scientific article; zbMATH DE number 5142517
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Publication:3431920
zbMATH Open1109.62117MaRDI QIDQ3431920FDOQ3431920
Authors: Susan Orbe, Eva Ferreira, Juan Rodriguez-Poo 
Publication date: 13 April 2007
Title of this publication is not available (Why is that?)
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- Econometric modelling with time series. Specification, estimation and testing
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05) Parametric inference under constraints (62F30)
Cited In (15)
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Modeling and testing smooth structural changes with endogenous regressors
- Testing for time variation in an unobserved components model for the U.S. economy
- Non-stationary structural model with time-varying demand elasticities
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Wavelet estimation in time-varying coefficient models
- Time varying VARs with inequality restrictions
- Boosting high dimensional predictive regressions with time varying parameters
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Functional coefficient time series models with trending regressors
- Adaptive efficient robust sequential analysis for autoregressive big data models
- Instrumental variable regression with variable constraint and its applications in option pricing and portfolio
- Nonparametric specification for non-stationary time series regression
- A nonparametric method to estimate time varying coefficients under seasonal constraints
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