Nonparametric Estimation Of Additive Nonlinear Arx Time Series: Local Linear Fitting And Projections
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- Kim, Woocheol & Linton, Oliver, 2003.
"A local instrumental variable estimation method for generalized additive volatility models,"
LSE Research Online Documents on Economics
2028, London School of Economics and Political Science, LSE Library.
- Woocheol Kim & Oliver Linton, 2004. "A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models," FMG Discussion Papers dp509, Financial Markets Group.
- Kim, Woocheol & Linton, Oliver, 2004. "A local instrumental variable estimation method for generalized additive volatility models," LSE Research Online Documents on Economics 24758, London School of Economics and Political Science, LSE Library.
- Woocheol Kim & Oliver Linton, 2003. "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series 456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Cai, Zongwu, 2007. "Trending time-varying coefficient time series models with serially correlated errors," Journal of Econometrics, Elsevier, vol. 136(1), pages 163-188, January.
- Peter Martey Addo, 2014. "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers 1407.7738, arXiv.org.
- Cai, Zongwu & Xiao, Zhijie, 2012.
"Semiparametric quantile regression estimation in dynamic models with partially varying coefficients,"
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- Zongwu Cai & Zhijie Xiao, 2010. "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics 761, Boston College Department of Economics.
- Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan, 2017. "Wavelet estimation in varying coefficient models for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 179-189.
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