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  • Search: subject:"Functional linear regression"
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Year of publication
Subject
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Estimation theory 7 Functional linear regression 7 Regression analysis 7 Regressionsanalyse 7 Schätztheorie 7 functional linear regression 6 Forecasting 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 B-spline 2 Bias-correction 2 Forecasting model 2 Kleinste-Quadrate-Methode 2 Least squares method 2 Mixed Frequencies 2 Prognoseverfahren 2 Time series analysis 2 Zeitreihenanalyse 2 instrumental regression 2 inverse problem 2 regularisation 2 spectral cut-off 2 ARCH model 1 ARCH-Modell 1 ARH(1) 1 Asymptotic normality 1 Autocovariance 1 Bias-Correction 1 Eigenanalysis 1 Ernährungsindustrie 1 Errors-in-predictors 1 Food industry 1 Functional Linear Regression 1 Functional principal component regression 1 Generalized method-of-moments 1 High-frequency financial data 1 IV-Schätzung 1 Induktive Statistik 1 Instrumental variables 1 Inverse Problem 1
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Online availability
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Free 7 Undetermined 6 CC license 1
Type of publication
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Article 8 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1
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Language
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English 8 Undetermined 6
Author
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Florens, Jean-Pierre 3 Horowitz, Joel 3 Shang, Han Lin 2 Tay, Anthony S. 2 Van Keilegom, Ingrid 2 Antoch, Jaromir 1 Babii, Andrii 1 Chen, Cheng 1 Du, Jiang 1 Kearney, Fearghal 1 Knížat, Peter 1 Lin, Nan 1 Lu, Ying 1 Prchal, Lubos 1 Qiao, Xinghao 1 Rosa, Maria Rosaria De 1 Sarda, Pascal 1 Shaojun, Guo 1 Sun, Zhimeng 1 Tay, Anthony 1 Wang, Guochang 1 Yang, Yang 1 Zhang, Baoxue 1 van Keilegom, Ingrid 1
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Institution
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East Asian Bureau of Economic Research (EABER) 2 School of Economics, Singapore Management University 1
Published in...
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Annals of economics and statistics 1 Application of operations research to financial markets 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Computational Statistics & Data Analysis 1 Development Economics Working Papers 1 Ekonomické rozhl'ady 1 Journal of Applied Statistics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Macroeconomics Working Papers 1 Metrika 1 Working Papers / School of Economics, Singapore Management University 1 Working papers / TSE : WP 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 7 RePEc 6 EconStor 1
Showing 1 - 10 of 14
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Functional linear regression : a case study from the food industry
Knížat, Peter - In: Ekonomické rozhl'ady 53 (2024) 1, pp. 22-31
estimation of the functional linear regression, where the observed covariate is functional, and its corresponding response is … linear regression. The functional regression coefficient is estimated through the basis spline expansion, for which we … given the spectrum of absorbances, which are recorded through the infrared analyzer, by using the estimated functional …
Persistent link: https://www.econbiz.de/10015418431
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Functional linear regression : dependence and error contamination
Chen, Cheng; Shaojun, Guo; Qiao, Xinghao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 444-457
Persistent link: https://www.econbiz.de/10012804133
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Honest confidence sets in nonparametric IV regression and other ill-posed models
Babii, Andrii - 2017
Persistent link: https://www.econbiz.de/10012265781
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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - 2016
converge to zero. The proposed method is illustrated via two simulation studies, one in the context of functional linear … regression, and the second one in the context of instrumental regression. …
Persistent link: https://www.econbiz.de/10011458990
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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; van Keilegom, Ingrid - 2016
converge to zero. The proposed method is illustrated via two simulation studies, one in the context of functional linear … regression, and the second one in the context of instrumental regression. …
Persistent link: https://www.econbiz.de/10011594329
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Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin; Yang, Yang; Kearney, Fearghal - In: Application of operations research to financial markets, (pp. 331-354). 2019
Persistent link: https://www.econbiz.de/10012160005
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Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin - In: Journal of forecasting 36 (2017) 7, pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - In: Annals of economics and statistics 128 (2017), pp. 203-228
Persistent link: https://www.econbiz.de/10011776892
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Financial Variables as Predictors of Real Output Growth
Tay, Anthony - School of Economics, Singapore Management University - 2007
We investigate two methods for using daily stock returns to forecast, and update forecasts of, quarterly real output growth. Both methods aggregate daily returns in some manner to form a single stock market variable. We consider (i) augmenting the quarterly AR(1) model for real output growth...
Persistent link: https://www.econbiz.de/10005006762
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Financial Variables as Predictors of Real Output Growth
Tay, Anthony S. - East Asian Bureau of Economic Research (EABER) - 2007
We investigate two methods for using daily stock returns to forecast, and update forecasts of, quarterly real output growth. Both methods aggregate daily returns in some manner to form a single stock market variable. We consider (i) augmenting the quarterly AR(1) model for real output growth...
Persistent link: https://www.econbiz.de/10009363654
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