Pages that link to "Item:Q262746"

The following pages link to Nonparametric estimation of time varying parameters under shape restrictions (Q262746):

Displaying 32 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Time varying VARs with inequality restrictions (Q545190) (← links)
• An efficient estimator for locally stationary Gaussian long-memory processes (Q605935) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• A refined Jensen's inequality in Hilbert spaces and empirical approximations (Q1006680) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Time-varying coefficient models: A comparison of alternative estimation strategies (Q1775317) (← links)
• Estimating deterministically time-varying variances in regression models (Q1934157) (← links)
• Estimation of time-varying parameters in statistical models: An optimization approach (Q1964326) (← links)
• Indirect inference for locally stationary models (Q2024470) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• A two-phase approach to estimating time-varying parameters in the capital asset pricing model (Q3183868) (← links)
• (Q4276219) (← links)
• Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
• Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints (Q5378119) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)
• Functional coefficient time series models with trending regressors (Q5860950) (← links)
• Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)
• Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)