Identification for partially linear regression model with autoregressive errors
From MaRDI portal
Publication:5065294
DOI10.1080/00949655.2020.1857763OpenAlexW3115259077MaRDI QIDQ5065294
No author found.
Publication date: 18 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1857763
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semiparametric and nonparametric methods in econometrics
- Local polynomial estimation in partial linear regression models under dependence
- Time series: theory and methods.
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- Improving the prediction performance of the Lasso by subtracting the additive structural noises
- Nonparametric and semiparametric models.
- Optimal partial ridge estimation in restricted semiparametric regression models
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Shrinkage ridge regression in partial linear models
- Ridge regression methodology in partial linear models with correlated errors
- Determination of linear components in additive models
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Variable selection in high-dimensional partly linear additive models
- Seemingly Unrelated Ridge Regression in Semiparametric Models
- Nonlinear Time Series
- Can Tests for Jumps be Viewed as Tests for Clusters?
- Semiparametric Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Semiparametric Regression for the Applied Econometrician
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
- Least trimmed squares ridge estimation in partially linear regression models
- Estimation and variable selection for semiparametric additive partial linear models
