Essays in Nonparametric Econometrics


Vogt, Michael


[img]
Preview
PDF (ThesisVogt)
ThesisVogt.pdf - Accepted

Download (953kB)

URL: https://ub-madoc.bib.uni-mannheim.de/29312
URN: urn:nbn:de:bsz:180-madoc-293120
Document Type: Doctoral dissertation
Year of publication: 2011
Place of publication: Mannheim
Publishing house: Universität Mannheim
University: Universität Mannheim
Evaluator: Mammen, Enno
Date of oral examination: 26 October 2011
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics
Subject headings (SWD): Nichtparametrische Regression , Nichtstationäre Zeitreihenanalyse
Keywords (English): nonparametric regression , local stationarity
Abstract: This thesis is concerned with various non- and semiparametric estimation problems in a locally stationary time series setting. It consists of three essays that are self-contained and can be read separately. The first essay studies a nonparametric regression model which allows for locally stationary regressors and a regression function that changes smoothly over time. The second essay provides testing theory in this framework. The third essay deals with a semiparametric multiplicative volatility model in a locally stationary setting.

Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




+ Citation Example and Export

Vogt, Michael (2011) Essays in Nonparametric Econometrics. Open Access Mannheim [Doctoral dissertation]
[img]
Preview


+ Search Authors in

BASE: Vogt, Michael

Google Scholar: Vogt, Michael

+ Download Statistics

Downloads per month over past year

View more statistics



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item