Functional regression of continuous state distributions
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Joon Y. Park, 2003.
"Bootstrap Unit Root Tests,"
Econometric Society, vol. 71(6), pages 1845-1895, November.
- Joon Y. Park, 2000. "Bootstrap Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 1587, Econometric Society.
- Park, Joon, 2002. "Bootstrap Unit Root Tests," Working Papers 2003-04, Rice University, Department of Economics.
- Mas, André, 2007. "Weak convergence in the functional autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1231-1261, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.
- repec:eee:econom:v:201:y:2017:i:2:p:269-291 is not listed on IDEAS
- Gonzalo, Jesús & Gadea Rivas, María Dolores, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
- ARATA Yoshiyuki, 2017. "A Functional Linear Regression Model in the Space of Probability Density Functions," Discussion papers 17015, Research Institute of Economy, Trade and Industry (RIETI).
- repec:eee:jmvana:v:163:y:2018:i:c:p:15-36 is not listed on IDEAS
- Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 19 Dec 2016.
- Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016. "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, vol. 192(1), pages 152-167.
- Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae, 2010. "A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving," Journal of Econometrics, Elsevier, vol. 157(1), pages 165-178, July.
- Haugom, Erik & Lien, Gudbrand & Veka, Steinar & Westgaard, Sjur, 2014. "Covariance estimation using high-frequency data: Sensitivities of estimation methods," Economic Modelling, Elsevier, vol. 43(C), pages 416-425.
- Soobin Kim & Chang Sik Kim, 2010. "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, vol. 26, pages 401-430.
More about this item
KeywordsFunctional regression; Time-varying density; Moment dependence;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:167:y:2012:i:2:p:397-412. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.