Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun Panel data models with time-varying latent group structures. (English) Zbl 07822318 J. Econom. 240, No. 1, Article ID 105685, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Econom. 240, No. 1, Article ID 105685, 24 p. (2024; Zbl 07822318) Full Text: DOI arXiv
Hao, Siteng; Lin, Shu-Chin; Wang, Jane-Ling; Zhong, Qixian Dynamic modeling for multivariate functional and longitudinal data. (English) Zbl 07814018 J. Econom. 239, No. 2, Article ID 105573, 12 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Hao} et al., J. Econom. 239, No. 2, Article ID 105573, 12 p. (2024; Zbl 07814018) Full Text: DOI
Sun, Yan; Wan, Chuang; Zhang, Wenyang; Zhong, Wei A multi-kink quantile regression model with common structure for panel data analysis. (English) Zbl 07813998 J. Econom. 239, No. 2, Article ID 105304, 12 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Econom. 239, No. 2, Article ID 105304, 12 p. (2024; Zbl 07813998) Full Text: DOI
Cheng, Ming-Yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin Testing specification of distribution in stochastic frontier analysis. (English) Zbl 07813995 J. Econom. 239, No. 2, Article ID 105280, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M.-Y. Cheng} et al., J. Econom. 239, No. 2, Article ID 105280, 16 p. (2024; Zbl 07813995) Full Text: DOI
Chen, Bin; Maung, Kenwin Time-varying forecast combination for high-dimensional data. (English) Zbl 07767735 J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Chen} and \textit{K. Maung}, J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023; Zbl 07767735) Full Text: DOI arXiv
Zhang, Xiaomeng; Zhang, Xinyu Optimal model averaging based on forward-validation. (English) Zbl 07767724 J. Econom. 237, No. 2, Part C, Article ID 105295, 20 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Zhang} and \textit{X. Zhang}, J. Econom. 237, No. 2, Part C, Article ID 105295, 20 p. (2023; Zbl 07767724) Full Text: DOI
Su, Liangjun; Wang, Wuyi; Xu, Xingbai Identifying latent group structures in spatial dynamic panels. (English) Zbl 07704522 J. Econom. 235, No. 2, 1955-1980 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Su} et al., J. Econom. 235, No. 2, 1955--1980 (2023; Zbl 07704522) Full Text: DOI
Mauerer, Ingrid; Tutz, Gerhard Heterogeneity in general multinomial choice models. (English) Zbl 1519.91084 Stat. Methods Appl. 32, No. 1, 129-148 (2023). MSC: 91B06 91B12 PDFBibTeX XMLCite \textit{I. Mauerer} and \textit{G. Tutz}, Stat. Methods Appl. 32, No. 1, 129--148 (2023; Zbl 1519.91084) Full Text: DOI arXiv
Vasconcelos, Julio C. S.; Ortega, Edwin M. M.; Vila, Roberto; Cancho, Vicente G. An extension of the partially linear Rice regression model for bimodal and correlated data. (English) Zbl 07692855 Braz. J. Probab. Stat. 37, No. 1, 177-194 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. C. S. Vasconcelos} et al., Braz. J. Probab. Stat. 37, No. 1, 177--194 (2023; Zbl 07692855) Full Text: DOI
Leng, Xuan; Chen, Heng; Wang, Wendun Multi-dimensional latent group structures with heterogeneous distributions. (English) Zbl 07659409 J. Econom. 233, No. 1, 1-21 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Leng} et al., J. Econom. 233, No. 1, 1--21 (2023; Zbl 07659409) Full Text: DOI
Kang, Xiaojuan; Li, Tizheng Estimation and testing of a higher-order partially linear spatial autoregressive model. (English) Zbl 07602437 J. Stat. Comput. Simulation 92, No. 15, 3167-3201 (2022). MSC: 62-XX 91B72 62G05 62G10 62G20 PDFBibTeX XMLCite \textit{X. Kang} and \textit{T. Li}, J. Stat. Comput. Simulation 92, No. 15, 3167--3201 (2022; Zbl 07602437) Full Text: DOI
Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao Simultaneous inference for time-varying models. (English) Zbl 07491166 J. Econom. 227, No. 2, 408-428 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Karmakar} et al., J. Econom. 227, No. 2, 408--428 (2022; Zbl 07491166) Full Text: DOI arXiv
Graham, Bryan S.; de Xavier Pinto, Cristine Campos Semiparametrically efficient estimation of the average linear regression function. (English) Zbl 07471888 J. Econom. 226, No. 1, 115-138 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. S. Graham} and \textit{C. C. de Xavier Pinto}, J. Econom. 226, No. 1, 115--138 (2022; Zbl 07471888) Full Text: DOI arXiv
Sarafidis, Vasilis (ed.); Wansbeek, Tom (ed.) Editorial: Celebrating 40 years of panel data analysis: past, present and future. (English) Zbl 1471.00028 J. Econom. 220, No. 2, 215-226 (2021). MSC: 00B25 62-06 91-06 PDFBibTeX XMLCite \textit{V. Sarafidis} (ed.) and \textit{T. Wansbeek} (ed.), J. Econom. 220, No. 2, 215--226 (2021; Zbl 1471.00028) Full Text: DOI
Li, Tizheng; Guo, Yue Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model. (English) Zbl 07480199 J. Stat. Comput. Simulation 90, No. 15, 2705-2740 (2020). MSC: 91B72 62G05 62-XX PDFBibTeX XMLCite \textit{T. Li} and \textit{Y. Guo}, J. Stat. Comput. Simulation 90, No. 15, 2705--2740 (2020; Zbl 07480199) Full Text: DOI
Lee, Jihui; Li, Gen; Wilson, James D. Varying-coefficient models for dynamic networks. (English) Zbl 1510.62054 Comput. Stat. Data Anal. 152, Article ID 107052, 20 p. (2020). MSC: 62-08 62P25 62J12 62G10 05C80 91D30 PDFBibTeX XMLCite \textit{J. Lee} et al., Comput. Stat. Data Anal. 152, Article ID 107052, 20 p. (2020; Zbl 1510.62054) Full Text: DOI arXiv
Chang, Le; Shi, Yanlin Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach. (English) Zbl 1454.91172 Scand. Actuar. J. 2020, No. 9, 843-863 (2020). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{L. Chang} and \textit{Y. Shi}, Scand. Actuar. J. 2020, No. 9, 843--863 (2020; Zbl 1454.91172) Full Text: DOI Link
Wagner, Martin; Grabarczyk, Peter; Hong, Seung Hyun Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (English) Zbl 1456.62266 J. Econom. 214, No. 1, 216-255 (2020). MSC: 62P12 62M10 91B76 86A08 PDFBibTeX XMLCite \textit{M. Wagner} et al., J. Econom. 214, No. 1, 216--255 (2020; Zbl 1456.62266) Full Text: DOI
Aslan, Sipan; Yozgatligil, Ceylan; Iyigun, Cem Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (English) Zbl 1404.62083 Ann. Oper. Res. 260, No. 1-2, 51-77 (2018). MSC: 62M10 62H30 62P05 91G20 PDFBibTeX XMLCite \textit{S. Aslan} et al., Ann. Oper. Res. 260, No. 1--2, 51--77 (2018; Zbl 1404.62083) Full Text: DOI arXiv
Rodriguez-Poo, Juan M.; Soberón, Alexandra Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study. (English) Zbl 1342.65059 Comput. Stat. 30, No. 3, 885-906 (2015). MSC: 62-08 62G05 62G08 62G20 65C05 91B08 PDFBibTeX XMLCite \textit{J. M. Rodriguez-Poo} and \textit{A. Soberón}, Comput. Stat. 30, No. 3, 885--906 (2015; Zbl 1342.65059) Full Text: DOI Link
Chen, Ying; Spokoiny, Vladimir Modeling nonstationary and leptokurtic financial time series. (English) Zbl 1441.62644 Econom. Theory 31, No. 4, 703-728 (2015). MSC: 62P20 62P05 62M10 62G05 91B84 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{V. Spokoiny}, Econom. Theory 31, No. 4, 703--728 (2015; Zbl 1441.62644) Full Text: DOI
Cai, Zongwu; Juhl, Ted; Yang, Bingduo Functional index coefficient models with variable selection. (English) Zbl 1337.62245 J. Econom. 189, No. 2, 272-284 (2015). MSC: 62M10 62G08 62J12 65C60 91B84 PDFBibTeX XMLCite \textit{Z. Cai} et al., J. Econom. 189, No. 2, 272--284 (2015; Zbl 1337.62245) Full Text: DOI
Chen, Ming; Song, Qiongxia Simultaneous inference of the mean of functional time series. (English) Zbl 1323.62031 Electron. J. Stat. 9, No. 2, 1779-1798 (2015). MSC: 62G08 62G15 62P05 62M10 91B84 PDFBibTeX XMLCite \textit{M. Chen} and \textit{Q. Song}, Electron. J. Stat. 9, No. 2, 1779--1798 (2015; Zbl 1323.62031) Full Text: DOI Euclid
Zhu, Ke; Li, Wai Keung A bootstrapped spectral test for adequacy in weak ARMA models. (English) Zbl 1337.62285 J. Econom. 187, No. 1, 113-130 (2015). MSC: 62M10 62G10 62M15 91G70 PDFBibTeX XMLCite \textit{K. Zhu} and \textit{W. K. Li}, J. Econom. 187, No. 1, 113--130 (2015; Zbl 1337.62285) Full Text: DOI Link
Zhang, Ting; Wu, Wei Biao Time-varying nonlinear regression models: nonparametric estimation and model selection. (English) Zbl 1312.62046 Ann. Stat. 43, No. 2, 741-768 (2015). MSC: 62G05 62G08 62G20 62J02 62M10 62P05 91G70 91G30 PDFBibTeX XMLCite \textit{T. Zhang} and \textit{W. B. Wu}, Ann. Stat. 43, No. 2, 741--768 (2015; Zbl 1312.62046) Full Text: DOI arXiv Euclid
Hwang, Ruey-Ching Forecasting credit ratings with the varying-coefficient model. (English) Zbl 1282.62227 Quant. Finance 13, No. 12, 1947-1965 (2013). MSC: 62P05 62M20 91G99 91G70 PDFBibTeX XMLCite \textit{R.-C. Hwang}, Quant. Finance 13, No. 12, 1947--1965 (2013; Zbl 1282.62227) Full Text: DOI
Hwang, Ruey-Ching Predicting issuer credit ratings using generalized estimating equations. (English) Zbl 1280.91182 Quant. Finance 13, No. 3, 383-398 (2013). MSC: 91G40 62P05 PDFBibTeX XMLCite \textit{R.-C. Hwang}, Quant. Finance 13, No. 3, 383--398 (2013; Zbl 1280.91182) Full Text: DOI
Lu, Bin; Song, Xin-Yuan; Li, Xin-Dan Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance. (English) Zbl 1278.91190 Quant. Finance 12, No. 3, 477-488 (2012). MSC: 91G70 62F15 62P05 91G60 PDFBibTeX XMLCite \textit{B. Lu} et al., Quant. Finance 12, No. 3, 477--488 (2012; Zbl 1278.91190) Full Text: DOI
Su, Liyun; Zhao, Yanyong; Yan, Tianshun Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics. (English) Zbl 1244.65017 Discrete Dyn. Nat. Soc. 2012, Article ID 696927, 17 p. (2012). MSC: 65D10 62G08 91B82 PDFBibTeX XMLCite \textit{L. Su} et al., Discrete Dyn. Nat. Soc. 2012, Article ID 696927, 17 p. (2012; Zbl 1244.65017) Full Text: DOI
Hamada, Kenta; Ye, Dong Wei; Taniguchi, Masanobu Statistical portfolio estimation under the utility function depending on exogenous variables. (English) Zbl 1233.91325 Adv. Decis. Sci. 2012, Article ID 127571, 15 p. (2012). MSC: 91G70 91G10 PDFBibTeX XMLCite \textit{K. Hamada} et al., Adv. Decis. Sci. 2012, Article ID 127571, 15 p. (2012; Zbl 1233.91325) Full Text: DOI Link
Ketteni, Elena; Mamuneas, Theofanis; Stengos, Thanasis The effect of information technology and human capital on economic growth. (English) Zbl 1272.91085 Macroecon. Dyn. 15, No. 5, 595-615 (2011). MSC: 91B62 91B82 91B74 PDFBibTeX XMLCite \textit{E. Ketteni} et al., Macroecon. Dyn. 15, No. 5, 595--615 (2011; Zbl 1272.91085) Full Text: DOI
Li, Degui; Chen, Jia; Gao, Jiti Non-parametric time-varying coefficient panel data models with fixed effects. (English) Zbl 1284.62222 Econom. J. 14, No. 3, 387-408 (2011). MSC: 62G05 62G08 62G20 91B84 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. J. 14, No. 3, 387--408 (2011; Zbl 1284.62222) Full Text: DOI
Pendakur, Krishna; Scholz, Michael; Sperlich, Stefan Semiparametric indirect utility and consumer demand. (English) Zbl 1284.91454 Comput. Stat. Data Anal. 54, No. 11, 2763-2775 (2010). MSC: 91B82 91B42 62P20 62-07 PDFBibTeX XMLCite \textit{K. Pendakur} et al., Comput. Stat. Data Anal. 54, No. 11, 2763--2775 (2010; Zbl 1284.91454) Full Text: DOI
Mateu, J. Comments on: A general science-based framework for dynamical spatio-temporal models. (English) Zbl 1203.37139 Test 19, No. 3, 452-455 (2010). MSC: 37N40 86A32 37M10 62F15 91B72 62H11 62M30 PDFBibTeX XMLCite \textit{J. Mateu}, Test 19, No. 3, 452--455 (2010; Zbl 1203.37139) Full Text: DOI
Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao Non-stationary structural model with time-varying demand elasticities. (English) Zbl 1233.62158 J. Stat. Plann. Inference 140, No. 12, 3809-3819 (2010). MSC: 62M10 62J05 62G09 62P20 91B42 PDFBibTeX XMLCite \textit{K. H. Kim} et al., J. Stat. Plann. Inference 140, No. 12, 3809--3819 (2010; Zbl 1233.62158) Full Text: DOI
Čížek, P.; Härdle, W.; Spokoiny, V. Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. (English) Zbl 1231.91484 Econom. J. 12, No. 2, 248-271 (2009). MSC: 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{P. Čížek} et al., Econom. J. 12, No. 2, 248--271 (2009; Zbl 1231.91484) Full Text: DOI arXiv
Zhang, Wenyang; Lee, Sik-Yum Nonlinear dynamical structural equation models. (English) Zbl 1169.91358 Quant. Finance 9, No. 3, 305-314 (2009). MSC: 91B26 PDFBibTeX XMLCite \textit{W. Zhang} and \textit{S.-Y. Lee}, Quant. Finance 9, No. 3, 305--314 (2009; Zbl 1169.91358) Full Text: DOI
Zhang, Wenyang; Fan, Jianqing; Sun, Yan A semiparametric model for cluster data. (English) Zbl 1173.62030 Ann. Stat. 37, No. 5A, 2377-2408 (2009). MSC: 62G08 62G10 62G20 62H12 62H30 65C60 60F05 91D20 62G15 PDFBibTeX XMLCite \textit{W. Zhang} et al., Ann. Stat. 37, No. 5A, 2377--2408 (2009; Zbl 1173.62030) Full Text: DOI arXiv
Durlauf, Steven N. Manifesto for a growth econometrics. (English) Zbl 1099.62547 J. Econom. 100, No. 1, 65-69 (2001). MSC: 62P20 91B62 PDFBibTeX XMLCite \textit{S. N. Durlauf}, J. Econom. 100, No. 1, 65--69 (2001; Zbl 1099.62547) Full Text: DOI