Pages that link to "Item:Q3168418"

The following pages link to LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418):

Displaying 16 items.

• Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
• Robust estimation and selection for single-index regression model (Q5107397) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
• On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions (Q5377200) (← links)
• UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)