Functional-Coefficient Regression Models for Nonlinear Time Series
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Cited in
(only showing first 100 items - show all)- Proportional functional coefficient time series models
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- An empirical study of a test for polynomial relationships in randomly right censored regression models
- Varying-coefficient single-index model
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Nonlinearity, data-snooping, and stock index ETF return predictability
- Local partial-likelihood estimation for lifetime data
- Flexible generalized varying coefficient regression models
- Rank test for heteroscedastic functional data
- Nonparametric estimation equations for time series data.
- Quantile regression in varying coefficient models.
- Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach
- A frequency domain test for detecting nonstationary time series
- A perspective on recent methods on testing predictability of asset returns
- Efficient estimation and computation for the generalised additive models with unknown link function
- Time-varying quantile single-index model for multivariate responses
- Quantile regression methods with varying-coefficient models for censored data
- A test for a parametric form of the volatility in second-order diffusion models
- Functional-bandwidth kernel for support vector machine with functional data: an alternating optimization algorithm
- Sieve empirical likelihood ratio tests for nonparametric functions
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Two-step estimation of time-varying additive model for locally stationary time series
- Statistical inference for time-inhomogeneous volatility models.
- Bayesian multi-regime smooth transition regression with ordered categorical variables
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- A model-free consistent test for structural change in regression possibly with endogeneity
- Wavelet-M-estimation for time-varying coefficient time series models
- Semiparametric model for covariance regression analysis
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Testing constancy in varying coefficient models
- Time-varying auto-regressive models for count time-series
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Penalized kernel quantile regression for varying coefficient models
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- \(L_1\)-estimation for covariate-adjusted regression
- Estimation of functional-coefficient autoregressive models with measurement error
- Spatially varying coefficient models with sign preservation of the coefficient functions
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Nonparametric estimation of time varying correlation coefficient
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Nonparametric regression for locally stationary functional time series
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Statistical inference of locally stationary functional coefficient models
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Spline estimation of functional coefficient regression models for time series with correlated errors
- Analyzing right-censored and length-biased data with varying-coefficient transformation model
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
- Penalized spline estimation in varying coefficient models with censored data
- Local least product relative error estimation for varying coefficient multiplicative regression model
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
- Estimation and inference for varying-coefficient regression models with error-prone covariates
- Inference on varying-coefficient partially linear regression model
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Testing the significance of index parameters in varying-coefficient single-index models
- A selective overview of nonparametric methods in financial econometrics
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Functional coefficient autoregressive conditional root model
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Weighted profile least squares estimation for a panel data varying-coefficient partially linear model
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Estimation of medical costs by copula models with dynamic change of health status
- Efficient estimation of partially linear varying coefficient models
- Semiparametric varying-coefficient study of mean residual life models
- Generalized partially linear varying-coefficient models
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Functional-coefficient partially linear regression model
- Outliers in functional autoregressive time series
- Propagation-separation approach for local likelihood estimation
- Estimation of semi-parametric additive coefficient model
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Testing predictive regression models with nonstationary regressors
- Testing cointegration relationship in a semiparametric varying coefficient model
- Model specification test with correlated but not cointegrated variables
- Multi-regime models for nonlinear nonstationary time series
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Identification of non-varying coefficients in varying-coefficient models
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Functional-coefficient cointegration models
- Model structure selection in single-index-coefficient regression models
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression
- Functional coefficient instrumental variables models
- Trending time-varying coefficient time series models with serially correlated errors
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Structural adaptive smoothing procedures
- Series estimation in partially linear in-slide regression models
- Semiparametric regression analysis of longitudinal skewed data
- Fiscal policy and asset markets: a semiparametric analysis
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Estimation in varying-coefficient errors-in-variables models with missing response variables
- Functional-coefficient models for nonstationary time series data
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class
- Single-index coefficient models for nonlinear time series
- Convolutional autoregressive models for functional time series
- Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
- Estimation of semivarying coefficient time series models with ARMA errors
- Polynomial spline estimation for partial functional linear regression models
- Parameter estimation for a generalized semiparametric model with repeated measurements
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