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Volumn 12, Issue 6, 2000, Pages 779-806

A nonparametric method to estimate time varying coefficients under seasonal constraints

Author keywords

Bandwidth selection; Kernel estimators; Nonparametric regression; Seasonality; Time varying coefficients

Indexed keywords


EID: 0001594865     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250008832834     Document Type: Article
Times cited : (18)

References (19)
  • 6
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    • Good, I. J. and Gaskins, R. A. (1971). Nonparametric Roughness Penalties for Probability Densities, Biometrika, 58, 255-277.
    • (1971) Biometrika , vol.58 , pp. 255-277
    • Good, I.J.1    Gaskins, R.A.2
  • 9
    • 0000272104 scopus 로고
    • Data-Driven Bandwidth Choice for Density Estimation based on Dependent Data
    • Hart, J. and Vieu, P. (1990). Data-Driven Bandwidth Choice for Density Estimation based on Dependent Data, Annals of Statistics, 18, 873-890.
    • (1990) Annals of Statistics , vol.18 , pp. 873-890
    • Hart, J.1    Vieu, P.2
  • 10
    • 0346201475 scopus 로고    scopus 로고
    • Data-Driven Bandwidth Choice for Density Estimation based on Dependent Data
    • Lutkepohl, H. and Herwatz, H. (1996). Data-Driven Bandwidth Choice for Density Estimation based on Dependent Data, Journal of Econometrics, 70, 261-290.
    • (1996) Journal of Econometrics , vol.70 , pp. 261-290
    • Lutkepohl, H.1    Herwatz, H.2
  • 11
    • 0002504716 scopus 로고
    • Random Approximations of some Measures of Accuracy in Nonparametric Curve Estimation
    • Marron, J. S. and Härdle, W. (1986). Random Approximations of some Measures of Accuracy in Nonparametric Curve Estimation, Journal of Multivariate Analysis, 20, 91-113.
    • (1986) Journal of Multivariate Analysis , vol.20 , pp. 91-113
    • Marron, J.S.1    Härdle, W.2
  • 12
    • 0040526928 scopus 로고
    • On Consequences and Criticism Monetary Targeting
    • McCallum, B. (1985). On Consequences and Criticism Monetary Targeting, Journal of Money, Credit and Banking, 14, 553-569.
    • (1985) Journal of Money, Credit and Banking , vol.14 , pp. 553-569
    • McCallum, B.1
  • 13
    • 0010372996 scopus 로고
    • Integrated Mean Squared Error of a Smoothing Spline
    • Rice, J. and Rosenblatt, M. (1981). Integrated Mean Squared Error of a Smoothing Spline, Journal of Approximation Theory, 33, 353-369.
    • (1981) Journal of Approximation Theory , vol.33 , pp. 353-369
    • Rice, J.1    Rosenblatt, M.2
  • 16
    • 0001426609 scopus 로고
    • Spline Functions and the Problem of Graduation
    • Schoenberg, I. J. (1964). Spline Functions and the Problem of Graduation, Proc. Nat. Acad. of Sci. U.S.A., 52, 947-950.
    • (1964) Proc. Nat. Acad. of Sci. U.S.A. , vol.52 , pp. 947-950
    • Schoenberg, I.J.1
  • 18
    • 0001158445 scopus 로고
    • Quadratic Errors for Nonparametric Estimates under Dependence
    • Vieu, P. (1991). Quadratic Errors for Nonparametric Estimates under Dependence, Journal of Multivariate Analysis, 39, 324-347.
    • (1991) Journal of Multivariate Analysis , vol.39 , pp. 324-347
    • Vieu, P.1
  • 19
    • 0001013249 scopus 로고
    • Nonlinear Regression with Dependent Observations
    • White, H. and Domowitz, I. (1984). Nonlinear Regression with Dependent Observations, Econometrica, 52, 143-161.
    • (1984) Econometrica , vol.52 , pp. 143-161
    • White, H.1    Domowitz, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.