Pages that link to "Item:Q1003415"
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The following pages link to Semiparametric estimation of regression functions in autoregressive models (Q1003415):
Displaying 10 items.
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
- (Q3021530) (← links)
- Semiparametric Regression for the Applied Econometrician (Q4666846) (← links)
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164) (← links)
- Nonlinear semiparametric AR(1) model with skew-symmetric innovations (Q5084929) (← links)
- Semiparametric reconstruction of the density function which is based on the generalized lambda-distribution in the problem of identification of regression models (Q5502064) (← links)
- Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data (Q5875310) (← links)
- A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation (Q6552934) (← links)