Arbeitspapier
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 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.
- Language
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Englisch
- Bibliographic citation
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Series: SFB 649 Discussion Paper ; No. 2012-045
- Classification
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Wirtschaft
Semiparametric and Nonparametric Methods: General
Multiple or Simultaneous Equation Models; Multiple Variables: General
- Subject
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smooth backfi tting
additive models
Schätztheorie
Theorie
- Event
-
Geistige Schöpfung
- (who)
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Mammen, Enno
Park, Byeong U.
Schienle, Melanie
- Event
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Veröffentlichung
- (who)
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Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
- (where)
-
Berlin
- (when)
-
2012
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Mammen, Enno
- Park, Byeong U.
- Schienle, Melanie
- Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
Time of origin
- 2012
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