Pages that link to "Item:Q4468548"

The following pages link to More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors (Q4468548):

Displaying 44 items.

• Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Nonparametric transformation to white noise (Q290951) (← links)
• Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
• Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics (Q530964) (← links)
• Nonparametric transfer function models (Q530984) (← links)
• Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
• Local linear regression for data with AR errors (Q1036922) (← links)
• Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
• SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Statistical inference in a panel data semiparametric regression model with serially correlated errors (Q2489489) (← links)
• NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
• A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
• Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
• Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors (Q3088158) (← links)
• MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
• On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
• Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
• Improved local polynomial estimation in time series regression (Q4634441) (← links)
• RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935) (← links)
• Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system (Q5040540) (← links)
• Empirical likelihood based estimation for a class of functional coefficient ARCH-M models (Q5077366) (← links)
• Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
• Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
• Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors (Q5299872) (← links)
• Efficient estimation for time-varying coefficient longitudinal models (Q5375952) (← links)
• ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
• Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
• More efficient local polynomial regression with random-effects panel data models (Q5862496) (← links)
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
• Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)