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Adaptive non-parametric instrumental regression in the presence of dependence

Asin, Nicolas; Johannes, Jan - In: Annals of economics and statistics 128 (2017), pp. 5-66

Persistent link: https://www.econbiz.de/10011776887

Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

-dimensional models. In time series context, it is mostly restricted to Gaussian autoregressions or mixing sequences. We study oracle … and strong (ff-) mixing sequences as particular examples. From a modeling perspective, it covers several multivariate …

Persistent link: https://www.econbiz.de/10012390033

Inference for extremal regression with dependent heavy-tailed data

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022

Persistent link: https://www.econbiz.de/10013170015

A smooth coefficient quantile regression approach to the social capital–economic growth nexus

Deng, Wen-Shuenn; Lin, Yi-Chen; Gong, Jinguo - In: Economic modelling 29 (2012) 2, pp. 185-197

Persistent link: https://www.econbiz.de/10009536039

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

npbr : a package for nonparametric boundary regression in R

Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015

Persistent link: https://www.econbiz.de/10011302331

Gradient-based smoothing parameter selection for nonparametric regression estimation

Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of econometrics 184 (2015) 2, pp. 233-241

Persistent link: https://www.econbiz.de/10011339349

Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach

Racine, Jeffrey; Li, Kevin - In: Journal of econometrics 201 (2017) 1, pp. 72-95

Persistent link: https://www.econbiz.de/10011917426

Error-in-variables jump regression using local clustering

Kang, Yicheng; Gong, Xiaodong; Gao, Jiti; Qiu, Peihua - 2016

Persistent link: https://www.econbiz.de/10011781755

Gradient-based bandwidth selection for estimating average derivatives

Li, Cong; Wang, Yanfei - In: Economics letters 140 (2016), pp. 19-22

Persistent link: https://www.econbiz.de/10011615772

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