Pages that link to "Item:Q4530908"
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The following pages link to Sieve Extremum Estimates for Weakly Dependent Data (Q4530908):
Displaying 50 items.
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- On efficient estimation of the ordered response model (Q276935) (← links)
- Identification and estimation in sequential, asymmetric, English auctions (Q278042) (← links)
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- Semiparametric identification and estimation in multi-object, English auctions (Q288347) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Some uniform convergence results for kernel estimators (Q382783) (← links)
- Global adaptive smoothing regression (Q485932) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- On Kolmogorov's representation of functions of several variables by functions of one variable (Q899517) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Partially linear transformation cure models for interval-censored data (Q1660211) (← links)
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model (Q1706448) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Semiparametric additive transformation model under current status data (Q1952246) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- A goodness-of-fit test based on neural network sieve estimators (Q2244442) (← links)
- Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Extremum estimation and numerical derivatives (Q2354853) (← links)
- Generalised density forecast combinations (Q2354855) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- Semiparametric efficiency in GMM models with auxiliary data (Q2426625) (← links)
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case (Q2485344) (← links)
- Sieves estimator of the operator of a functional autoregressive process (Q2489794) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
