Pages that link to "Item:Q3161683"
From MaRDI portal
The following pages link to A note on non-parametric estimation with predicted variables (Q3161683):
Displaying 11 items.
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q619115) (← links)
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis (Q740080) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
- Varying Coefficient Models Revisited: An Econometric View (Q5280078) (← links)
