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Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration

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Author Info
Yang, Lijian
Park, Byeong U.
Xue, Lan
Hardle, Wolfgang

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File URL: http://www.ingentaconnect.com/content/asa/jasa/2006/00000101/00000475/art00036
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Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 101 (2006)
Issue (Month): (September)
Pages: 1212-1227
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Handle: RePEc:bes:jnlasa:v:101:y:2006:p:1212-1227

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. L. Yang & R. Tschernig, . "Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models," Sonderforschungsbereich 373 1998-114, Humboldt Universitaet Berlin.
    Other versions:
  2. Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(02), pages 197-251, April. [Downloadable!]
    Other versions:
  3. Masry, Elias & Tj?stheim, Dag, 1997. "Additive Nonlinear ARX Time Series and Projection Estimates," Econometric Theory, Cambridge University Press, vol. 13(02), pages 214-252, April. [Downloadable!]
  4. J. Fan & W. H"Ardle & E. Mammen, . "Direct estimation of low dimensional components in additive models," Sonderforschungsbereich 373 1996-17, Humboldt Universitaet Berlin.
  5. O. B. Linton & W. H"Ardle, . "Estimation of Additive Regression Models with Links," Sonderforschungsbereich 373 1995-48, Humboldt Universitaet Berlin.
  6. Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series /2000/386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  7. repec:cup:etheor:v:13:y:1997:i:2:p:214-52 is not listed on IDEAS
  8. R. Chen, . "Functional coefficient autoregressive models: estimation and tests of hypotheses," Sonderforschungsbereich 373 1998-10, Humboldt Universitaet Berlin.
  9. W. H"Ardle & O. Linton, . "Nonparametric Regression," Sonderforschungsbereich 373 1995-29, Humboldt Universitaet Berlin.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
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