Additive models: extensions and related models
We give an overview over smooth back tting type estimators in additive models. Moreover we illustrate their wide applicability in models closely related to additive models such as nonparametric regression with dependent error variables where the errors can be transformed to white noise by a linear t...
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| Main Authors: | , , |
|---|---|
| Format: | Book/Monograph Working Paper |
| Language: | English |
| Published: |
Berlin
SFB 649, Economic Risk
2012
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| Series: | SFB 649 discussion paper
2012-045 |
| In: |
SFB 649 discussion paper (2012,45)
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| Subjects: | |
| Online Access: | Verlag, Volltext: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2012-045.pdf Download aus dem Internet, Stand: 10.08.2012, Volltext: http://hdl.handle.net/10419/79587 |
| Author Notes: | Enno Mammen, Byeong U. Park, Melanie Schienle |
MARC
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| 520 | |a We give an overview over smooth back tting type estimators in additive models. Moreover we illustrate their wide applicability in models closely related to additive models such as nonparametric regression with dependent error variables where the errors can be transformed to white noise by a linear transformation, nonparametric regression with repeatedly measured data, nonparametric panels with fixed effects, simultaneous nonparametric equation models, and non- and semiparametric autoregression and GARCH-models. We also discuss extensions to varying coeffcient models, additive models with missing observations, and the case of nonstationary covariates. -- smooth backfi tting ; additive models | ||
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