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2

Semiparametric Regression Smoothing of Non-linear Time Series

Year:
1998
Language:
english
File:
PDF, 280 KB
english, 1998
5

Model Specification Tests in Nonparametric Stochastic Regression Models

Year:
2002
Language:
english
File:
PDF, 235 KB
english, 2002
6

Specification testing in discretized diffusion models: Theory and practice

Year:
2008
Language:
english
File:
PDF, 1.98 MB
english, 2008
7

Semiparametric trending panel data models with cross-sectional dependence

Year:
2012
Language:
english
File:
PDF, 722 KB
english, 2012
9

Semiparametric Approximation Methods in Multivariate Model Selection

Year:
2001
Language:
english
File:
PDF, 210 KB
english, 2001
10

Asymptotic normality of pseudo-LS estimator for partly linear autoregression models

Year:
1995
Language:
english
File:
PDF, 307 KB
english, 1995
11

Econometric modelling in finance and risk management: An overview

Year:
2008
Language:
english
File:
PDF, 573 KB
english, 2008
12

Non-parametric time-varying coefficient panel data models with fixed effects

Year:
2011
Language:
english
File:
PDF, 235 KB
english, 2011
18

A Test for Model Specification of Diffusion Processes

Year:
2008
Language:
english
File:
PDF, 2.44 MB
english, 2008
20

Estimation in semi-parametric regression with non-stationary regressors

Year:
2012
Language:
english
File:
PDF, 400 KB
english, 2012
22

Hermite Series Estimation in Nonlinear Cointegrating Models

Year:
2013
Language:
english
File:
PDF, 422 KB
english, 2013
25

An Integrated Panel Data Approach to Modelling Economic Growth

Year:
2019
Language:
english
File:
PDF, 887 KB
english, 2019
27

The laws of the iterated logarithm of some estimates in partly linear models

Year:
1995
Language:
english
File:
PDF, 338 KB
english, 1995
28

An adaptive empirical likelihood test for parametric time series regression models

Year:
2007
Language:
english
File:
PDF, 298 KB
english, 2007
29

Nonparametric simultaneous testing for structural breaks

Year:
2008
Language:
english
File:
PDF, 320 KB
english, 2008
30

Econometric estimation in long-range dependent volatility models: Theory and practice

Year:
2008
Language:
english
File:
PDF, 3.38 MB
english, 2008
31

Moment inequalities for spatial processes

Year:
2008
Language:
english
File:
PDF, 202 KB
english, 2008
32

A central limit theorem for a random quadratic form of strictly stationary processes

Year:
2000
Language:
english
File:
PDF, 122 KB
english, 2000
34

Modelling and managing financial risk: An overview

Year:
2009
Language:
english
File:
PDF, 82 KB
english, 2009
37

Semiparametric estimation and testing of the trend of temperature series

Year:
2006
Language:
english
File:
PDF, 307 KB
english, 2006
40

Local Linear M-estimation in non-parametric spatial regression

Year:
2009
Language:
english
File:
PDF, 773 KB
english, 2009
41

Adaptive Estimation in Partially Linear Autoregressive Models

Year:
2000
Language:
english
File:
PDF, 713 KB
english, 2000
43

Semiparametric estimation in triangular system equations with nonstationarity

Year:
2013
Language:
english
File:
PDF, 600 KB
english, 2013
44

Comments on: Some recent theory for autoregressive count time series

Year:
2012
Language:
english
File:
PDF, 228 KB
english, 2012
45

Bandwidth Selection in Nonparametric Kernel Testing

Year:
2008
Language:
english
File:
PDF, 1.43 MB
english, 2008
49

Asymptotic theory for partly linear models

Year:
1995
Language:
english
File:
PDF, 768 KB
english, 1995
50

Nonparametric Methods in Continuous Time Model Specification

Year:
2007
Language:
english
File:
PDF, 170 KB
english, 2007