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Nonlinearity and spatial lag dependence : tests based on double-length regressions

Li, Dong; Le, Canh Quang - In: Journal of time series econometrics 2 (2010) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009623326

Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574

Persistent link: https://www.econbiz.de/10009658352

Linear and nonlinear regression with stable errors

Nolan, John P.; Ojeda-Revah, Diana - In: Journal of econometrics 172 (2013) 2, pp. 186-194

Persistent link: https://www.econbiz.de/10009706210

Looking forward : the role of multiple regression in family business research

Hopkins, Lucas; Ferguson, Keith E. - In: Journal of family business strategy 5 (2014) 1, pp. 52-62

Persistent link: https://www.econbiz.de/10010366779

Specification testing for nonlinear cointegrating regression

Wang, Qiying; Phillips, Peter C. B. - 2011

We provide a limit theory for a general class of kernel smoothed U statistics that may be used for specification … cointegration and regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test …

Persistent link: https://www.econbiz.de/10008826041

Specification tests of parametric dynamic conditional quantiles

Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221

Persistent link: https://www.econbiz.de/10008839927

Nonlinear cointegrating regression under weak identification

Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547

Persistent link: https://www.econbiz.de/10009545835

Penalized estimation of high-dimensional models under a generalized sparsity condition

Horowitz, Joel; Huang, Jian - 2012

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are "large" and may be objects of substantive interest, whereas others are "small" but not necessarily zero. The number of small coefficients or additive components may exceed...

Persistent link: https://www.econbiz.de/10009567830

Heteroscedastic nonlinear regression models with random effects

Gilberg, Frank; Urfer, Wolfgang - 1998

Persistent link: https://www.econbiz.de/10010467709

Martingale limit theorem revisited and nonlinear cointegrating regression

Wang, Qiying - In: Econometric theory 30 (2014) 3, pp. 509-535

Persistent link: https://www.econbiz.de/10010500889

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