Pages that link to "Item:Q4665849"
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The following pages link to Semiparametric Non-Linear Time Series Model Selection (Q4665849):
Displaying 12 items.
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- Cross‐validation and non‐parametric k nearest‐neighbour estimation (Q3422393) (← links)
- Variable selection in partially time-varying coefficient models (Q5321918) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
- Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method (Q5864461) (← links)
