Efficient estimation of varying coefficient models with serially correlated errors
From MaRDI portal
(Redirected from Publication:670140)
Recommendations
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Efficient estimation in varying coefficient regression models
- scientific article; zbMATH DE number 5952274
- Efficient estimation for semivarying-coefficient models
- Efficient estimation of the error distribution in a varying coefficient regression model
- Trending time-varying coefficient time series models with serially correlated errors
- scientific article; zbMATH DE number 16258
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- Efficient estimation for time-varying coefficient longitudinal models
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- 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
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- 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
- Statistical estimation in varying coefficient models
- Time series: theory and methods.
- 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
- Variable selection for varying coefficient models with measurement errors
- 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 varying coefficient seemly unrelated regression model
- Efficient estimation of the error distribution in a varying coefficient regression model
- scientific article; zbMATH DE number 5952274 (Why is no real title available?)
- SCAD-penalized regression for varying-coefficient models with autoregressive 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
- Estimation of semivarying coefficient time series models with ARMA errors
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
This page was built for publication: Efficient estimation of varying coefficient models with serially correlated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q670140)
