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Semiparametric single-index predictive regression
Zhou, Weilun, (2019)
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting, (2019)
Forecasting Portfolio-Value-At-Risk with Nonparametric Lower Tail Dependence Estimates
Siburg, Karl, (2015)
Three essays on application of semiparametric regression: partially linear mixed effects model and index model
Ohinata, Ren, (2012)
Additive modelling and testing model specification
Sperlich, Stefan, (1998)
About sense and nonsense of non- and semiparametric analysis in applied econometrics
Sperlich, Stefan, (2003)