Search Results - subject:"Local linear estimation"

Estimation problems in two types of uncertain varying coefficient models with imprecise observations

Zhang, Yuxuan; Li, Zhiming - In: Fuzzy optimization and decision making : a journal of … 24 (2025) 2, pp. 223-249

Persistent link: https://www.econbiz.de/10015437588

Semiparametric transition models

Čížek, Pavel; Koo, Chao Hui - In: Econometric reviews 41 (2022) 4, pp. 400-415

Persistent link: https://www.econbiz.de/10013364887

Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

Bravo, Francesco - In: Econometric reviews 41 (2022) 6, pp. 583-606

Persistent link: https://www.econbiz.de/10013364895

Functional-coefficient quantile regression for panel data with latent group structure

Yang, Xiaorong; Chen, Jia; Li, Degui; Li, Runze - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1026-1040

Persistent link: https://www.econbiz.de/10015053530

Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients

Liang, Xuan; Gao, Jiti; Gong, Xiaodong - 2021

Persistent link: https://www.econbiz.de/10012614543

Nonparametric modeling for the time-varying persistence of inflation

Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 225 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014308465

Time-varying forecast combination for high-dimensional data

Chen, Bin; Maung, Kenwin - In: Journal of econometrics 237 (2023) 2,3, pp. 1-21

Persistent link: https://www.econbiz.de/10014471825

Functional-coefficient cointegrating regression with endogeneity

Liang, Han-Ying; Shen, Yu; Wang, Qiying - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 157-186). 2023

Joon Y. Park is one of the pioneers in developing nonlinear cointegrating regression. Since his initial work with Phillips (Park & Phillips, 2001) in the area, the past two decades have witnessed a surge of interest in modeling nonlinear nonstationarity in macroeconomic and financial time...

Persistent link: https://www.econbiz.de/10014313536

Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020

Persistent link: https://www.econbiz.de/10012312745

Time-varying coefficient spatial autoregressive panel data model with fixed effects

Liang, Xuan; Gao, Jiti; Gong, Xiaodong - 2019

Persistent link: https://www.econbiz.de/10012606718