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~isPartOf:"Graz Economics Papers"
~isPartOf:"LSE Research Online Documents on Economics"
~subject:"nonparametric regression"
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nonparametric regression
cross-validation
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(G)ARCH models
1
Absolutely regular
1
Bias Reduction
1
Bond yield
1
Conditional distribution
1
Cross validation
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Cross-Validation
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Dimension Reduction
1
Generated regressors
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Prediction
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Prediction of Stock Returns
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Prior Knowledge
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Stock returns
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dimension reduction
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efficiency
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heteroscedasticity
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kernel estimation
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kernel methods
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kernel smoothing
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least-squares estimation
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leave-one-out method
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local linear regression
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locally stationary models
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non-linear stochastic regression
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prediction
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root-n consistency
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subset selection
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Hall, Peter
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Yao, Qiwei
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London School of Economics (LSE)
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Graz Economics Papers
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Approximating conditional distribution functions using dimension reduction
Hall, Peter
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Yao, Qiwei
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London School of Economics (LSE)
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2005
Persistent link: https://www.econbiz.de/10010928648
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