Sieve bootstrap inference for linear time-varying coefficient models
From MaRDI portal
Cites work
- A model of intertemporal emission trading, banking, and borrowing
- A theory of robust long-run variance estimation
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- Automatic selection of indicators in a fully saturated regression
- Autoregressive wild bootstrap inference for nonparametric trends
- Balanced control of generalized error rates
- Balanced Simultaneous Confidence Sets
- Boosting high dimensional predictive regressions with time varying parameters
- Bootstrap union tests for unit roots in the presence of nonstationary volatility
- Bootstrap Unit-Root Tests: Comparison and Extensions
- Bootstrap-based tests for deterministic time-varying coefficients in regression models
- Bootstrapping general empirical measures
- Comparison of two bandwidth selectors with dependent errors
- Estimating smooth structural change in cointegration models
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
- Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 469380 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Kernel-based inference in time-varying coefficient cointegrating regression
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- Modeling and testing smooth structural changes with endogenous regressors
- Modelling autoregressive processes with a shifting mean
- Modelling our changing world
- Moving-average representation of autoregressive approximations
- Multiple Time Series Regression with Integrated Processes
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Non‐parametric detection and estimation of structural change
- On the range of validity of the autoregressive sieve bootstrap
- Rolling window selection for out-of-sample forecasting with time-varying parameters
- Sieve bootstrap for smoothing in nonstationary time series
- Simultaneous bootstrap confidence bands in nonparametric regression
- Simultaneous inference for time-varying models
- Simultaneous inference of linear models with time varying coefficients
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Statistical inference in partially time-varying coefficient models
- Testing for smooth structural changes in time series models via nonparametric regression
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Trending time-varying coefficient time series models with serially correlated errors
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(2)
This page was built for publication: Sieve bootstrap inference for linear time-varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6190946)
