Nonparametric transfer function models (Q530984)

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Language	Label	Description	Also known as
English	Nonparametric transfer function models	scientific article

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scholarly article

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Nonparametric transfer function models (English)

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Journal of Econometrics

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publication date

1 August 2016

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full work available at URL

http://eprints.lse.ac.uk/28868/

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zbMATH Keywords

nonparametric smoothing

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time series

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transfer function

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MaRDI profile type

MaRDI publication profile

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Functional-Coefficient Regression Models for Nonlinear Time Series

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Generalized Partially Linear Single-Index Models

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Functional-Coefficient Autoregressive Models

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Nonlinear transfer functions

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Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Nonlinear time series. Nonparametric and parametric methods

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Adaptive Varying-Coefficient Linear Models

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A Review of Nonparametric Time Series Analysis

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Optimal smoothing in single-index models

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Some automated methods of smoothing time-dependent data

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Characterizing Selection Bias Using Experimental Data

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Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

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Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)

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Nonparametric transfer function models

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MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

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Multivariate regression estimation: Local polynomial fitting for time series

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Efficiency of Weighted Average Derivative Estimators and Index Models

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NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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Quasi-likelihood Estimation in Semiparametric Models

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Additive Nonparametric Regression With Autocorrelated Errors

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MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS

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Modeling Multiple Times Series with Applications

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Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data

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On Single-Index Coefficient Regression Models

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An Adaptive Estimation of Dimension Reduction Space

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More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors

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Limiting behavior of U-statistics for stationary, absolutely regular processes

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Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters

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Identifiers

zbMATH Open document ID

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10.1016/j.jeconom.2009.10.029

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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