Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459): Difference between revisions

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-J. T. Gao
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-Nam Hyun Kim
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+J. T. Gao
@@ Property / author: J. T. Gao / rank @@
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+Nam Hyun Kim
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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Endogeneity in Semiparametric Binary Response Models
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Estimation in semiparametric time series regression
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+A selective overview of nonparametric methods in financial econometrics
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+Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+Root-n-consistent estimation of partially linear time series models
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+Nonlinear Time Series
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+Bandwidth Selection in Nonparametric Kernel Testing
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+Semiparametric estimation and testing of the trend of temperature series
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+Estimation in semiparametric spatial regression
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+Semiparametric estimation in triangular system equations with nonstationarity
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+Estimation in threshold autoregressive models with a stationary and a unit root regime
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+Semiparametric Non-Linear Time Series Model Selection
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+Adaptive estimation in partially linear autoregressive models
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+Nonparametric methods for inference in the presence of instrumental variables
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Optimal smoothing in single-index models
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+A Review of Nonparametric Time Series Analysis
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+Comparing nonparametric versus parametric regression fits
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+Semiparametric comparison of regression curves
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Nonparametric estimation in a nonlinear cointegration type model
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+Nonparametric regression estimation in a null recurrent time series
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+Limiting Behavior of Generalized <i>U</i>-Statistics of Weakly Dependent Stationary Processes
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+Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions
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+Consistent model specification tests for time series econometric models
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+SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR  DEPENDENT DATA WITH GENERATED REGRESSORS
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+A kernel method of estimating structured nonparametric regression based on marginal integration
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+Instrumental Variable Estimation of Nonparametric Models
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+Nonparametric Estimation of Triangular Simultaneous Equations Models
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+A statistical perspective on ill-posed inverse problems (with discussion)
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+LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
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+Nonparametric two-step regression estimation when regressors and error are dependent
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+Root-N-Consistent Semiparametric Regression
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+Local polynomial estimation of nonparametric simultaneous equations models
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+Measures of Dependence and Tests of Independence
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+SEMIPARAMETRIC TIME SERIES REGRESSION
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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+An equilibrium characterization of the term structure
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Structural Nonparametric Cointegrating Regression
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+ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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+Bias-corrected Confidence Bands in Nonparametric Regression
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+Feature matching in time series modeling
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+On extended partially linear single-index models
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+An Adaptive Estimation of Dimension Reduction Space
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+Publication:5419459