Pages that link to "Item:Q530984"
From MaRDI portal
The following pages link to Nonparametric transfer function models (Q530984):
Displaying 13 items.
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- A novel partial-linear single-index model for time series data (Q1727926) (← links)
- Additive models with autoregressive symmetric errors based on penalized regression splines (Q2135912) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors (Q3088158) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
- Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
