Pages that link to "Item:Q3836400"
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The following pages link to Root-n-consistent estimation of partially linear time series models (Q3836400):
Displaying 32 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Spline estimators for semi-functional linear model (Q419160) (← links)
- Functional partially linear quantile regression model (Q464378) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Statistical inference on regression with spatial dependence (Q738181) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Root-n consistent estimation in partly linear regression models (Q1922139) (← links)
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
- Estimation of a partially linear additive model with generated covariates (Q2306249) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- The treatment-effect estimation: a case study of the 2008 economic stimulus package of China (Q2516324) (← links)
- M-Estimation for partially functional linear regression model based on splines (Q2832642) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Functional partial linear model (Q3021179) (← links)
- Inference in Linear Time Series Models with some Unit Roots (Q3212160) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations (Q4269518) (← links)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
- A Partially Linear Kernel Estimator for Categorical Data (Q5863568) (← links)
- Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions (Q5864657) (← links)
- A simple nonparametric conditional quantile estimator for time series with thin tails (Q6140018) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- A Projective Approach to Conditional Independence Test for Dependent Processes (Q6620861) (← links)
