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中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH4 Semiparametric Single Index Model
中山大学岭南学院 高级计量经济学 课件（I：Nonparametric Econometrics） CH4 Semiparametric Single Index Model
2017/6/14
中山大学岭南学院高级计量经济学课件（I：Nonparametric Econometrics）CH4 Semiparametric Single Index Model。
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2009/9/16
We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from Sto...
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2010/4/27
We want to recover the regression function in the single-index
model. Using an aggregation algorithm with local polynomial estimators,
we answer in particular to the second part of Question 2 from S...
TESTING THE INTERPRETATION OF INDICES IN A MACROECONOMIC INDEX MODEL
TESTING THE INTERPRETATION INDICES MACROECONOMIC INDEX MODEL
2014/3/18
This paper discusses and contrasts different approaches to the construction of dynamic model> containing unobservables. It is argued that some analysis is easy IO cam out wing...