Search Results - subject:"Local linear smoothing"

Time-varying factor-augmented forecasting models with variable selection

Liu, Xiyuan; Cai, Zongwu; Su, Liangjun - 2025

Persistent link: https://www.econbiz.de/10015619689

Estimating time-varying networks for high-dimensional time series

Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022

Persistent link: https://www.econbiz.de/10013503856

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

Nonparametric quantile regression estimation with mixed discrete and continuous data

Li, Degui; Li, Qi; Li, Zheng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 741-756

Persistent link: https://www.econbiz.de/10012587976

Estimating derivatives of function-valued parameters in a class of moment condition models

Rothe, Christoph; Wied, Dominik - In: Journal of econometrics 217 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012482735

New semiparametric estimation procedure for functional coefficient longitudinal data models

Chen, Jia; Li, Degui; Xia, Yingcun - 2015

Persistent link: https://www.econbiz.de/10011411615

Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data

Chen, Jia; Li, Degui; Liang, Hua; Wang, Suojin - Department of Economics and Related Studies, University … - 2014

local linear smoothing and generalized estimation equations (GEE) is introduced to estimate the two parameter vectors as …

Persistent link: https://www.econbiz.de/10011086671

Efficient estimation and computation for the generalised additive models with unknown link function

Lin, Huazhen; Pan, Lixian; Lv, Shaogao; Zhang, Wenyang - In: Journal of econometrics 202 (2018) 2, pp. 230-244

Persistent link: https://www.econbiz.de/10011974566

Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects

Chen, Jia; Gao, Jiti; Li, Degui - Department of Econometrics and Business Statistics, … - 2011

In this paper, we consider semiparametric estimation in a partially linear single-index panel data model with fixed effects. Without taking the difference explicitly, we propose using a semiparametric minimum average variance estimation (SMAVE) based on a dummy-variable method to remove the...

Persistent link: https://www.econbiz.de/10009318807

A varying-coefficient expectile model for estimating value at risk

Xie, Shangyu; Zhou, Yong; Wan, Alan T. K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 576-592

Persistent link: https://www.econbiz.de/10010488423