Working papers
- R. Chen & W. H"Ardle & O. B. Linton & E. Severance-Lossin, .
"Nonparametric Estimation of Additive Seperable Regression Models,"
Sonderforschungsbereich 373
1995-50, Humboldt Universitaet Berlin.
Cited by:
- Morteza Haghiri & James F. Nolan & Kien C. Tran, 2004.
"Assessing the impact of economic liberalization across countries: a comparison of dairy industry efficiency in Canada and the USA,"
Applied Economics,
Taylor and Francis Journals, vol. 36(11), pages 1233-1243, June.
[Downloadable!] (restricted)
- S. Schmelzer & T. K"Otter & S. Klinke & W. H"Ardle, .
"A New Generation of a Statistical Computing Environment on the Net,"
Sonderforschungsbereich 373
1996-52, Humboldt Universitaet Berlin.
- E. Severance-Lossin & S. Sperlich, .
"Estimation of Derivatives for Additive Separable Models,"
Sonderforschungsbereich 373
1995-60, Humboldt Universitaet Berlin.
- R. Chen, .
"Functional coefficient autoregressive models: estimation and tests of hypotheses,"
Sonderforschungsbereich 373
1998-10, Humboldt Universitaet Berlin.
Cited by:
- Mª Victoria Esteban González & Susan Orbe Mandaluniz, 2006.
"Nonparametric estimation betas in the Market Model,"
BILTOKI
200603, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
- Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005.
"Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration,"
SFB 649 Discussion Papers
SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions:- Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006.
"Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration,"
Journal of the American Statistical Association,
American Statistical Association, vol. 101, pages 1212-1227, September.
[Downloadable!] (restricted)
- W. H"Ardle & R. Chen, .
"Nonparametric Time Series Analysis, a selectiv review with examples,"
Sonderforschungsbereich 373
1995-14, Humboldt Universitaet Berlin.
Cited by:
- W. H"Ardle & J. Marron & L. Yang, .
"Discussion,"
Sonderforschungsbereich 373
1996-65, Humboldt Universitaet Berlin.
- L. Yang & W. H"Ardle, .
"Nonparametric Autoregression with Multiplicative Volatility and Additive Mean,"
Sonderforschungsbereich 373
1996-62, Humboldt Universitaet Berlin.
Other versions:
- W. H"Ardle & R. Chen, .
"Estimation and Variable Selection in Additive Nonparametric Regression Models,"
Sonderforschungsbereich 373
1995-16, Humboldt Universitaet Berlin.
Cited by:
- W. Härdle & A. Korostelev, .
"Search of Significant Variables in Nonparametric Additive Regression,"
Sonderforschungsbereich 373
1994-42, Humboldt Universitaet Berlin.
- O. B. Linton & R. Chen & W. H"Ardle, .
"An Analysis of Transformations for Additive Nonparanetric Regression,"
Sonderforschungsbereich 373
1995-68, Humboldt Universitaet Berlin.
Cited by:
- Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003.
"Estimation of Semiparametric Models when the Criterion Function is not Smooth,"
STICERD - Econometrics Paper Series
/2003/450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:- Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003.
"Estimation of Semiparametric Models when the Criterion Function Is Not Smooth,"
Econometrica,
Econometric Society, vol. 71(5), pages 1591-1608, 09.
[Downloadable!] (restricted)
- Xiaohong Chen & Oliver Linton & Ingred Van Keilegom, 2002.
"Estimation of semiparametric models when the criterion function is not smooth,"
CeMMAP working papers
CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
- Lawrence Dacuycuy, 2006.
"Explaining male wage inequality in the Philippines: non-parametric and semiparametric approaches,"
Applied Economics,
Taylor and Francis Journals, vol. 38(21), pages 2497-2511, December.
[Downloadable!] (restricted)
- Stefan Sperlich & Oliver Linton & Wolfgang Härdle, 1999.
"Integration and backfitting methods in additive models-finite sample properties and comparison,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research,
Springer, vol. 8(2), pages 419-458, December.
[Downloadable!] (restricted)
- W. Kim & O. Linton, .
"A Local Instrumental Estimation Method for Generalized Additive Volatility Models,"
Sonderforschungsbereich 373
2000-86, Humboldt Universitaet Berlin.
- Woocheol Kim & Oliver Linton, 2003.
"A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models,"
STICERD - Econometrics Paper Series
/2003/456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:
- W. H"Ardle & H. L"Utkepohl & R. Chen, .
"A Review of Nonparametric Time Series Analysis,"
Sonderforschungsbereich 373
1996-48, Humboldt Universitaet Berlin.
Cited by:
- R. Tschernig, .
"Nonlinearities in German Unemployment Rates: A Nonparametric Analysis,"
Sonderforschungsbereich 373
1996-45, Humboldt Universitaet Berlin.
- Rolf Tschernig & Lijian Yang, 2000.
"Nonparametric Estimation of Generalized Impulse Response Functions,"
Econometric Society World Congress 2000 Contributed Papers
1417, Econometric Society.
[Downloadable!]
Other versions: - Weron, Rafal & Misiorek, Adam, 2008.
"Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models,"
MPRA Paper
10428, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Göran Kauermann, 2006.
"Nonparametric models and their estimation,"
AStA Advances in Statistical Analysis,
Springer, vol. 90(1), pages 137-152, March.
[Downloadable!] (restricted)
- W. Härdle & R. Tschernig, .
"Flexible Time Series Analysis,"
Sonderforschungsbereich 373
2000-51, Humboldt Universitaet Berlin.
- H. L"Utkepohl, .
"Statistische Modellierung von Volatilit"aten,"
Sonderforschungsbereich 373
1996-70, Humboldt Universitaet Berlin.
- Norberto Rodríguez & Patricia Siado, 2003.
"Un Pronóstico No Paramétrico De La Inflación Colombiana,"
BORRADORES DE ECONOMIA
003691, BANCO DE LA REPÚBLICA.
[Downloadable!]
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This page was last updated on 2009-12-20.
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