More efficient kernel estimation in nonparametric regression with autocorrelated errors

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Efficient estimation of nonstationary time series regression

Harvey, A.
Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--12) / BLDSC - ...

On the use of nonparametric smoothing for discrete regression diagnostics

Azzalini, A.
Bowman, A.
Haerdle, W
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1985

Produced by the Manchester-Sheffield School of Probability and StatisticsAvailable from British Libr...

Nonparametric estimation with aggregated data

Linton, O.Whang, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/397) / BLDSC - British Li...

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Carroll, Raymond J
Linton, Oliver
Mammen, Enno
Xiao, Zhijie

June 2002

We propose a modification of kernel time series regression estimators that improves efficiency when ...

Practical aspects of kernel smoothing for binary regression and density estimation

Signorini, D.F.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020063 / BLDSC - British Library D...

A nonparametric regression estimator that adapts to error distribution of unknown form

Linton, O.
Xiao, Z.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(no 01/419) / BLDSC - British...

NP-REG An interactive package for kernel density estimation and non-parametric regression

Duncan, A.
Jones, A
Institute for Fiscal Studies, London (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:4363.3435(IFS-WP-W--92/7) / BLDSC - ...

Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

De Jong, R.M.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:091) / BLDSC - British ...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

Nonparametric regression techniques An application to causality testing

Bell, D.
Kay, J.
Malley, J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(95/3) / BLDSC - British Li...

Estimating error correlation in nonparametric regression

Altman, Naomi Simone

Estimates of error correlations in kernel nonparametric regression are obtained using the method of ...

Higher-order kernel semiparametric M-estimation of long memory

Robinson, P.M.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(02/436) / BLDSC - British Li...

Inference-without-soothing in the presence of nonparametric autocorrelation

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/338) / BLDSC - British Li...

Kernel PCA for feature extraction and de-noising in non-linear regression

R.R.
Girolami, M.
Tejo, L.
Paisley Univ. (United Kingdom). Dept. of Computing and Information Systems

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3395.01982(4) / BLDSC - British Libra...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Efficient estimation of nonstationary time series regression

Harvey, A.
Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--12) / BLDSC - ...

On the use of nonparametric smoothing for discrete regression diagnostics

Azzalini, A.
Bowman, A.
Haerdle, W
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1985

Produced by the Manchester-Sheffield School of Probability and StatisticsAvailable from British Libr...

Nonparametric estimation with aggregated data

Linton, O.Whang, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(00/397) / BLDSC - British Li...

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Carroll, Raymond J
Linton, Oliver
Mammen, Enno
Xiao, Zhijie

June 2002

We propose a modification of kernel time series regression estimators that improves efficiency when ...

Practical aspects of kernel smoothing for binary regression and density estimation

Signorini, D.F.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020063 / BLDSC - British Library D...

A nonparametric regression estimator that adapts to error distribution of unknown form

Linton, O.
Xiao, Z.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(no 01/419) / BLDSC - British...

NP-REG An interactive package for kernel density estimation and non-parametric regression

Duncan, A.
Jones, A
Institute for Fiscal Studies, London (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:4363.3435(IFS-WP-W--92/7) / BLDSC - ...

Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

De Jong, R.M.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:091) / BLDSC - British ...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

Nonparametric regression techniques An application to causality testing

Bell, D.
Kay, J.
Malley, J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(95/3) / BLDSC - British Li...

Estimating error correlation in nonparametric regression

Altman, Naomi Simone

Estimates of error correlations in kernel nonparametric regression are obtained using the method of ...

Higher-order kernel semiparametric M-estimation of long memory

Robinson, P.M.
Henry, M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(02/436) / BLDSC - British Li...

Inference-without-soothing in the presence of nonparametric autocorrelation

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/338) / BLDSC - British Li...

Kernel PCA for feature extraction and de-noising in non-linear regression

R.R.
Girolami, M.
Tejo, L.
Paisley Univ. (United Kingdom). Dept. of Computing and Information Systems

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3395.01982(4) / BLDSC - British Libra...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Efficient estimation of nonstationary time series regression

Harvey, A.
Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--12) / BLDSC - ...

On the use of nonparametric smoothing for discrete regression diagnostics

Azzalini, A.
Bowman, A.
Haerdle, W
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1985

Produced by the Manchester-Sheffield School of Probability and StatisticsAvailable from British Libr...

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Abstract

Extracted data

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Abstract

Extracted data

Related items

Related items