IDEAS home Printed from https://ideas.repec.org/e/c/pya33.html
   My authors  Follow this author

Lijian Yang

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," SFB 649 Discussion Papers 2014-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Cao, Guanqun & Wang, Li, 2018. "Simultaneous inference for the mean of repeated functional data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 279-295.
    2. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    3. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    4. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    5. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    6. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    7. Italo R. Lima & Guanqun Cao & Nedret Billor, 2019. "M-based simultaneous inference for the mean function of functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(3), pages 577-598, June.
    8. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    9. Yueying Wang & Guannan Wang & Li Wang & R. Todd Ogden, 2020. "Simultaneous confidence corridors for mean functions in functional data analysis of imaging data," Biometrics, The International Biometric Society, vol. 76(2), pages 427-437, June.
    10. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    11. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    12. Li, Yehua & Qiu, Yumou & Xu, Yuhang, 2022. "From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    13. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    14. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    15. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  2. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2012. "Spline Regression in the Presence of Categorical Predictors," Department of Economics Working Papers 2012-06, McMaster University.

    Cited by:

    1. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    2. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    3. Daiqiang Zhang, 2021. "Testing Passive Versus Symmetric Beliefs In Contracting With Externalities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 723-767, May.
    4. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1251-1261, October.
    5. Paudel, Krishna P. & Lin, C.-Y. Cynthia & Pandit, Mahesh, 2014. "Environmental Kuznets Curve for Water Quality Parameters at Global Level," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162618, Southern Agricultural Economics Association.
    6. Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
    7. Christopher F. Parmeter & Jeffrey S. Racine, 2018. "Nonparametric Estimation and Inference for Panel Data Models," Department of Economics Working Papers 2018-02, McMaster University.
    8. Massimiliano Mazzanti & Antonio Musolesi, 2020. "A Semiparametric Analysis of Green Inventions and Environmental Policies," SEEDS Working Papers 0920, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2020.
    9. Henderson, Daniel J. & Souto, Anne-Charlotte, 2018. "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers 11914, Institute of Labor Economics (IZA).
    10. Massimiliano Mazzanti & Antonio Musolesi, 2020. "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers 1420, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2020.
    11. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    12. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    13. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
    14. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    15. Pandit, Mahesh & Paudel, Krishna P. & Williams, Deborah, 2014. "Effect of Remittance on Intensity of Agricultural Technology Adoption in Nepal," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas 162692, Southern Agricultural Economics Association.
    16. Antonio Musolesi & Michel Simioni & Georgios Gioldasis, 2018. "Nonparametric estimation of international R&D spillovers," Working Papers 2018037, University of Ferrara, Department of Economics.
    17. Shujie Ma & Jeffrey S. Racine, 2012. "Additive Regression Splines With Irrelevant Categorical and Continuous Regressors," Department of Economics Working Papers 2012-07, McMaster University.
    18. Clingingsmith, David, 2017. "Negative Emotions, Income, and Welfare: Causal Estimates from the PSID," SocArXiv q2mxt, Center for Open Science.
    19. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    20. Xianwen Sun & Lixin Zhang, 2024. "Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(7), pages 805-842, October.
    21. Shintaro Yamaguchi, 2013. "Changes in Returns to Task-Specific Skills and Gender Wage Gap," Department of Economics Working Papers 2013-01, McMaster University.
    22. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    23. Lien, Donald & Hu, Yue & Liu, Long, 2017. "A note on using ratio variables in regression analysis," Economics Letters, Elsevier, vol. 150(C), pages 114-117.
    24. Daniel J. Henderson & Anne-Charlotte Souto & Le Wang, 2020. "Higher-Order Risk–Returns to Education," JRFM, MDPI, vol. 13(11), pages 1-25, October.
    25. Clingingsmith, David, 2016. "Negative Emotions, Income, and Welfare: Casual Estimates from the PSID," SocArXiv fae4x, Center for Open Science.
    26. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    27. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
    28. Geraldine Henningsen & Arne Henningsen & Christian Henning, 2015. "Transaction costs and social networks in productivity measurement," Empirical Economics, Springer, vol. 48(1), pages 493-515, February.
    29. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2018. "Nonparametric estimation of international R&D spillovers," SEEDS Working Papers 0318, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
    30. Richard D. Payne & Bani K. Mallick, 2018. "Two-Stage Metropolis-Hastings for Tall Data," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 29-51, April.
    31. Jeffrey S. Racine, 2016. "A Correction to "Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data" by Li, Simar & Zelenyuk (2014, CSDA)," Department of Economics Working Papers 2016-01, McMaster University.
    32. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.

  3. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
    2. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
    6. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    7. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    8. Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    9. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
    13. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    14. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    19. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    20. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    22. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    25. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    26. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    29. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    30. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    31. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    32. Cheng, Suli & Chen, Jianbao, 2023. "GMM estimation of partially linear additive spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    33. Hu, Jianhua & You, Jinhong & Zhou, Xian, 2017. "Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 96-111.
    34. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.
    35. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    36. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    37. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  4. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
    2. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
    6. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    7. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    8. Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    9. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    10. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
    13. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    14. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    19. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    20. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    22. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    25. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    26. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    29. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    30. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    31. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    32. Cheng, Suli & Chen, Jianbao, 2023. "GMM estimation of partially linear additive spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    33. Hu, Jianhua & You, Jinhong & Zhou, Xian, 2017. "Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 96-111.
    34. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.
    35. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    36. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    37. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  5. Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010. "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers 2011-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Mechtenberg, Lydia & Münster, Johannes, 2011. "A strategic mediator who is biased into the same direction as the expert can improve information transmission," SFB 649 Discussion Papers 2011-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
    6. Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    9. Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
    10. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    13. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    14. Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    19. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    20. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    22. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    25. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    26. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    29. Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    30. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  6. Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010. "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers 2011-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Mechtenberg, Lydia & Münster, Johannes, 2011. "A strategic mediator who is biased into the same direction as the expert can improve information transmission," SFB 649 Discussion Papers 2011-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution Permits, Strategic Trading and Dynamic Technology Adoption," CESifo Working Paper Series 3399, CESifo.
    6. Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    8. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    9. Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
    10. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    12. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    13. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    14. Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    15. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    17. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    19. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    20. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    22. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    23. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    25. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    26. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    28. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    29. Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    30. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  7. Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
    2. Lee, Kyeongeun & Lee, Young K. & Park, Byeong U. & Yang, Seong J., 2018. "Time-dynamic varying coefficient models for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 50-65.
    3. Mammen, Enno & Park, Byeong U. & Schienle, Melanie, 2012. "Additive models: Extensions and related models," SFB 649 Discussion Papers 2012-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
    5. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    6. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    7. Byeong U. Park & Enno Mammen & Young K. Lee & Eun Ryung Lee, 2015. "Varying Coefficient Regression Models: A Review and New Developments," International Statistical Review, International Statistical Institute, vol. 83(1), pages 36-64, April.
    8. Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
    9. Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024. "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers 2399, Cowles Foundation for Research in Economics, Yale University.
    10. Yang, Seong J. & Park, Byeong U., 2014. "Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 100-113.
    11. Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
    12. Han, Kyunghee & Lee, Young K. & Park, Byeong U., 2020. "Smooth backfitting for errors-in-variables varying coefficient regression models," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    13. Neumeyer, Natalie & Van Keilegom, Ingrid, 2010. "Estimating the error distribution in nonparametric multiple regression with applications to model testing," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1067-1078, May.
    14. Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U., 2007. "Time series modelling with semiparametric factor dynamics," SFB 649 Discussion Papers 2007-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Olga Klopp & Marianna Pensky, 2013. "Sparse High-dimensional Varying Coefficient Model : Non-asymptotic Minimax Study," Working Papers 2013-30, Center for Research in Economics and Statistics.
    16. Xialu Liu & Zongwu Cai & Rong Chen, 2015. "Functional coefficient seasonal time series models with an application of Hawaii tourism data," Computational Statistics, Springer, vol. 30(3), pages 719-744, September.
    17. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    19. Wang, Taining & Henderson, Daniel J., 2022. "Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels," Economics Letters, Elsevier, vol. 213(C).
    20. Härdle, Wolfgang Karl & Trück, Stefan, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers 2010-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. Lv, Shaogao & Fan, Zengyan & Lian, Heng & Suzuki, Taiji & Fukumizu, Kenji, 2020. "A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).

  8. Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005. "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers 2005-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    Cited by:

    1. Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
    2. Lee, Kyeongeun & Lee, Young K. & Park, Byeong U. & Yang, Seong J., 2018. "Time-dynamic varying coefficient models for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 50-65.
    3. Mammen, Enno & Park, Byeong U. & Schienle, Melanie, 2012. "Additive models: Extensions and related models," SFB 649 Discussion Papers 2012-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
    5. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    6. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    7. Byeong U. Park & Enno Mammen & Young K. Lee & Eun Ryung Lee, 2015. "Varying Coefficient Regression Models: A Review and New Developments," International Statistical Review, International Statistical Institute, vol. 83(1), pages 36-64, April.
    8. Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
    9. Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024. "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers 2399, Cowles Foundation for Research in Economics, Yale University.
    10. Yang, Seong J. & Park, Byeong U., 2014. "Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 100-113.
    11. Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
    12. Han, Kyunghee & Lee, Young K. & Park, Byeong U., 2020. "Smooth backfitting for errors-in-variables varying coefficient regression models," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    13. Neumeyer, Natalie & Van Keilegom, Ingrid, 2010. "Estimating the error distribution in nonparametric multiple regression with applications to model testing," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1067-1078, May.
    14. Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U., 2007. "Time series modelling with semiparametric factor dynamics," SFB 649 Discussion Papers 2007-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Olga Klopp & Marianna Pensky, 2013. "Sparse High-dimensional Varying Coefficient Model : Non-asymptotic Minimax Study," Working Papers 2013-30, Center for Research in Economics and Statistics.
    16. Xialu Liu & Zongwu Cai & Rong Chen, 2015. "Functional coefficient seasonal time series models with an application of Hawaii tourism data," Computational Statistics, Springer, vol. 30(3), pages 719-744, September.
    17. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    19. Wang, Taining & Henderson, Daniel J., 2022. "Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels," Economics Letters, Elsevier, vol. 213(C).
    20. Härdle, Wolfgang Karl & Trück, Stefan, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers 2010-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    21. Lv, Shaogao & Fan, Zengyan & Lian, Heng & Suzuki, Taiji & Fukumizu, Kenji, 2020. "A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).

  9. CHEN, Rong & YANG, Lijian & HAFNER, Christian, 2004. "Nonparametric multistep-ahead prediction in time series analysis," LIDAM Reprints CORE 1783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Souhaib Ben Taieb & Rob J Hyndman, 2012. "Recursive and direct multi-step forecasting: the best of both worlds," Monash Econometrics and Business Statistics Working Papers 19/12, Monash University, Department of Econometrics and Business Statistics.
    2. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.
    3. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    4. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
    5. Cao, Yanrong & Lin, Haiqun & Wu, Tracy Z. & Yu, Yan, 2010. "Penalized spline estimation for functional coefficient regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 891-905, April.
    6. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    7. Heejoon Han & Shen Zhang, 2012. "Non‐stationary non‐parametric volatility model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 204-225, June.
    8. Bontempi, Gianluca & Ben Taieb, Souhaib, 2011. "Conditionally dependent strategies for multiple-step-ahead prediction in local learning," International Journal of Forecasting, Elsevier, vol. 27(3), pages 689-699, July.
    9. Tracy Wu & Haiqun Lin & Yan Yu, 2011. "Single-index coefficient models for nonlinear time series," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 37-58.
    10. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2018. "Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 88-100, January.
    11. Dimitris N. Politis & Kejin Wu, 2023. "Multi-Step-Ahead Prediction Intervals for Nonparametric Autoregressions via Bootstrap: Consistency, Debiasing, and Pertinence," Stats, MDPI, vol. 6(3), pages 1-29, August.
    12. Loïc Maréchal, 2021. "Do economic variables forecast commodity futures volatility?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1735-1774, November.

  10. Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  11. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.

    Cited by:

    1. Mototsugu Shintani, 2006. "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 589-604.
    2. Mototsugu Shintani, 2006. "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 589-604, July.
    3. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.

  12. Tjostheim, Dag & Yang, Lijian, 1999. "Nonparametric estimation and testing of interaction in additive models," DES - Working Papers. Statistics and Econometrics. WS 6387, Universidad Carlos III de Madrid. Departamento de Estadística.

    Cited by:

    1. Profit, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Wang, Li & Wang, Suojin, 2011. "Nonparametric additive model-assisted estimation for survey data," Journal of Multivariate Analysis, Elsevier, vol. 102(7), pages 1126-1140, August.
    3. Stefan Sperlich & Raoul Theler, 2015. "Modeling heterogeneity: a praise for varying-coefficient models in causal analysis," Computational Statistics, Springer, vol. 30(3), pages 693-718, September.
    4. de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
    5. Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
    6. Levine, Michael & Li, Jinguang (Tony), 2012. "A simple additivity test for conditionally heteroscedastic nonlinear autoregression," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2421-2429.
    7. Kottaridi, Constantina & Stengos, Thanasis, 2010. "Foreign direct investment, human capital and non-linearities in economic growth," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 858-871, September.
    8. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.
    10. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Semiparametric spatial regression: theory and practice," MPRA Paper 11991, University Library of Munich, Germany, revised Oct 2006.
    11. Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
    12. Roland Langrock & Nils-Bastian Heidenreich & Stefan Sperlich, 2014. "Kernel-based semiparametric multinomial logit modelling of political party preferences," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(3), pages 435-449, August.
    13. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
    14. Laurence Ales & Kurnaz Musab & Sleet Christopher, "undated". "Task, Talent, and Taxes," GSIA Working Papers 2014-E16, Carnegie Mellon University, Tepper School of Business.
    15. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Estimation in semiparametric spatial regression," MPRA Paper 11979, University Library of Munich, Germany, revised Jul 2005.
    16. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    17. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    18. Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015. "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 129-145.
    19. Roca-Pardinas, Javier & Cadarso-Suarez, Carmen & Tahoces, Pablo G. & Lado, Maria J., 2008. "Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1958-1970, January.
    20. Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
    21. Schimek, Michael G. & Turlach, Berwin A., 1998. "Additive and generalized additive models: A survey," SFB 373 Discussion Papers 1998,97, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    22. Jorge Barrientos Marín, 2005. "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario, December.
    23. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
    24. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
    25. Debbarh, Mohammed & Viallon, Vivian, 2008. "Testing additivity in nonparametric regression under random censorship," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2584-2591, November.
    26. Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 691-714, September.
    27. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    28. Grasshoff, Ulrike & Schwalbach, Joachim, 1999. "Executive pay and corporate financial performance. An exploratiove data analysis," DES - Working Papers. Statistics and Econometrics. WS 6382, Universidad Carlos III de Madrid. Departamento de Estadística.
    29. Francesco Vidoli & Giancarlo Ferrara, 2015. "Analyzing Italian citrus sector by semi-nonparametric frontier efficiency models," Empirical Economics, Springer, vol. 49(2), pages 641-658, September.
    30. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    31. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
    32. Centorrino, Samuele & Parmeter, Christopher F., 2024. "Nonparametric estimation of stochastic frontier models with weak separability," Journal of Econometrics, Elsevier, vol. 238(2).
    33. Isabel Proença & Stefan Sperlich & Duygu Savaşcı, 2015. "Semi-mixed effects gravity models for bilateral trade," Empirical Economics, Springer, vol. 48(1), pages 361-387, February.
    34. Lawrence Dacuycuy, 2005. "Is the earnings-schooling relationship linear? a semiparametric analysis," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-8.
    35. Stefan Sperlich, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 419-427, September.
    36. Badi H. Baltagi & Dong Li, "undated". "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Working Papers 0109, East Carolina University, Department of Economics.
    37. Taining Wang & Feng Yao & Subal C. Kumbhakar, 2024. "A flexible stochastic production frontier model with panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 564-588, June.
    38. Lei Gao & Li Wang, 2011. "Security price responses to unexpected earnings: a nonparametric investigation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 241-258, June.
    39. Ferrara, Giancarlo & Vidoli, Francesco, 2017. "Semiparametric stochastic frontier models: A generalized additive model approach," European Journal of Operational Research, Elsevier, vol. 258(2), pages 761-777.
    40. Moral-Arce, Ignacio & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 2011. "Low dimensional semiparametric estimation in a censored regression model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 118-129, January.
    41. Abhijit Mandal, 2020. "An optimal test for the additive model with discrete or categorical predictors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1397-1417, December.

  13. Yang, L. & Tschernig, R., 1998. "Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models," SFB 373 Discussion Papers 1998,114, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Chikhi, Mohamed & Terraza, Michel, 2002. "Un essai de prévision non paramétrique de l'action France Télécom [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
    2. Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
    3. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, October.
    4. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    5. CHIKHI, Mohamed, 2017. "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
    6. CHIKHI, Mohamed, 2009. "Identification non paramétrique d’un processus non linéaire hétéroscédastique [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, revised 2009.
    7. Tang, Ling & Yu, Lean & He, Kaijian, 2014. "A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 128(C), pages 1-14.
    8. Mohamed Chikhi & Ali Bendob, 2018. "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 105-120.

  14. Yang, L. & Marron, S., 1997. "Iterated Transformation-Kernel Density Estimation," SFB 373 Discussion Papers 1997,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.

  15. Tschernig, Rolf & Yang, Lijian, 1997. "Nonparametric lag selection for time series," SFB 373 Discussion Papers 1997,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.
    2. Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998. "Nonparametric autoregression with multiplicative volatility and additive mean," SFB 373 Discussion Papers 1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Chikhi, Mohamed & Terraza, Michel, 2002. "Un essai de prévision non paramétrique de l'action France Télécom [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
    4. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.
    5. Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 179-188, March.
    6. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
    7. Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
    8. Diks, C.G.H. & Manzan, S., 2001. "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers 01-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    9. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
    10. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, October.
    11. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    12. Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
    13. Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography 122247000000000621, UCLA Department of Economics.
    14. Inés Barbeito & Ricardo Cao & Stefan Sperlich, 2023. "Bandwidth selection for statistical matching and prediction," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 418-446, March.
    15. CHIKHI, Mohamed, 2017. "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
    16. Cai, Zongwu, 2003. "Trending Time-Varying Coefficient Models With Serially Correlated Errors," SFB 373 Discussion Papers 2003,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    17. Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    18. Shafik, Nivien & Tutz, Gerhard, 2009. "Boosting nonlinear additive autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2453-2464, May.
    19. Sami MESTIRI, 2022. "Modeling the volatility of Bitcoin returns using Nonparametric GARCH models," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 2-16, June.
    20. Manzan, S., 2002. "Model Selection for Nonlinear Time Series," CeNDEF Working Papers 02-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    21. Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute.
    22. Nikolay Robinzonov & Gerhard Tutz & Torsten Hothorn, 2012. "Boosting techniques for nonlinear time series models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(1), pages 99-122, January.
    23. Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999. "A simple variable selection technique for nonlinear models," SSE/EFI Working Paper Series in Economics and Finance 296, Stockholm School of Economics, revised 06 Apr 2000.
    24. Guo, Zheng-Feng & Shintani, Mototsugu, 2011. "Nonparametric lag selection for nonlinear additive autoregressive models," Economics Letters, Elsevier, vol. 111(2), pages 131-134, May.
    25. Chevallier, Julien, 2011. "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, vol. 33(6), pages 1267-1282.
    26. Mohamed Chikhi & Ali Bendob, 2018. "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 105-120.
    27. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    28. Zhou, Yunzhe & Shi, Chengchun & Li, Lexin & Yao, Qiwei, 2023. "Testing for the Markov property in time series via deep conditional generative learning," LSE Research Online Documents on Economics 119352, London School of Economics and Political Science, LSE Library.
    29. Yang, Lijian & Tschernig, Rolf, 1997. "Multivariate plug-in bandwidth for local linear regression," SFB 373 Discussion Papers 1997,99, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

  16. Härdle, Wolfgang & Yang, L., 1996. "Nonparametric Time Series Model Selection," SFB 373 Discussion Papers 1996,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Norberto Rodríguez & Patricia Siado, 2003. "Un Pronóstico No Paramétrico De La Inflación Colombiana," Borradores de Economia 3691, Banco de la Republica.
    2. Heiler, Siegfried, 1999. "A Survey on Nonparametric Time Series Analysis," CoFE Discussion Papers 99/05, University of Konstanz, Center of Finance and Econometrics (CoFE).

  17. Yang, L., 1996. "Root-n Convergent Transformation-Kernel Density Estimation," SFB 373 Discussion Papers 1996,94, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    2. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.

  18. Yang, L. & Härdle, Wolfgang, 1996. "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Ming Chen & Qiongxia Song, 2016. "Semi-parametric estimation and forecasting for exogenous log-GARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 93-112, March.
    2. Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen.
    3. Yang, Lijian, 2006. "A semiparametric GARCH model for foreign exchange volatility," Journal of Econometrics, Elsevier, vol. 130(2), pages 365-384, February.
    4. Linton, Oliver & Mammen, E. & Nielsen, J., 1999. "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics 300, London School of Economics and Political Science, LSE Library.
    5. Chikhi, Mohamed & Terraza, Michel, 2002. "Un essai de prévision non paramétrique de l'action France Télécom [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
    6. Woocheol Kim & Oliver Linton, 2003. "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series 456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    7. Kreiss, Jens-Peter & Neumann, Michael H. & Yao, Qiwei, 2008. "Bootstrap tests for simple structures in nonparametric time series regression," LSE Research Online Documents on Economics 24135, London School of Economics and Political Science, LSE Library.
    8. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Detecting serial dependencies with the reproducibility probability autodependogram," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(1), pages 35-61, January.
    9. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
    10. Maria Mohr & Natalie Neumeyer, 2021. "Nonparametric volatility change detection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 529-548, June.
    11. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
    12. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Lag Selection for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 457-487, July.
    13. Fengler, M.R. & Mammen, E. & Vogt, M., 2015. "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, vol. 188(1), pages 196-218.
    14. Neumann, Michael H., 1997. "On robustness of model-based bootstrap schemes in nonparametric time series analysis," SFB 373 Discussion Papers 1997,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    15. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, May.
    16. Francesco Audrino, 2005. "Local Likelihood for non‐parametric ARCH(1) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 251-278, March.
    17. Yang, Hu & Wu, Xingcui, 2011. "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, vol. 28(3), pages 761-766.
    18. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    19. Siegfried Heiler, 1999. "A Survey on Nonparametric Time Series Analysis," Finance 9904005, University Library of Munich, Germany.
    20. Christian M. Hafner & Wolfgang HÄrdle, 2000. "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, vol. 4(2), pages 189-207.
    21. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2018. "Testing for Serial Independence: Beyond the Portmanteau Approach," The American Statistician, Taylor & Francis Journals, vol. 72(3), pages 219-238, July.
    22. CHIKHI, Mohamed, 2017. "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
    23. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    24. Heejoon Han & Shen Zhang, 2012. "Non‐stationary non‐parametric volatility model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 204-225, June.
    25. CHIKHI, Mohamed, 2009. "Identification non paramétrique d’un processus non linéaire hétéroscédastique [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, revised 2009.
    26. Buhlmann, Peter & McNeil, Alexander J., 2002. "An algorithm for nonparametric GARCH modelling," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 665-683, October.
    27. Lu, Zudi & Jiang, Zhenyu, 2001. "L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term," Statistics & Probability Letters, Elsevier, vol. 51(2), pages 121-130, January.
    28. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    29. Neumeyer, Natalie & Omelka, Marek & Hudecová, Šárka, 2019. "A copula approach for dependence modeling in multivariate nonparametric time series," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 139-162.
    30. Heiler, Siegfried, 1999. "A Survey on Nonparametric Time Series Analysis," CoFE Discussion Papers 99/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
    31. Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2011. "Oracally efficient two-step estimation of generalized additive model," SFB 649 Discussion Papers 2011-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    32. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.

  19. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Yang, Lijian & Härdle, Wolfgang & Nielsen, Jens P., 1998. "Nonparametric autoregression with multiplicative volatility and additive mean," SFB 373 Discussion Papers 1998,107, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Yang, Lijian, 2006. "A semiparametric GARCH model for foreign exchange volatility," Journal of Econometrics, Elsevier, vol. 130(2), pages 365-384, February.
    3. Woocheol Kim & Oliver Linton, 2003. "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series 456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Yuanhua Feng & David Hand & Yuanhua Feng, 2012. "A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance," Working Papers CIE 50, Paderborn University, CIE Center for International Economics.
    5. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.
    6. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
    7. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
    8. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Lag Selection for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 457-487, July.
    9. Feng, Yuanhua & Yu, Keming, 2006. "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper 1597, University Library of Munich, Germany.
    10. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    11. Christian Hafner, 2005. "Durations, volume and the prediction of financial returns in transaction time," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 145-152.
    12. Juan Vilar Fernández & Mario Francisco Fernández, 2002. "Local polynomial regression smoothers with AR-error structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 439-464, December.
    13. Carroll, Raymond J. & Härdle, Wolfgang & Mammen, Enno, 1999. "Estimation in an additive model when the components are linked parametrically," SFB 373 Discussion Papers 1999,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    14. A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga, 2009. "Asymptotic properties of local polynomial regression with missing data and correlated errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(1), pages 85-109, March.
    15. Harvill, Jane L. & Ray, Bonnie K., 2006. "Functional coefficient autoregressive models for vector time series," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3547-3566, August.
    16. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
    17. Mario Francisco-Fernandez & Juan Vilar-Fernandez, 2004. "Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA," Statistical Inference for Stochastic Processes, Springer, vol. 7(1), pages 69-93, March.
    18. Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005. "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers EI 2005-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    19. Feng, Yuanhua, 2006. "A local dynamic conditional correlation model," MPRA Paper 1592, University Library of Munich, Germany.
    20. De Gooijer, Jan G. & Ray, Bonnie K., 2003. "Modeling vector nonlinear time series using POLYMARS," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 73-90, February.
    21. Yuanhua Feng, 2013. "Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects," Working Papers CIE 65, Paderborn University, CIE Center for International Economics.
    22. Yang, Lijian & Tschernig, Rolf, 1997. "Multivariate plug-in bandwidth for local linear regression," SFB 373 Discussion Papers 1997,99, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

  20. Härdle, Wolfgang & Marron, J. & Yang, L., 1996. "Discussion," SFB 373 Discussion Papers 1996,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Lukas Lengauer, 2004. "Sozioökonomische Veränderungen in der Vienna Region 1971-2001 - Ausgewählte Ergebnisse," SRE-Disc sre-disc-2004_06, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
    2. Stèphane Dees, 1998. "Foreign Direct Investment in China: Determinants and Effects," Economic Change and Restructuring, Springer, vol. 31(2), pages 175-194, May.
    3. Farmer, Roger E A, 1997. "Money in a Real Business Cycle Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 568-611, November.
    4. Hofer, Helmut & Huber, Peter, 2001. "Wage and Mobility Effects of Trade and Migration on the Austrian Labour Market," Economics Series 97, Institute for Advanced Studies.
    5. Assar Lindbeck, 1998. "How can economic policy strike a balance between economic efficiency and income equality?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 295-336.
    6. Paul Brenton & Francesca Di Mauro & Matthias Lücke, 1999. "Economic Integration and FDI: An Empirical Analysis of Foreign Investment in the EU and in Central and Eastern Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(2), pages 95-121, June.
    7. Bruckner, Eberhard, 2003. "Überlebenschancen neu gegründeter Firmen: Ein evolutionstheoretischer Zugang," Discussion Papers, Research Unit: Civil Society and Transnational Networks SP IV 2003-105, WZB Berlin Social Science Center.
    8. Sachin Zodgekar, 1996. "Netting and payments finality: proposed changes to the law," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 59, September.
    9. George J. Mailath & Larry Samuelson, 1998. "Your Reputation Is Who You're Not, Not Who You'd Like To Be," CARESS Working Papres rep-is-sep, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    10. Mr. Tonny Lybek, 1999. "Central Bank Autonomy, and Inflation and Output Performance in the Baltic States, Russia, and Other Countries of the Former Soviet Union, 1995-1997," IMF Working Papers 1999/004, International Monetary Fund.
    11. Svensson, Lars E. O., 1999. "Monetary policy issues for the Eurosystem," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 51(1), pages 79-136, December.
    12. van der Heijden, E.C.M. & Nelissen, J.H.M. & Potters, J.J.M. & Verbon, H.A.A., 1998. "The poverty game and the pension game : The role of reciprocity," Other publications TiSEM 44d30d98-cde4-4f31-a5d2-3, Tilburg University, School of Economics and Management.
    13. Koen De Backer & Leo Sleuwaegen, 2005. "A closer look at the productivity advantage of foreign affiliates," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 12(1), pages 17-34.
    14. Clark, Andrew E. & Lohéac, Youenn, 2005. ""It Wasn't Me, It Was Them!" - Social Influence in Risky Behavior by Adolescents," IZA Discussion Papers 1573, Institute of Labor Economics (IZA).
    15. David Giles & Chad Stroomer, 2006. "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Empirical Economics, Springer, vol. 31(4), pages 883-903, November.
    16. Rauch, J E & Watson, Joel, 1999. "Starting Small in an Unfamiliar Environment," University of California at San Diego, Economics Working Paper Series qt4rp145hc, Department of Economics, UC San Diego.
    17. Guillaume Allègre, 2012. "Work, family or state ? from wage inequalitie ans in-work poverty in a european cross-country perspective," Documents de Travail de l'OFCE 2012-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    18. Davide Furceri, 2004. "Does the EMU Need a Fiscal Transfer Mechanism?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 73(3), pages 418-428.
    19. Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Computing in Economics and Finance 2006 95, Society for Computational Economics.
    20. David Bailey & Helena Lenihan & Ajit Singh, 2009. "Lessons for African Economies from Irish and East Asian Industrial Policy," Journal of Industry, Competition and Trade, Springer, vol. 9(4), pages 357-382, December.
    21. Weizsäcker, Robert K. von, 1997. "Chancengleichheit, Statusmobilität und öffentliche Bildungsinvestitionen," Discussion Papers 557, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    22. Abrego, Lisandro & Perroni, Carlo, 1999. "Investment Subsidies and Time-Consistent Environmental Policy," Economic Research Papers 269254, University of Warwick - Department of Economics.
    23. Svensson, Lars E O, 1998. "Inflation Targeting as a Monetary Policy Rule," CEPR Discussion Papers 1998, C.E.P.R. Discussion Papers.
    24. Orphanides, Athanasios & Rasche, Robert H & Lindsey, David E, 2005. "The Reform of October 1979: How it Happened and Why," CEPR Discussion Papers 4866, C.E.P.R. Discussion Papers.
    25. de Rus, Gines & Trujillo, Lourdes & Romero, Manuel, 2000. "Participacion privada en la construccion y explotacion de carreteras de peaje [Private sector funding for the construction and operation of toll roads]," MPRA Paper 12204, University Library of Munich, Germany.
    26. Richter, Marcel K. & Wong, Kam-Chau, 1999. "Computable preference and utility," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 339-354, November.
    27. Jenny Ploeg & Lori Campbell & Margaret Denton & Anju Joshi & Sharon Davies, 2003. "Helping to Build and Rebuild Secure Lives and Futures: Intergenerational Financial Transfers from Parents to Adult Children and Grandchildren," Social and Economic Dimensions of an Aging Population Research Papers 96, McMaster University.
    28. Lee, B.C. & Longe-Akindemowo, O., 1998. "Regulatory Issues in Electronic Money: A Legal-Economics Analysis," Economics Working Papers wp98-02, School of Economics, University of Wollongong, NSW, Australia.
    29. Camilla Froyn, 2005. "Decision Criteria, Scientific Uncertainty, and the Globalwarming Controversy," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 10(2), pages 183-211, April.
    30. Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003. "Unemployment in the European Union: a dynamic reappraisal," Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
    31. Gersbach, Hans & Schmutzler, Armin, 2006. "Foreign Direct Investment and R&D Offshoring," CEPR Discussion Papers 5766, C.E.P.R. Discussion Papers.
    32. Koen De Backer & Leo Sleuwaegen, 2003. "Does Foreign Direct Investment Crowd Out Domestic Entrepreneurship?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 22(1), pages 67-84, February.
    33. Bruno Amable & Lilas Demmou & Donatella Gatti, 2007. "Employment Performance and Institutions: New Answers to an Old Question," Working Papers hal-04021096, HAL.
    34. Kraus, Florian & Puhani, Patrick A. & Steiner, Viktor, 1997. "Employment Effects of Publicly Financed Training Programs The East German Experience," ZEW Discussion Papers 97-33, ZEW - Leibniz Centre for European Economic Research.
    35. Kurt Geppert & Martin Gornig & Andreas Stephan, 2003. "Regional productivity differences in the European Union - Theoretical predictions and empirical evidence," ERSA conference papers ersa03p171, European Regional Science Association.
    36. Rosenbrock, Rolf & Schaeffer, Doris & Dubois-Arber, Francoise & Moers, Martin & Pinell, Patrice & Setbon, Michel, 1999. "Die Normalisierung von Aids in Westeuropa: Der Politik-Zyklus am Beispiel einer Infektionskrankheit," Discussion Papers, Research Group Public Health P 99-201, WZB Berlin Social Science Center.
    37. Felipe Balmaceda, 2004. "Network Formation and Cooperation," Econometric Society 2004 Latin American Meetings 208, Econometric Society.
    38. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    39. Bianco, Madga & Golinelli, Roberto & Parigi, Giuseppe, 2009. "Family firms and investments," MPRA Paper 19247, University Library of Munich, Germany.
    40. Mario Amendola & Claude Froeschlé & Jean-Luc Gaffard & Elena Lega, 2001. "Round-about production, co-ordination failure, technological change, and the wage-employment dilemma," SciencePo Working papers Main hal-03428443, HAL.
    41. Landiyanto, Erlangga Agustino & Wardaya, Wirya, 2005. "Pertumbuhan dan Konvergensi pada Industri Tebu di Asia Tenggara [Growth and Convergence of Sugarcare Industries in Southeast Asia]," MPRA Paper 2723, University Library of Munich, Germany, revised Mar 2007.
    42. Li, Yao, 2007. "Capital liberalization, industrial agglomeration and wage inequality," MPRA Paper 11355, University Library of Munich, Germany, revised May 2008.
    43. Estache, Antonio & Gonzalez, Marianela & Trujillo,Lourdes, 2007. "Government expenditures on education, health, and infrastructure : a naive look at levels, outcomes, and efficiency," Policy Research Working Paper Series 4219, The World Bank.
    44. Zigic, Kresimir, 2000. "Strategic trade policy, intellectual property rights protection, and North-South trade," Journal of Development Economics, Elsevier, vol. 61(1), pages 27-60, February.
    45. Reiter, Sara Ann & Williams, Paul F., 2002. "The structure and progressivity of accounting research: the crisis in the academy revisited," Accounting, Organizations and Society, Elsevier, vol. 27(6), pages 575-607, August.
    46. E. Galdon-Sanchez, Jose & Guell, Maia, 2003. "Dismissal conflicts and unemployment," European Economic Review, Elsevier, vol. 47(2), pages 323-335, April.
    47. Jean-Raphael Chaponniere & Jean-Pierre Cling, 2009. "Vietnam's Export-Led Growth Model and Competition with China," Economie Internationale, CEPII research center, issue 118, pages 101-130.
    48. Boiscuvier, Éléonore, 2001. "Innovation, intégration et développement régional," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 255-280, juin.
    49. Graziella Bertocchi, 2003. "Labor Market Institutions, International Capital Mobility, and the Persistence of Underdevelopment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 637-650, July.
    50. Beyer, Jürgen, 2001. "One best way oder Varietät? Strategischer und organisatorischer Wandel von Großunternehmen im Prozess der Internationalisierung," MPIfG Discussion Paper 01/2, Max Planck Institute for the Study of Societies.
    51. Betts, Julian, 2000. "The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women," University of California at San Diego, Economics Working Paper Series qt6nx050kp, Department of Economics, UC San Diego.
    52. Rita Asplund, 2005. "The Provision and Effects of Company Training: A Brief Review of the Literature," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 31, pages 47-73.
    53. Davide Furceri, 2002. "Risk-sharing e architettura istituzionale delle politiche di stabilizzazione nell'UME: aspetti metodologici e verifica empirica," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 175-210, November-.
    54. Amable, Bruno & Gatti, Donatella, 2001. "The Impact of Product Market Competition on Employment and Wages," IZA Discussion Papers 276, Institute of Labor Economics (IZA).
    55. Felipe Balmaceda, 2005. "Cooperation and Network Formation," Documentos de Trabajo 205, Centro de Economía Aplicada, Universidad de Chile.
    56. Stange, Henriette & Lissitsa, Alexej, 2003. "Russischer Agrarsektor im Aufschwung? Eine Analyse der technischen und Skaleneffizienz der Agrarunternehmen," IAMO Discussion Papers 52, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    57. Choi, Jae-Young & Ratti, Ronald A., 2000. "The Predictive Power of Alternative Indicators of Monetary Policy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 581-610, October.

Articles

  1. Jia, Peng & Wang, Youfa & Yang, Min & Wang, Limin & Yang, Xuchao & Shi, Xinyu & Yang, Lijian & Wen, Jin & Liu, Yi & Yang, Maokang & Xin, Junguo & Zhang, Fengying & Jiang, Lihua & Chi, Chunhua & Zhang,, 2022. "Inequalities of spatial primary healthcare accessibility in China," Social Science & Medicine, Elsevier, vol. 314(C).

    Cited by:

    1. Wei, Zhongyu & Bai, Jianjun & Feng, Ruitao, 2023. "Optimization referral rate design for hierarchical diagnosis and treatment system based on accessibility-utilization efficiency bi-objective collaboration: A case study of China," Social Science & Medicine, Elsevier, vol. 322(C).

  2. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.

    Cited by:

    1. Cai, Leheng & Hu, Qirui, 2024. "Simultaneous inference and uniform test for eigensystems of functional data," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).

  3. Zening Song & Lijian Yang, 2022. "Statistical inference for ARMA time series with moving average trend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 34(2), pages 357-376, April.

    Cited by:

    1. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).

  4. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.

    Cited by:

    1. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).

  5. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).

    Cited by:

    1. Majid Mojirsheibani, 2022. "On the maximal deviation of kernel regression estimators with NMAR response variables," Statistical Papers, Springer, vol. 63(5), pages 1677-1705, October.

  6. Shan Yu & Guannan Wang & Li Wang & Chenhui Liu & Lijian Yang, 2020. "Estimation and Inference for Generalized Geoadditive Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(530), pages 761-774, April.

    Cited by:

    1. Myungjin Kim & Li Wang & Yuyu Zhou, 2021. "Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 367-386, September.
    2. Tang Qingguo & Chen Wenyu, 2022. "Estimation for partially linear additive regression with spatial data," Statistical Papers, Springer, vol. 63(6), pages 2041-2063, December.
    3. Shan Yu & Aaron M. Kusmec & Li Wang & Dan Nettleton, 2023. "Fusion Learning of Functional Linear Regression with Application to Genotype-by-Environment Interaction Studies," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(3), pages 401-422, September.
    4. Li, Yehua & Qiu, Yumou & Xu, Yuhang, 2022. "From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas," Journal of Multivariate Analysis, Elsevier, vol. 188(C).

  7. Songtao Li & Ruoran Chen & Lijian Yang & Dinglong Huang & Simin Huang, 2020. "Predictive modeling of consumer color preference: Using retail data and merchandise images," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(8), pages 1305-1323, December.

    Cited by:

    1. Veniamin Mokhov & Sergei Aliukov & Anatoliy Alabugin & Konstantin Osintsev, 2023. "A Review of Mathematical Models of Macroeconomics, Microeconomics, and Government Regulation of the Economy," Mathematics, MDPI, vol. 11(14), pages 1-37, July.
    2. Swaminathan, Kritika & Venkitasubramony, Rakesh, 2024. "Demand forecasting for fashion products: A systematic review," International Journal of Forecasting, Elsevier, vol. 40(1), pages 247-267.

  8. Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian, 2020. "Simultaneous confidence band for stationary covariance function of dense functional data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).

    Cited by:

    1. Cai, Leheng & Hu, Qirui, 2024. "Simultaneous inference and uniform test for eigensystems of functional data," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
    2. Telschow, Fabian J.E. & Davenport, Samuel & Schwartzman, Armin, 2022. "Functional delta residuals and applications to simultaneous confidence bands of moment based statistics," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    3. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    4. Li, Yehua & Qiu, Yumou & Xu, Yuhang, 2022. "From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas," Journal of Multivariate Analysis, Elsevier, vol. 188(C).

  9. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.

    Cited by:

    1. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.

  10. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.

    Cited by:

    1. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    2. Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
    3. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.

  11. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.

    Cited by:

    1. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    2. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    3. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).

  12. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

    Cited by:

    1. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    2. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    3. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    4. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).

  13. Juanjuan Kong & Lijie Gu & Lijian Yang, 2018. "Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(5), pages 690-708, September.

    Cited by:

    1. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.

  14. Qin Shao & Lijian Yang, 2017. "Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 507-524, March.

    Cited by:

    1. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    2. Zhongqi Liang & Qihua Wang & Yuting Wei, 2022. "Robust model selection with covariables missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 539-557, June.
    3. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    4. Eddie Anderson & Artem Prokhorov & Yajing Zhu, 2020. "A Simple Estimator of Two‐Dimensional Copulas, with Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1375-1412, December.
    5. Q. Shao, 2023. "Simultaneous Confidence Band Approach for Comparison of COVID-19 Case Counts," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 15(2), pages 372-383, July.
    6. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.

  15. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.

    Cited by:

    1. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    2. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    3. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    4. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    5. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    6. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  16. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.

    Cited by:

    1. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    2. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    3. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    4. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    5. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    6. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    7. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    8. Li, Xinyi & Wang, Li & Nettleton, Dan, 2019. "Sparse model identification and learning for ultra-high-dimensional additive partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 204-228.
    9. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  17. Liu, Rong & Yang, Lijian, 2016. "Spline Estimation Of A Semiparametric Garch Model," Econometric Theory, Cambridge University Press, vol. 32(4), pages 1023-1054, August.

    Cited by:

    1. Mayer, Alexander & Wied, Dominik, 2023. "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, vol. 235(2), pages 1500-1521.
    2. Sayar Karmakar & Arkaprava Roy, 2020. "Bayesian modelling of time-varying conditional heteroscedasticity," Papers 2009.06007, arXiv.org, revised Mar 2021.
    3. Hiroyuki Kawakatsu, 2022. "Local projection variance impulse response," Empirical Economics, Springer, vol. 62(3), pages 1219-1244, March.
    4. Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021. "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, vol. 222(1), pages 484-501.
    5. Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
    6. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.

  18. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    See citations under working paper version above.
  19. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.

    Cited by:

    1. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    2. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    3. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    4. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    5. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    6. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    7. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    8. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    9. Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
    10. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    11. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    12. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  20. Shuzhuan Zheng & Lijian Yang & Wolfgang K. Härdle, 2014. "A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 661-673, June.

    Cited by:

    1. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    2. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2024. "Multivariate Universal Local Linear Kernel Estimators in Nonparametric Regression: Uniform Consistency," Mathematics, MDPI, vol. 12(12), pages 1-23, June.
    3. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    4. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2022. "Universal Local Linear Kernel Estimators in Nonparametric Regression," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
    5. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    6. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    7. Hassan Sharghi Ghale-Joogh & S. Mohammad E. Hosseini-Nasab, 2021. "On mean derivative estimation of longitudinal and functional data: from sparse to dense," Statistical Papers, Springer, vol. 62(4), pages 2047-2066, August.
    8. Jialiang Li & Yaguang Li & Tailen Hsing, 2022. "On functional processes with multiple discontinuities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 933-972, July.
    9. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    10. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    11. Yueying Wang & Guannan Wang & Li Wang & R. Todd Ogden, 2020. "Simultaneous confidence corridors for mean functions in functional data analysis of imaging data," Biometrics, The International Biometric Society, vol. 76(2), pages 427-437, June.
    12. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    13. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    14. Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019. "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, vol. 213(2), pages 593-607.
    15. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.
    16. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    17. Jiang, Jiakun & Lin, Huazhen & Zhong, Qingzhi & Li, Yi, 2022. "Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    18. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    19. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  21. Q. Song & R. Liu & Q. Shao & L. Yang, 2014. "A Simultaneous Confidence Band for Dense Longitudinal Regression," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(24), pages 5195-5210, December.

    Cited by:

    1. Cao, Guanqun & Wang, Li, 2018. "Simultaneous inference for the mean of repeated functional data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 279-295.
    2. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    3. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    4. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    5. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    6. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    7. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  22. Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.
    See citations under working paper version above.
  23. Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013. "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 619-631, June.
    See citations under working paper version above.
  24. Qiu, D. & Shao, Q. & Yang, L., 2013. "Efficient inference for autoregressive coefficients in the presence of trends," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 40-53.

    Cited by:

    1. Benny Ren & Ian Barnett, 2022. "Autoregressive mixture models for clustering time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(6), pages 918-937, November.
    2. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    3. L. Tang & Q. Shao, 2014. "Efficient Estimation For Periodic Autoregressive Coefficients Via Residuals," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(4), pages 378-389, July.
    4. Qin Shao & Lijian Yang, 2017. "Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 507-524, March.

  25. Jiangyan Wang & Fuxia Cheng & Lijian Yang, 2013. "Smooth simultaneous confidence bands for cumulative distribution functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 395-407, June.

    Cited by:

    1. Cao, Guanqun & Wang, Li, 2018. "Simultaneous inference for the mean of repeated functional data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 279-295.
    2. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    3. Luca Macedoni & Mingzhi (Jimmy) Xu, 2022. "Flexibility And Productivity: Toward The Understanding Of Firm Heterogeneity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1055-1108, August.
    4. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    5. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    6. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    7. Majid Mojirsheibani, 2022. "On the maximal deviation of kernel regression estimators with NMAR response variables," Statistical Papers, Springer, vol. 63(5), pages 1677-1705, October.
    8. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    9. Fuxia Cheng, 2024. "The Law of the Iterated Logarithm for L p -Norms of Kernel Estimators of Cumulative Distribution Functions," Mathematics, MDPI, vol. 12(7), pages 1-7, April.
    10. Catalina Bolancé & Carlos Alberto Acuña, 2021. "A New Kernel Estimator of Copulas Based on Beta Quantile Transformations," Mathematics, MDPI, vol. 9(10), pages 1-16, May.
    11. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    12. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  26. Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine, 2013. "Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 256-273, June.

    Cited by:

    1. Ke Wang & Xin Ye & Jie Ma, 2018. "An empirical analysis of post-work grocery shopping activity duration using modified accelerated failure time model to differentiate time-dependent and time-independent covariates," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-17, November.

  27. Guanqun Cao & Lijian Yang & David Todem, 2012. "Simultaneous inference for the mean function based on dense functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 359-377.

    Cited by:

    1. Ghiglietti, Andrea & Paganoni, Anna Maria, 2017. "Exact tests for the means of Gaussian stochastic processes," Statistics & Probability Letters, Elsevier, vol. 131(C), pages 102-107.
    2. Cao, Guanqun & Wang, Li, 2018. "Simultaneous inference for the mean of repeated functional data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 279-295.
    3. Wang, Bo & Xu, Aiping, 2019. "Gaussian process methods for nonparametric functional regression with mixed predictors," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 80-90.
    4. Liebl, Dominik, 2019. "Inference for sparse and dense functional data with covariate adjustments," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 315-335.
    5. Pini, Alessia & Stamm, Aymeric & Vantini, Simone, 2018. "Hotelling’s T2 in separable Hilbert spaces," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 284-305.
    6. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    7. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    8. Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.
    9. Hu, Qirui, 2024. "Change point analysis of functional variance function with stationary error," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
    10. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    11. Cai, Leheng & Hu, Qirui, 2024. "Simultaneous inference and uniform test for eigensystems of functional data," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
    12. Wang, Jiangyan & Cao, Guanqun & Wang, Li & Yang, Lijian, 2020. "Simultaneous confidence band for stationary covariance function of dense functional data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
    13. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    14. Telschow, Fabian J.E. & Davenport, Samuel & Schwartzman, Armin, 2022. "Functional delta residuals and applications to simultaneous confidence bands of moment based statistics," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    15. Italo R. Lima & Guanqun Cao & Nedret Billor, 2019. "M-based simultaneous inference for the mean function of functional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(3), pages 577-598, June.
    16. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    17. Gu, Lijie & Wang, Suojin & Yang, Lijian, 2021. "Smooth simultaneous confidence band for the error distribution function in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
    18. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    19. Yueying Wang & Guannan Wang & Li Wang & R. Todd Ogden, 2020. "Simultaneous confidence corridors for mean functions in functional data analysis of imaging data," Biometrics, The International Biometric Society, vol. 76(2), pages 427-437, June.
    20. Livio Corain & Viatcheslav Melas & Andrey Pepelyshev & Luigi Salmaso, 2014. "New insights on permutation approach for hypothesis testing on functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(3), pages 339-356, September.
    21. Kraus, David, 2019. "Inferential procedures for partially observed functional data," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 583-603.
    22. Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone, 2022. "Conformal prediction bands for multivariate functional data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    23. Wang, Jiangyan & Gu, Lijie & Yang, Lijian, 2022. "Oracle-efficient estimation for functional data error distribution with simultaneous confidence band," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    24. Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
    25. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    26. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    27. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    28. Hsin‐wen Chang & Ian W. McKeague, 2022. "Empirical likelihood‐based inference for functional means with application to wearable device data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1947-1968, November.
    29. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.
    30. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  28. Shujie Ma & Lijian Yang, 2011. "A jump-detecting procedure based on spline estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 67-81.

    Cited by:

    1. Yujiao Yang & Qiongxia Song, 2014. "Jump detection in time series nonparametric regression models: a polynomial spline approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 325-344, April.
    2. Kohler, Michael & Krzyżak, Adam, 2015. "Estimation of a jump point in random design regression," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 247-255.
    3. Shujie Ma & Yanyuan Ma & Yanqing Wang & Eli S. Kravitz & Raymond J. Carroll, 2017. "A Semiparametric Single-Index Risk Score Across Populations," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1648-1662, October.

  29. Song, Qiongxia & Yang, Lijian, 2010. "Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2008-2025, October.

    Cited by:

    1. Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
    2. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Rong Chen & Hua Liang & Jing Wang, 2011. "Determination of linear components in additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 367-383.
    4. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
    5. L. Tang & Q. Shao, 2014. "Efficient Estimation For Periodic Autoregressive Coefficients Via Residuals," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(4), pages 378-389, July.
    6. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    7. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    8. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    9. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.

  30. Li Wang & Lijian Yang, 2010. "Simultaneous confidence bands for time-series prediction function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(8), pages 999-1018.

    Cited by:

    1. Yujiao Yang & Qiongxia Song, 2014. "Jump detection in time series nonparametric regression models: a polynomial spline approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 325-344, April.
    2. Yujiao Yang & Yuhang Xu & Qiongxia Song, 2012. "Spline confidence bands for variance functions in nonparametric time series regressive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 699-714.
    3. L. Tang & Q. Shao, 2014. "Efficient Estimation For Periodic Autoregressive Coefficients Via Residuals," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(4), pages 378-389, July.

  31. Liu, Rong & Yang, Lijian, 2010. "Spline-Backfitted Kernel Smoothing Of Additive Coefficient Model," Econometric Theory, Cambridge University Press, vol. 26(1), pages 29-59, February.

    Cited by:

    1. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    2. Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2016. "Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 607-626, December.
    3. Fan, Zengyan & Lian, Heng, 2018. "Quantile regression for additive coefficient models in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 164(C), pages 54-64.
    4. Xiaoqi Zhang & Yi Chen & Yi Yao, 2021. "Dynamic information asymmetry in micro health insurance: implications for sustainability," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(3), pages 468-507, July.
    5. Fengler, M.R. & Mammen, E. & Vogt, M., 2015. "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, vol. 188(1), pages 196-218.
    6. Lijie Gu & Li Wang & Wolfgang Härdle & Lijian Yang, 2014. "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 806-843, December.
    7. Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
    8. Yoshida, Takuma, 2018. "Semiparametric method for model structure discovery in additive regression models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 124-136.
    9. Shujie Ma & Jeffrey S. Racine & Lijian Yang, 2015. "Spline Regression in the Presence of Categorical Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(5), pages 705-717, August.
    10. Hongyu An & Boping Tian, 2024. "Varying Index Coefficient Model for Tail Index Regression," Mathematics, MDPI, vol. 12(13), pages 1-34, June.
    11. Patrick, Joshua D. & Harvill, Jane L. & Hansen, Clifford W., 2016. "A semiparametric spatio-temporal model for solar irradiance data," Renewable Energy, Elsevier, vol. 87(P1), pages 15-30.
    12. Hu, Jianhua & You, Jinhong & Zhou, Xian, 2017. "Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 96-111.
    13. Xin Wang & Xin Zhang, 2024. "Scanner: Simultaneously temporal trend and spatial cluster detection for spatial‐temporal data," Environmetrics, John Wiley & Sons, Ltd., vol. 35(5), August.
    14. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    15. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.

  32. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.

    Cited by:

    1. Kang, Yicheng & Shi, Yueyong & Jiao, Yuling & Li, Wendong & Xiang, Dongdong, 2021. "Fitting jump additive models," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    2. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    3. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    4. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    5. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers 35/15, Institute for Fiscal Studies.
    6. Jiawei Hou & Yunquan Song, 2022. "Interquantile shrinkage in spatial additive autoregressive models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1030-1057, December.
    7. Nathan Moore & Gopal Alagarswamy & Bryan Pijanowski & Philip Thornton & Brent Lofgren & Jennifer Olson & Jeffrey Andresen & Pius Yanda & Jiaguo Qi, 2012. "East African food security as influenced by future climate change and land use change at local to regional scales," Climatic Change, Springer, vol. 110(3), pages 823-844, February.
    8. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 389-407, May.
    9. Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
    10. Joel L. Horowitz, 2015. "Variable selection and estimation in high‐dimensional models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(2), pages 389-407, May.
    11. Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
    12. Hongyu An & Boping Tian, 2024. "Varying Index Coefficient Model for Tail Index Regression," Mathematics, MDPI, vol. 12(13), pages 1-34, June.
    13. Patrick, Joshua D. & Harvill, Jane L. & Hansen, Clifford W., 2016. "A semiparametric spatio-temporal model for solar irradiance data," Renewable Energy, Elsevier, vol. 87(P1), pages 15-30.
    14. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers CWP35/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    16. Li, Xinyi & Wang, Li & Nettleton, Dan, 2019. "Sparse model identification and learning for ultra-high-dimensional additive partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 204-228.
    17. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.

  33. Qiongxia Song & Lijian Yang, 2009. "Spline confidence bands for variance functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 589-609.

    Cited by:

    1. Chen Zhong & Lijian Yang, 2021. "Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs," Computational Statistics, Springer, vol. 36(2), pages 1197-1218, June.
    2. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
    3. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    4. Yujiao Yang & Yuhang Xu & Qiongxia Song, 2012. "Spline confidence bands for variance functions in nonparametric time series regressive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 699-714.
    5. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    6. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    7. Zhong, Chen, 2024. "Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error," Computational Statistics & Data Analysis, Elsevier, vol. 193(C).
    8. Li Cai & Suojin Wang, 2021. "Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing," Statistical Papers, Springer, vol. 62(6), pages 2573-2602, December.
    9. Kun Huang & Sijie Zheng & Lijian Yang, 2022. "Inference for dependent error functional data with application to event-related potentials," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1100-1120, December.
    10. Li Cai & Lijian Yang, 2015. "A smooth simultaneous confidence band for conditional variance function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 632-655, September.
    11. Li Cai & Lijie Gu & Qihua Wang & Suojin Wang, 2021. "Simultaneous confidence bands for nonparametric regression with missing covariate data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1249-1279, December.
    12. Yuanyuan Zhang & Lijian Yang, 2018. "A smooth simultaneous confidence band for correlation curve," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 247-269, June.

  34. Rong Liu & Lijian Yang, 2008. "Kernel estimation of multivariate cumulative distribution function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 661-677.

    Cited by:

    1. Langrené, Nicolas & Warin, Xavier, 2021. "Fast multivariate empirical cumulative distribution function with connection to kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    2. Lan Xue & Jing Wang, 2010. "Distribution function estimation by constrained polynomial spline regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 443-457.
    3. Fousekis, Panos & Grigoriadis, Vasilis, 2017. "Price co-movement and the crack spread in the US futures markets," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 57-71.
    4. Jie Li & Jiangyan Wang & Lijian Yang, 2022. "Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function," Computational Statistics, Springer, vol. 37(3), pages 1015-1039, July.
    5. Sylvain Chassang & Kei Kawai & Jun Nakabayashi & Juan Ortner, 2019. "Data Driven Regulation: Theory and Application to Missing Bids," Boston University - Department of Economics - Working Papers Series WP2019-04, Boston University - Department of Economics.
    6. Alexandre Leblanc, 2012. "On estimating distribution functions using Bernstein polynomials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 919-943, October.
    7. Arup Bose & Santanu Dutta, 2022. "Kernel based estimation of the distribution function for length biased data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(3), pages 269-287, April.
    8. Lijie Gu & Suojin Wang & Lijian Yang, 2019. "Simultaneous confidence bands for the distribution function of a finite population in stratified sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 983-1005, August.
    9. Jeffrey Racine, 2015. "Mixed data kernel copulas," Empirical Economics, Springer, vol. 48(1), pages 37-59, February.
    10. Li, Genyuan & Rabitz, Herschel, 2017. "Relationship between sensitivity indices defined by variance- and covariance-based methods," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 136-157.
    11. Catalina Bolancé & Carlos Alberto Acuña, 2021. "A New Kernel Estimator of Copulas Based on Beta Quantile Transformations," Mathematics, MDPI, vol. 9(10), pages 1-16, May.
    12. Funke, Benedikt & Palmes, Christian, 2017. "A note on estimating cumulative distribution functions by the use of convolution power kernels," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 90-98.
    13. Jiangyan Wang & Suojin Wang & Lijian Yang, 2016. "Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 692-709, December.

  35. Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September.
    See citations under working paper version above.
  36. Yang, Lijian, 2006. "A semiparametric GARCH model for foreign exchange volatility," Journal of Econometrics, Elsevier, vol. 130(2), pages 365-384, February.

    Cited by:

    1. Ming Chen & Qiongxia Song, 2016. "Semi-parametric estimation and forecasting for exogenous log-GARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 93-112, March.
    2. Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid, 2013. "Semiparametric Estimation of Risk-return Relationships," LIDAM Discussion Papers ISBA 2013035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Mayer, Alexander & Wied, Dominik, 2023. "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, vol. 235(2), pages 1500-1521.
    4. Daniel Stavarek, 2011. "European exchange rates volatility and its asymmetrical components during the financial crisis," MENDELU Working Papers in Business and Economics 2011-17, Mendel University in Brno, Faculty of Business and Economics.
    5. Panda, Ajaya Kumar & Panda, Pradiptarathi & Nanda, Swagatika & Parad, Atul, 2021. "Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    6. Yang, Hu & Wu, Xingcui, 2011. "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, vol. 28(3), pages 761-766.
    7. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    8. Toshio Utsunomiya, 2013. "A new approach to the effect of intervention frequency on the foreign exchange market: evidence from Japan," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3742-3759, September.
    9. Jiangyu Ji & Andre Lucas, 2012. "A New Semiparametric Volatility Model," Tinbergen Institute Discussion Papers 12-055/2/DSF35, Tinbergen Institute.
    10. Cecilia Maya & Karoll Gómez, 2008. "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 161-183.
    11. Blasques, Francisco & Ji, Jiangyu & Lucas, André, 2016. "Semiparametric score driven volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 58-69.
    12. Heejoon Han & Shen Zhang, 2012. "Non‐stationary non‐parametric volatility model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 204-225, June.
    13. Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021. "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, vol. 222(1), pages 484-501.
    14. Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
    15. Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020. "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    16. Hoda SELIM, 2010. "Fear of Floating and Exchange Rate Pass-Through to Inflation in Egypt," EcoMod2010 259600151, EcoMod.
    17. Grossmann, Axel & Orlov, Alexei G., 2012. "Exchange rate misalignments in frequency domain," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 185-199.
    18. Yuanyuan Zhang & Rong Liu & Qin Shao & Lijian Yang, 2020. "Two‐Step Estimation for Time Varying Arch Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 551-570, July.

  37. Rong Chen & Lijian Yang & Christian Hafner, 2004. "Nonparametric multistep‐ahead prediction in time series analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 669-686, August.
    See citations under working paper version above.
  38. Jianhua Z. Huang & Lijian Yang, 2004. "Identification of non‐linear additive autoregressive models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 463-477, May.

    Cited by:

    1. Ming Chen & Qiongxia Song, 2016. "Semi-parametric estimation and forecasting for exogenous log-GARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 93-112, March.
    2. Huang, Lei & Jiang, Hui & Wang, Huixia, 2019. "A novel partial-linear single-index model for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 110-122.
    3. Xiong, Wei & Wang, Dehui & Deng, Dianliang & Wang, Xinyang & Zhang, Wanying, 2022. "Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    4. Yujiao Yang & Qiongxia Song, 2014. "Jump detection in time series nonparametric regression models: a polynomial spline approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 325-344, April.
    5. Li, Rui & Wan, Alan T.K. & You, Jinhong, 2016. "Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 401-423.
    6. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    7. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    8. Yujiao Yang & Yuhang Xu & Qiongxia Song, 2012. "Spline confidence bands for variance functions in nonparametric time series regressive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 699-714.
    9. Gao, Zhikun & Tang, Yanlin & Wang, Huixia Judy & Wu, Guangying K. & Lin, Jeff, 2020. "Automatic identification of curve shapes with applications to ultrasonic vocalization," Computational Statistics & Data Analysis, Elsevier, vol. 148(C).
    10. Noh, Hohsuk & Chung, Kwanghun & Van Keilegom, Ingrid, 2012. "Variable Selection of Varying Coefficient Models in Quantile Regression," LIDAM Discussion Papers ISBA 2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    11. Li Cai & Lisha Li & Simin Huang & Liang Ma & Lijian Yang, 2020. "Oracally efficient estimation for dense functional data with holiday effects," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 282-306, March.
    12. Haozhe Zhang & Yehua Li, 2020. "Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency," Papers 2006.13489, arXiv.org, revised Jun 2021.
    13. Nedeljković, Milan & Urošević, Branko, 2012. "Determinants of the Dinar-Euro Nominal Exchange Rate," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 121-141, September.
    14. Yehua Li & Marc G. Genton, 2009. "Single‐Index Additive Vector Autoregressive Time Series Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 369-388, September.
    15. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    16. Prasolov, Alexander V., 2018. "On the simultaneous estimation of delay model parameters in economic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1102-1109.
    17. Noh, Hohsuk & Lee, Eun, 2012. "Component Selection in Additive Quantile Regression Models," LIDAM Discussion Papers ISBA 2012021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers 1976, Cowles Foundation for Research in Economics, Yale University.
    19. Alan T. K. Wan & Jinhong You & Riquan Zhang, 2016. "A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors," Econometric Reviews, Taylor & Francis Journals, vol. 35(5), pages 894-928, May.
    20. Shafik, Nivien & Tutz, Gerhard, 2009. "Boosting nonlinear additive autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2453-2464, May.
    21. L. Tang & Q. Shao, 2014. "Efficient Estimation For Periodic Autoregressive Coefficients Via Residuals," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(4), pages 378-389, July.
    22. Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
    23. Efromovich, Sam, 2011. "Nonparametric estimation of the anisotropic probability density of mixed variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 468-481, March.
    24. Jessica Pesantez-Narvaez & Montserrat Guillen & Manuela Alcañiz, 2019. "Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression," Risks, MDPI, vol. 7(2), pages 1-16, June.
    25. Shujie Ma & Yanyuan Ma & Yanqing Wang & Eli S. Kravitz & Raymond J. Carroll, 2017. "A Semiparametric Single-Index Risk Score Across Populations," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1648-1662, October.
    26. Nikolay Robinzonov & Gerhard Tutz & Torsten Hothorn, 2012. "Boosting techniques for nonlinear time series models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(1), pages 99-122, January.
    27. Xiaohong Chen & Timothy M. Christensen, 2014. "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers 46/14, Institute for Fiscal Studies.
    28. Guanqun Cao & Lijian Yang & David Todem, 2012. "Simultaneous inference for the mean function based on dense functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 359-377.
    29. Chu, Ba, 2023. "A distance-based test of independence between two multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    30. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    31. Miao Yang & Lan Xue & Lijian Yang, 2016. "Variable selection for additive model via cumulative ratios of empirical strengths total," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 595-616, September.
    32. Eun Ryung Lee & Hohsuk Noh & Byeong U. Park, 2014. "Model Selection via Bayesian Information Criterion for Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 216-229, March.

  39. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
    See citations under working paper version above.
  40. Yang, Lijian & Tschernig, Rolf, 2002. "Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1408-1448, December.
    See citations under working paper version above.
  41. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Lag Selection for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 457-487, July.
    See citations under working paper version above.
  42. Lijian Yang & Wolfgang Hardle & Jens Nielsen, 1999. "Nonparametric Autoregression with Multiplicative Volatility and Additive mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(5), pages 579-604, September.
    See citations under working paper version above.
  43. L. Yang & R. Tschernig, 1999. "Multivariate bandwidth selection for local linear regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 793-815.

    Cited by:

    1. Gilboa, Itzhak & Lieberman, Offer & Schmeidler, David, 2011. "A similarity-based approach to prediction," Journal of Econometrics, Elsevier, vol. 162(1), pages 124-131, May.
    2. Rong Liu & Lijian Yang, 2008. "Kernel estimation of multivariate cumulative distribution function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 661-677.
    3. Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410, August.
    4. Jan Koláček & Ivana Horová, 2017. "Bandwidth matrix selectors for kernel regression," Computational Statistics, Springer, vol. 32(3), pages 1027-1046, September.
    5. Giordano, Francesco & Parrella, Maria Lucia, 2016. "Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 71-93.
    6. Yang, Lijian, 2006. "A semiparametric GARCH model for foreign exchange volatility," Journal of Econometrics, Elsevier, vol. 130(2), pages 365-384, February.
    7. Chikhi, Mohamed & Terraza, Michel, 2002. "Un essai de prévision non paramétrique de l'action France Télécom [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
    8. Francesco Giordano & Maria Lucia Parrella, 2014. "Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property," Working Papers 3_232, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
    9. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society.
    10. Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera, 2021. "Nonparametric multiple regression estimation for circular response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 650-672, September.
    11. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    12. Naito, Kanta & Yoshizaki, Masahiro, 2009. "Bandwidth selection for a data sharpening estimator in nonparametric regression," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1465-1486, August.
    13. Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 179-188, March.
    14. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
    15. Jean-Pierre Urbain & Sébastien Laurent, 2005. "Bridging the gap between Ox and Gauss using OxGauss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 131-139.
    16. Hupfeld, Stefan, 2009. "Rich and healthy--better than poor and sick?: An empirical analysis of income, health, and the duration of the pension benefit spell," Journal of Health Economics, Elsevier, vol. 28(2), pages 427-443, March.
    17. Jochen Einbeck, 2003. "Multivariate Local Fitting with General Basis Functions," Computational Statistics, Springer, vol. 18(2), pages 185-203, July.
    18. Max Köhler & Anja Schindler & Stefan Sperlich, 2011. "A Review and Comparison of Bandwidth Selection Methods for Kernel Regression," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 95, Courant Research Centre PEG.
    19. Gonzalez Manteiga, W. & Martinez Miranda, M. D. & Perez Gonzalez, A., 2004. "The choice of smoothing parameter in nonparametric regression through Wild Bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 487-515, October.
    20. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, October.
    21. CHIKHI, Mohamed, 2017. "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
    22. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    23. CHIKHI, Mohamed, 2009. "Identification non paramétrique d’un processus non linéaire hétéroscédastique [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, revised 2009.
    24. Cheng, Ming-Yen & Peng, Liang, 2006. "Simple and efficient improvements of multivariate local linear regression," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1501-1524, August.
    25. Vidaurre, Diego & Bielza, Concha & Larrañaga, Pedro, 2013. "Sparse regularized local regression," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 122-135.
    26. Biqing Cai & Dag Tjøstheim, 2015. "Nonparametric Regression Estimation for Multivariate Null Recurrent Processes," Econometrics, MDPI, vol. 3(2), pages 1-24, April.
    27. Qiu, D. & Shao, Q. & Yang, L., 2013. "Efficient inference for autoregressive coefficients in the presence of trends," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 40-53.
    28. Chevallier, Julien, 2011. "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, vol. 33(6), pages 1267-1282.
    29. Bastian Schäfer, 2021. "Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors," Working Papers CIE 146, Paderborn University, CIE Center for International Economics.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.