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subject:"Nonparametric statistics"
isPartOf:"Working papers"
~subject:"Time series analysis"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
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1
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
2
Bridging the COVID-19 data and the epidemiological model using time varying parameter SIRD model
Çakmaklı, Cem
;
Simsek, Yasin
-
2020
Persistent link: https://www.econbiz.de/10012317576
Saved in:
3
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
4
Nonparametric testing for information asymmetry in the mortgage servicing market
Jedidi, Helmi
;
Dionne, Georges
-
2019
Persistent link: https://www.econbiz.de/10012139162
Saved in:
5
Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011868987
Saved in:
6
Estimation and forecasting in INAR(p) models using sieve bootstrap
Bisaglia, Luisa
;
Gerolimetto, Margherita
-
2018
Persistent link: https://www.econbiz.de/10011869097
Saved in:
7
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
Saved in:
8
Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza
;
Griffiths, William E.
-
2016
Persistent link: https://www.econbiz.de/10011521961
Saved in:
9
A note on tractable state-space model for symmetric positive-definite matrices
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011631792
Saved in:
10
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
11
Confidence intervals for estimates of elasticities
Hirschberg, Joseph G.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003791741
Saved in:
12
Spurious regression and econometric trends
Noriega-Muro, Antonio E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003317341
Saved in:
13
Non parametric regression with spatially dependent data
Gerolimetto, Margherita
;
Magrini, Stefano
-
2009
Persistent link: https://www.econbiz.de/10003913060
Saved in:
14
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
15
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang
;
Yatchew, Adonis John
-
2002
Persistent link: https://www.econbiz.de/10001668612
Saved in:
16
Semi-parametric estimation of generalized partially linear single-index models
Xia, Yingeun
;
Härdle, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001697745
Saved in:
17
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
Gobet, Emmanuel
;
Hoffmann, Marc
;
Reiß, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697748
Saved in:
18
Bayes estimates in multivariate semiparametric linear models
Bunke, Olaf
-
2002
Persistent link: https://www.econbiz.de/10001697751
Saved in:
19
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
20
Nonparametric estimation of an additive model with a link function
Horowitz, Joel
;
Mammen, Enno
-
2002
Persistent link: https://www.econbiz.de/10001697787
Saved in:
21
Does male age have an influence on the risk of spontaneous abortion? : An approach combining semiparametric and parametric regression
Slama, Rémy
;
Werwatz, Axel
;
Boutou, Odile
;
Ducot, Béatrice
-
2002
Persistent link: https://www.econbiz.de/10001684709
Saved in:
22
Nonparametric estimators of GARCH processes
Franke, Jürgen
;
Holzberger, Harriet
;
Müller, Marlene
-
2002
Persistent link: https://www.econbiz.de/10001684953
Saved in:
23
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
24
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
25
Nonparametric kernel estimation of evolutionary autoregressive processes
Kim, Woocheol
-
2001
Persistent link: https://www.econbiz.de/10001663376
Saved in:
26
Kernel estimation of functional coefficients in nonparametric ARX time series models
Kim, Woocheol
-
2001
Persistent link: https://www.econbiz.de/10001663377
Saved in:
27
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
28
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
-
2000
Persistent link: https://www.econbiz.de/10001509372
Saved in:
29
Nonparametric estimation of homogeneous function
Tripathi, Gautam
;
Kim, Woocheol
-
2000
Persistent link: https://www.econbiz.de/10001546574
Saved in:
30
Consistency of a least squares orthonormal series estimator for a regression function
Delecroix, Michel
;
Protopopescu, Camelia
-
2000
Persistent link: https://www.econbiz.de/10001470356
Saved in:
31
Neighborhoods as nuisance parameters? : Robustness vs. semiparametrics ; (new version)
Rieder, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485390
Saved in:
32
One-sided confidence about functionals over tangent cones
Rieder, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485395
Saved in:
33
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn
;
Myklebust, Terje
;
Tjostheim, Dag
-
2000
Persistent link: https://www.econbiz.de/10001485496
Saved in:
34
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
35
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
36
An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
-
1999
Persistent link: https://www.econbiz.de/10001371690
Saved in:
37
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001377675
Saved in:
38
Numerical results concerning a sharp adaptive density estimator
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001389062
Saved in:
39
Neighborhoods as nuisance parameters? : Robustness vs. semiparametrics
Rieder, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425132
Saved in:
40
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
41
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
42
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
43
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
44
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000995905
Saved in:
45
Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000995914
Saved in:
46
On the numerical evaluation of the theoretical variance-covariance matrix of least squares estimators for Echelon-form VARMA models
Salau, M. O.
-
1998
Persistent link: https://www.econbiz.de/10000996287
Saved in:
47
The effects of different choices of orders for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Salau, M. O.
-
1998
Persistent link: https://www.econbiz.de/10000996288
Saved in:
48
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992219
Saved in:
49
Nonparametric estimation in null recurrent times series
Karlsen, Hans Arnfinn
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992263
Saved in:
50
Semiparametric estimation and prediction for time series cross sectional data
Bunke, Olaf
-
1998
Persistent link: https://www.econbiz.de/10000992278
Saved in:
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