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Nonparametric models and their estimation

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  • Göran Kauermann

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  • Göran Kauermann, 2006. "Nonparametric models and their estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 137-152, March.
    • Handle: RePEc:spr:alstar:v:90:y:2006:i:1:p:137-152
    DOI: 10.1007/s10182-006-0226-0
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    References listed on IDEAS

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    1. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167.
    2. Peter Flaschel & Göran Kauermann & Willi Semmler, 2007. "Testing Wage And Price Phillips Curves For The United States," Metroeconomica, Wiley Blackwell, vol. 58(4), pages 550-581, November.
    3. Chiarella,Carl & Flaschel,Peter, 2011. "The Dynamics of Keynesian Monetary Growth," Cambridge Books, Cambridge University Press, number 9780521180184.
    4. Göran Kauermann & Gerhard Tutz, 2001. "Testing generalized linear and semiparametric models against smooth alternatives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(1), pages 147-166.
    5. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643.
    6. Göran Kauermann & Gerhard Tutz & Josef Brüderl, 2005. "The survival of newly founded firms: a case‐study into varying‐coefficient models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 145-158, January.
    7. Simon N. Wood, 2003. "Thin plate regression splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 95-114, February.
    8. Göran Kauermann, 2000. "Modeling Longitudinal Data with Ordinal Response by Varying Coefficients," Biometrics, The International Biometric Society, vol. 56(3), pages 692-698, September.
    9. Wolfgang Härdle & Helmut Lütkepohl & Rong Chen, 1997. "A Review of Nonparametric Time Series Analysis," International Statistical Review, International Statistical Institute, vol. 65(1), pages 49-72, April.
    10. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506.
    11. Kauermann, Goran, 2005. "Penalized spline smoothing in multivariable survival models with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 169-186, April.
    12. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
    13. Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998. "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 271-293.
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    Citations

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    Cited by:

    1. Greiner, Alfred & Kauermann, Göran, 2008. "Debt policy in euro area countries: Evidence for Germany and Italy using penalized spline smoothing," Economic Modelling, Elsevier, vol. 25(6), pages 1144-1154, November.
    2. Bettina Fincke & Alfred Greiner, 2015. "On the relation between public debt and economic growth: an empirical investigation," Economics and Business Letters, Oviedo University Press, vol. 4(4), pages 137-150.

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    More about this item

    Keywords

    Generalized additive models; nonparametric regression; semiparametric regression; smoothing JEL C14; C87;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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