Zobrazeno 1 - 10
of 525
pro vyhledávání: '"functional-coefficient regression models."'
Autor:
Huang, Jianhua Z.
Publikováno v:
Scandinavian Journal of Statistics, 2004 Dec 01. 31(4), 515-534.
Externí odkaz:
https://www.jstor.org/stable/4616848
Publikováno v:
Journal of the American Statistical Association, 2000 Sep 01. 95(451), 941-956.
Externí odkaz:
https://www.jstor.org/stable/2669476
Publikováno v:
Discrete Dynamics in Nature & Society. 4/1/2020, p1-10. 10p.
Autor:
JIANG, JIANCHENG
Publikováno v:
Biometrika, 2014 Sep 01. 101(3), 689-702.
Externí odkaz:
https://www.jstor.org/stable/43304676
Publikováno v:
Canadian Journal of Statistics. Sep2021, Vol. 49 Issue 3, p939-964. 26p.
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2020 (2020)
Empirical likelihood as a nonparametric approach has been demonstrated to have many desirable merits for constructing a confidence region. The purpose of this article is to apply the empirical likelihood method to study the generalized functional-coe
Externí odkaz:
https://doaj.org/article/9050db90026d487a98f59d93e1d3b251
Autor:
Liang, Zhongwen, Li, Qi
Publikováno v:
In Journal of Econometrics September 2012 170(1):15-31
Autor:
Li, XiaoLi, You, JinHong
Publikováno v:
In Journal of Multivariate Analysis May 2012 107:263-281
Autor:
Yundong Tu, Ying Wang
Publikováno v:
Journal of Econometrics. 229:396-421
Functional-coefficient cointegrating models have become popular to model nonlinear nonstationarity in econometrics (Cai et al., 2009; Xiao, 2009). However, there is rare study on testing the existence of functional-coefficient cointegration. Conseque
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3319fcfd6873d3f3971aa71bd9f2f5f
https://doi.org/10.1016/j.jeconom.2020.12.010
https://doi.org/10.1016/j.jeconom.2020.12.010