Semiparametric Non-Linear Time Series Model Selection
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- scientific article; zbMATH DE number 5224884
- SEMIPARAMETRIC TIME SERIES REGRESSION
Cites work
- An Adaptive Estimation of Dimension Reduction Space
- Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
- Choice of regressors in nonparametric estimation
- Data-Driven Model Choice in Multivariate Nonparametric Regression
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Model specification tests in nonparametric stochastic regression models
- Multivariate regression estimation: Local polynomial fitting for time series
- Nonparametric lag selection for time series models
- Semiparametric regression model selections.
- Semiparametric Regression Smoothing of Non-linear Time Series
Cited in
(27)- Nonparametric tests for model selection with time series data
- Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States
- Consistent model selection criteria and goodness-of-fit test for common time series models
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Fiscal policy and asset markets: a semiparametric analysis
- Selecting nonlinear time series models using information criteria
- MONEY GROWTH AND INFLATION IN THE UNITED STATES
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
- Cross‐validation and non‐parametric k nearest‐neighbour estimation
- Nonlinear Time Series
- Nonlinear Time Series Models and Model Selection
- REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- A semiparametric estimation for the nonlinear vector autoregressive time series model
- Non-nested model selection based on the quantiles and it's application in time series
- Model selection for time series with nonlinear trend
- A semiparametric approach for modelling multivariate nonlinear time series
- Sequential model selection method for nonparametric autoregression
- Variable selection in partially time-varying coefficient models
- Semiparametric methods in nonlinear time series analysis: a selective review
- Variable selection for partially time-varying coefficient error-in-variables models
- Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
- Semiparametric time series regression modeling with a diverging number of parameters
- Model and variable selection procedures for semiparametric time series regression
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