Semiparametric non-linear time series model selection
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- John Staudenmayer & David Ruppert, 2004. "Local polynomial regression and simulation-extrapolation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 17-30.
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- Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014.
"Semiparametric methods in nonlinear time series analysis: a selective review,"
Journal of Nonparametric Statistics,
Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
- Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
- Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
- Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
- Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006. "Semiparametric penalty function method in partially linear model selection," MPRA Paper 11975, University Library of Munich, Germany, revised Aug 2006.
- Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian, 2008. "Fiscal policy and asset markets: A semiparametric analysis," Journal of Econometrics, Elsevier, vol. 147(1), pages 141-150, November.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
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