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SFB 649 Discussion Paper 2006-050 Robust Econometrics Pavel Čížek* Wolfgang Härdle** * Department of Econometrics and Operations Research, Universiteit van Tilburg, The Netherlands ** Institute for Statistics and Econometrics and C.A.S.E. – Center for...
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Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...
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