A Survey on Nonparametric Time Series Analysis
AbstractNo abstract is available for this item.
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Bibliographic InfoPaper provided by Center of Finance and Econometrics, University of Konstanz in its series CoFE Discussion Paper with number 99-05.
Length: 49 pages
Date of creation: Feb 1999
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-AGR-1999-04-22 (Agricultural Economics)
- NEP-ALL-1999-04-22 (All new papers)
- NEP-ECM-1999-04-22 (Econometrics)
- NEP-ETS-1999-04-22 (Econometric Time Series)
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.:
- L. YANG & Wolfgang HÄRDLE, 1996.
"Nonparametric Autoregression with Multiplicative Volatility and Additive Mean,"
SFB 373 Discussion Papers
1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998. "Nonparametric autoregression with multiplicative volatility and additive mean," SFB 373 Discussion Papers 1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- repec:wop:humbsf:1996-62 is not listed on IDEAS
- Norberto Rodríguez & Patricia Siado, 2003.
"Un Pronóstico No Paramétrico De La Inflación Colombiana,"
BORRADORES DE ECONOMIA
003691, BANCO DE LA REPÚBLICA.
- Norberto Rodríguez N. & Patricia Siado C., . "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.
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