1991

Persistent link: https://www.econbiz.de/10000833393

Estimation of nonlinear errors-in-variables models : an approximate solution

Hsiao, Cheng; Wang, Liqun; Wang, Qing - 1996

Persistent link: https://www.econbiz.de/10000592458

A simple adjustment for measurement errors in estimating some limited dependent variable models

Wang, Liqun - 1996

Persistent link: https://www.econbiz.de/10000958664

Locally weighted censored quantile regression

Wang, Huixia Judy; Wang, Lan - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1117-1128

Persistent link: https://www.econbiz.de/10003902815

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