Pages that link to "Item:Q5393899"

The following pages link to Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899):

Displaying 36 items.

• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Nonparametric transformation to white noise (Q290951) (← links)
• Statistical inference for nonparametric GARCH models (Q311986) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• A semiparametric stochastic volatility model (Q738174) (← links)
• Semiparametric score driven volatility models (Q1659100) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Adaptive estimation for some nonparametric instrumental variable models with full independence (Q2074321) (← links)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Estimation of a semiparametric transformation model (Q2426620) (← links)
• Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
• Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
• Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
• Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
• A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
• Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS (Q2786681) (← links)
• SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010) (← links)
• A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL (Q3021624) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
• Asymmetric linear double autoregression (Q5095288) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• Nonparametric volatility prediction (Q6601087) (← links)
• Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)