Efficient estimation of varying coefficient models with serially correlated errors
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Cites work
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- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Efficient estimation for semivarying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
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- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Functional coefficient estimation with both categorical and continuous data
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Goodness-of-fit testing for varying-coefficient models
- Local M-estimator for nonparametric time series.
- Local linear regression for data with AR errors
- Local polynomial fitting in semivarying coefficient model
- Local rank inference for varying coefficient models
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- Methods for Estimating a Conditional Distribution Function
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric transfer function models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Projection-type estimation for varying coefficient regression models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
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- Trending time-varying coefficient time series models with serially correlated errors
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
Cited in
(8)- Efficient estimation of the error distribution in a varying coefficient regression model
- Efficient estimation of varying coefficient seemly unrelated regression model
- Estimation of semivarying coefficient time series models with ARMA errors
- A resampling method for regression models with serially correlated errors
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
- scientific article; zbMATH DE number 5952274 (Why is no real title available?)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
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