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  • Search: subject:"varying coefficient models"
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Year of publication
Subject
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Estimation theory 17 Schätztheorie 17 Varying coefficient models 13 Time series analysis 12 Zeitreihenanalyse 12 time-varying coefficient models 11 Time-varying coefficient models 9 flexible least squares 9 inflation persistence 9 varying coefficient models 9 Kalman-filter 8 Nichtparametrisches Verfahren 8 Nonparametric statistics 8 Estimation 7 Regression analysis 7 Regressionsanalyse 7 Schätzung 7 Varying-coefficient models 7 Varying Coefficient Models 5 Death of Distance 4 Gravity 4 Lasso-type Penalties 4 Missing Globalization Puzzle 4 Penalized Regression 4 Autoregressive processes 3 EM algorithm 3 Eastern Europe 3 Inflation 3 Kernel smoothing 3 Nonparametric estimation 3 Osteuropa 3 Phillips curve 3 Phillips-Kurve 3 ARCH model 2 ARCH-Modell 2 B-spline 2 B-spline Modelli a coefficienti variabili 2 B-splines 2 B-splinew 2 Bayesian methods 2
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Online availability
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Free 31 Undetermined 28
Type of publication
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Article 36 Book / Working Paper 30
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 1
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Language
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Undetermined 35 English 31
Author
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Varga, Balázs 9 Darvas, Zsolt 6 Gertheiss, Jan 5 Hess, Wolfgang 5 Persson, Maria 5 Rubenbauer, Stephanie 5 Darvas, Zsolt M. 3 Honda, Toshio 3 Zhang, Wenyang 3 Canova, Fabio 2 Ciccarelli, Matteo 2 Forero, Fernando J. Pérez 2 Gijbels, I. 2 Goñi, Edwin 2 Hoshino, Tadao 2 Li, Degui 2 Maloney, William F. 2 Park, Byeong U. 2 Rebucci, Alessandro 2 Sterrantino, Anna Freni 2 Wan, Lijie 2 Wei, Chuanhua 2 Andriyana, Y. 1 Antoniadis, A. 1 Arteaga-Molina, Luis A. 1 Benson, David 1 Bürgin, Reto 1 CLAR LÓPEZ, M. 1 Cai, Zongwu 1 Chen, Xiangjin B. 1 Chen, Yixin 1 Cheng, Ming-Yen 1 Chiang, Chin-Tsang 1 Cizek, Pavel 1 Coffman, Donna L. 1 Delgado, Miguel A. 1 Dewaele, Benoît 1 Durbán, María 1 Escanciano, Juan carlos 1 Fan, Jianqing 1
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Institution
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Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics and Business, Universitat Pompeu Fabra 1 European Central Bank 1 Institutet för Näringslivsforskning (IFN) 1 Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 1 London School of Economics (LSE) 1 Money Macro and Finance Research Group 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Tilburg University, Center for Economic Research 1 UNIVERSIDAD DE LOS ANDES-CEDE 1
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Published in...
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Journal of Multivariate Analysis 6 Journal of econometrics 5 Computational Statistics & Data Analysis 3 Discussion papers / Graduate School of Economics, Hitotsubashi University 3 Working Papers / Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar 3 Annals of the Institute of Statistical Mathematics 2 IEHAS Discussion Papers 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Metrika 2 Quaderni di Dipartimento 2 Statistical Papers / Springer 2 Applied economics 1 Bruegel Working Paper 1 DOCUMENTOS CEDE 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 ECB Working Paper 1 Econometric reviews 1 Econometrics 1 Econometrics : open access journal 1 Economics Bulletin 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Estudios de Economía Aplicada 1 European economic review : EER 1 Finance and economics discussion series 1 Finance research letters 1 IFN Working Paper 1 IFN working paper 1 Journal of Econometrics 1 LSE Research Online Documents on Economics 1 Money Macro and Finance (MMF) Research Group Conference 2006 1 Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet 1 Statistics & Probability Letters 1 Statistics and Econometrics Working Papers 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The econometrics journal 1 Working Paper 1 Working Paper Series / European Central Bank 1
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Source
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RePEc 38 ECONIS (ZBW) 22 EconStor 6
Showing 41 - 50 of 66
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Semiparametric varying-coefficient study of mean residual life models
Yang, Guangren; Zhou, Yong - In: Journal of Multivariate Analysis 128 (2014) C, pp. 226-238
In this paper, we consider a flexible class of semiparametric varying-coefficient mean residual lifetime (MRL) models that depended on an exposure variable where some effects may be functions of the exposure variables and some may be constants. We develop three-step estimation procedures to...
Persistent link: https://www.econbiz.de/10010776637
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Penalized estimation in additive varying coefficient models using grouped regularization
Antoniadis, A.; Gijbels, I.; Lambert-Lacroix, S. - In: Statistical Papers 55 (2014) 3, pp. 727-750
Additive varying coefficient models are a natural extension of multiple linear regression models, allowing the …
Persistent link: https://www.econbiz.de/10010794864
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Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults
Şentürk, Damla; Ghosh, Samiran; Nguyen, Danh V. - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 1-15
Motivated by a longitudinal study on factors affecting the frequency of clinic visits of older adults, an exploratory time varying lagged regression analysis is proposed to relate a longitudinal response to multiple cross-sectional and longitudinal predictors from time varying lags. Regression...
Persistent link: https://www.econbiz.de/10011056419
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A robust and efficient estimation method for single-index varying-coefficient models
Yang, Hu; Guo, Chaohui; Lv, Jing - In: Statistics & Probability Letters 94 (2014) C, pp. 119-127
A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The …
Persistent link: https://www.econbiz.de/10010930590
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Model structure selection in single-index-coefficient regression models
Huang, Zhensheng; Pang, Zhen; Lin, Bingqing; Shao, Quanxi - In: Journal of Multivariate Analysis 125 (2014) C, pp. 159-175
Single-index-coefficient regression models (SICRM) have been proposed and used in the literature for avoiding the “curse of dimensionality”. However, there is no efficient model structure determination methodology for the SICRM. This may cause a tendency to use models that are much larger...
Persistent link: https://www.econbiz.de/10011042022
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P-splines quantile regression estimation in varying coefficient models
Andriyana, Y.; Gijbels, I.; Verhasselt, A. - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 153-194
varying coefficient models, that differ from a classical linear regression model by the fact that the regression coefficients … this paper, we study quantile regression in varying coefficient models for longitudinal data. The quantile function is …
Persistent link: https://www.econbiz.de/10010994275
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Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
Yang, Seong J.; Park, Byeong U. - In: Journal of Multivariate Analysis 126 (2014) C, pp. 100-113
In this paper we consider partially linear varying coefficient models. We provide semiparametric efficient estimators …
Persistent link: https://www.econbiz.de/10010753032
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Inference on stochastic time-varying coefficient models
Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
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Inflation persistence in central and eastern European countries
Darvas, Zsolt M.; Varga, Balázs - In: Applied economics 46 (2014) 13/15, pp. 1437-1448
Persistent link: https://www.econbiz.de/10010412516
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Backfitting and smooth backfitting in varying coefficient quantile regression
Lee, Young K.; Mammen, Enno; Park, Byeong U. - In: The econometrics journal 17 (2014) 2, pp. 20-38
Persistent link: https://www.econbiz.de/10010498737
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