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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Matzner-Lober, E.; Hjort, N.L.; Hjort, N.L.; Jones, M.C.; … - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10007718233
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Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - In: Econometric theory 18 (2002) 4, pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
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Analyzing the random coefficient model nonparametrically
Hoderlein, Stefan; Klemelä, Jussi; Mammen, Enno - In: Econometric theory 26 (2010) 3, pp. 804-837
Persistent link: https://www.econbiz.de/10003992433
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Oracle-efficient nonparametric estimation of an additive model with an unknown link function
Horowitz, Joel; Mammen, Enno - In: Econometric theory 27 (2011) 3, pp. 582-608
Persistent link: https://www.econbiz.de/10009266725
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Nonparametric additive models for panels of time series
Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481
Persistent link: https://www.econbiz.de/10003818336
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - In: Econometric theory 20 (2004) 2, pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
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Semiparametric estimation with generated covariates
Mammen, Enno; Rothe, Christoph; Schienle, Melanie - In: Econometric theory 32 (2016) 5, pp. 1140-1177
Persistent link: https://www.econbiz.de/10011661733
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An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver - In: Econometric theory 13 (1997) 4, pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver - In: Econometric theory 12 (1996) 1, pp. 30-60
Persistent link: https://www.econbiz.de/10001201818