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Nonparametric estimation and testing of interaction in additative models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

Persistent link: https://www.econbiz.de/10000992408

Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables

Galata, Robert (ed.); Schneeweiß, Hans (honouree); … - 1998

Hans Schneeweiß is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of...

Persistent link: https://www.econbiz.de/10000655961

Penalized additive regression for space-time data : a Bayesian perspective

Fahrmeir, Ludwig; Kneib, Thomas; Lang, Stefan - 2003

Persistent link: https://www.econbiz.de/10001743504

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179

Persistent link: https://www.econbiz.de/10010255448

Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis

Lin, Jin-guan; Chen, Ji; Li, Yong - In: Computational economics 40 (2012) 3, pp. 203-217

Persistent link: https://www.econbiz.de/10010219496

Variable selection and functional form uncertainty in cross-country growth regressions

Salimans, Tim - In: Journal of econometrics 171 (2012) 2, pp. 267-280

Persistent link: https://www.econbiz.de/10009691146

A permutation test and estimation alternatives for the Regression Kink design

Ganong, Peter; Jäger, Simon - 2014

The Regression Kink (RK) design is an increasingly popular empirical method, with more than 20 studies circulated using RK in the last 5 years since the initial circulation of Card, Lee, Pei and Weber (2012). We document empirically that these estimates, which typically use local linear...

Persistent link: https://www.econbiz.de/10010379273

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

Estimation …

Persistent link: https://www.econbiz.de/10009574875

Testing the diagonality of a large covariance matrix in a regression setting

Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86

Persistent link: https://www.econbiz.de/10011389730

Testing for co-nonlinearity

Hungnes, Håvard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 339-353

Persistent link: https://www.econbiz.de/10011339430