Pages that link to "Item:Q278242"

The following pages link to Trending time-varying coefficient time series models with serially correlated errors (Q278242):

Displaying 50 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
• Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
• Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
• A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Functional coefficient regression models with time trend (Q528015) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
• Statistical inference in partially time-varying coefficient models (Q607224) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← links)
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
• Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach (Q1681098) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Inference on trending panel data (Q1792445) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
• Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Time-varying model averaging (Q2024462) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• A time-varying diffusion index forecasting model (Q2208686) (← links)
• Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
• Analyzing right-censored and length-biased data with varying-coefficient transformation model (Q2252885) (← links)
• Variable selection for fixed effects varying coefficient models (Q2256573) (← links)