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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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An equality test across nonparametric regressions
Lavergne, Pascal - 1998
Persistent link: https://www.econbiz.de/10000996316
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Semiparametric methods in econometrics
Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000650874
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An elementary nonparametric differencing test of equality of regression functions
Yatchew, Adonis John - In: Economics letters 62 (1999) 3, pp. 271-278
Persistent link: https://www.econbiz.de/10001398681
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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Classification and regression trees, CART TM : a user manual for identifying indicators of vulnerability to famine and chronic food insecurity
Yohannes, Yisehac; Webb, Patrick - 1999
Persistent link: https://www.econbiz.de/10001364717
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Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules
Gençay, Ramazan - In: Journal of international economics 47 (1999) 1, pp. 91-107
Persistent link: https://www.econbiz.de/10001395921
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Optimal convergence rates in nonparametric regression with fractional time series errors
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10011543839