Nonlinear Regression with Dependent Observations
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(only showing first 100 items - show all)- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
- A robust algorithm for parameter estimation in smooth transition autoregressive models
- Misspecified models with dependent observations
- A note on strong mixing of ARMA processes
- Modified Lagrange multiplier tests for problems with one-sided alternatives
- Generalized method of moments specification testing
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- Trends and random walks in macroeconomic time series
- GMM estimation with cross sectional dependence
- Heteroskedastic cointegration
- A simple multiple variance ratio test
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses
- Uniform laws of large numbers and stochastic Lipschitz-continuity
- A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property
- Subsampling for heteroskedastic time series
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Cross-sectional aggregation of nonlinear models
- A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
- An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Consistency of M-estimators of nonlinear signal processing models
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Estimation and testing in time-series regression models with heteroscedastic disturbances
- On the formulation of empirical models in dynamic econometrics
- Strong consistency in nonlinear stochastic regression models.
- Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- Second-order least-squares estimation for regression models with autocorrelated errors
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Analytic standard errors for exploratory process factor analysis
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
- The asymptotic distribution of the unconditional quantile estimator under dependence
- On a large sample problem in nonlinear regression
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
- Nonparametric estimation of time varying parameters under shape restrictions
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
- False discovery rate for functional data
- An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
- Estimation and inference of the vector autoregressive process under heteroscedasticity
- Nonparametric estimation of dynamic panel models with fixed effects
- Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
- Non linear parametric mode regression
- Model selection using union-intersection principle for non nested models
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
- Accurately sized test statistics with misspecified conditional homoskedasticity
- Single-index coefficient models for nonlinear time series
- scientific article; zbMATH DE number 2183496 (Why is no real title available?)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
- Functional form misspecification in regressions with a unit root
- Maximum likelihood estimation in misspecified generalized linear models
- ARMA MODELS WITH ARCH ERRORS
- scientific article; zbMATH DE number 4201414 (Why is no real title available?)
- Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables
- Optimal bandwidth selection for robust generalized method of moments estimation
- A linear regression with unobserved dependent variables
- Effects of level shifts and temporary changes on the estimation of GARCH models
- The residual process for non-linear regression
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
- CONSTRAINED NON–LINEAR LEAST SQUARES
- Asymptotics of the signed-rank estimator under dependent observations
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Parameter Estimation in Nonlinear Regression
- A nonparametric method to estimate time varying coefficients under seasonal constraints
- A nonparametric test of the mixture-of-distributions model
- Adaptive estimation of an additive regression function from weakly dependent data
- On the formulation of uniform laws of large numbers: a truncation approach
- scientific article; zbMATH DE number 908557 (Why is no real title available?)
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- Asymptotic properties of the sign estimate of autoregression field coefficients
- Minimum distance estimation in linear regression with strong mixing errors
- Efficient method of moments estimators for integer time series models
- Signed-rank regression inference via empirical likelihood
- Sieve estimation of panel data models with cross section dependence
- Testing stationarity and trend stationarity against the unit root hypothesis
- Fixed-design regression for linear time series
- HAC robust trend comparisons among climate series with possible level shifts
- Nonlinear kernel mode‐based regression for dependent data
- A sandwich-type standard error estimator of SEM models with multivariate time series
- A generalization bound of deep neural networks for dependent data
- Predictive ability tests with possibly overlapping models
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
- A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
- Transformed Estimation for Panel Interactive Effects Models
- Asymptotic results of error density estimator in nonlinear autoregressive models
- Minimum chi-square estimation and tests for model selection
- A moment-based representation for heteroskedasticity robust standard errors
- The ET interview: Benedikt M. Pötscher
- An Oracle Inequality for Multivariate Dynamic Quantile Forecasting
- Change point analysis for functional data using empirical characteristic functionals
- Nonlinear regression models with increasing numbers of unknown parameters
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
- Multi-step estimation and forecasting in dynamic models
- A chi-square test for a unit root
- Estimating diversity via frequency ratios
- A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
- Analysis of rounded data from dependent sequences
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