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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

Non-parametric models in binary choice fixed effects panel data

Hoderlein, Stefan; Mammen, Enno; Yu, Kyusang - In: The econometrics journal 14 (2011) 3, pp. 351-367

Persistent link: https://www.econbiz.de/10009382601

Estimation in an additive model when the components are linked parametrically

Carroll, Raymond J.; Härdle, Wolfgang; Mammen, Enno - 1999

Persistent link: https://www.econbiz.de/10001424759

Estimating semiparametric arch (∞) models by kernel smoothing methods

Linton, Oliver; Mammen, Enno - 2003

Persistent link: https://www.econbiz.de/10001759685

Nonparametric estimation of an additive model with a link function

Horowitz, Joel; Mammen, Enno - 2002

Persistent link: https://www.econbiz.de/10001697787

Nonparametric estimation of an additive model with a link function

Horowitz, Joel (contributor); Mammen, Enno (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748217

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

More efficient local polynomial estimation in nonparametric regression with autocorrelated errors

Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 980-992

Persistent link: https://www.econbiz.de/10001975429

A dynamic semiparametric factor model for implied volatility string dynamics

Fengler, Matthias (contributor); … - 2005

A primary goal in modelling the implied volatility surface (IVS) for pricing and hedging aims at reducing complexity. For this purpose one fits the IVS each day and applies a principal component analysis using a functional norm. This approach, however, neglects the degenerated string structure...

Persistent link: https://www.econbiz.de/10003036581

Estimating semiparametric ARCH models by kernel smoothing methods

Mammen, Enno; Linton, Oliver - 2004

Persistent link: https://www.econbiz.de/10002815397