Variable selection in partially time-varying coefficient models (Q5321918): Difference between revisions

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+Trending time series and macroeconomic activity: Some present and future challenges
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+Trending time-varying coefficient time series models with serially correlated errors
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+Q4516961
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+Semiparametric Regression
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+Semiparametric Regression for the Applied Econometrician
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+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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+Nonlinear Time Series
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+Efficient estimation for semivarying-coefficient models
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+Variable selection in semiparametric regression modeling
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+Heuristics of instability and stabilization in model selection
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Semiparametric Non-Linear Time Series Model Selection
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+A Statistical View of Some Chemometrics Regression Tools
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+Generalized Partially Linear Single-Index Models
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+Ideal spatial adaptation by wavelet shrinkage
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+Profile-kernel likelihood inference with diverging number of parameters
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Quasi-likelihood Estimation in Semiparametric Models
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+Central limit theorem for linear processes
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