Pages that link to "Item:Q607224"
From MaRDI portal
The following pages link to Statistical inference in partially time-varying coefficient models (Q607224):
Displaying 16 items.
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors (Q392053) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Robust estimation for spatial semiparametric varying coefficient partially linear regression (Q894868) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors (Q3389653) (← links)
- Wavelet estimation in time-varying coefficient time series models with measurement errors (Q5160193) (← links)
- B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data (Q5299882) (← links)
- Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
