Pages that link to "Item:Q1382472"
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The following pages link to Multivariate regression estimation: Local polynomial fitting for time series (Q1382472):
Displayed 50 items.
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
- A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Identification and nonparametric estimation of a transformed additively separable model (Q530962) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Censored multiple regression by the method of average derivatives (Q558066) (← links)
- Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
- Asymptotic properties of local polynomial regression with missing data and correlated errors (Q734422) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Factor models for asset returns based on transformed factors (Q1739597) (← links)
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Multivariate probability density estimation for associated processes: Strong consistency and rates. (Q1871223) (← links)
- Local polynomial regression smoothers with AR-error structure. (Q1872873) (← links)
- Calculating degrees of freedom in multivariate local polynomial regression (Q2189128) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator (Q2231028) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Inference on local causality and tests of non-causality in time series (Q2326994) (← links)
- Gradient-based smoothing parameter selection for nonparametric regression estimation (Q2343743) (← links)
- Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Nonparametric multiple regression estimation for circular response (Q2666066) (← links)
- A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM (Q2886949) (← links)
- LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION (Q2890707) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
- Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)