Additive Models

• Verfasst von: Mammen, Enno [VerfasserIn]
• Verfasst von: Park, Byeong U. [VerfasserIn]
• Verfasst von: Schienle, Melanie [VerfasserIn]
• Titel: Additive Models
• Verf.angabe: Enno Mammen, Byeong U. Park, Melanie Schienle
• E-Jahr: 2014
• Jahr: Aug 2014
• Umfang: ?
• Fussnoten: Gesehen am 22.01.2018
• Titel Quelle: Enthalten in: The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
• Ort Quelle: Oxford [u.a.] : Oxford Univ. Press, 2014
• Jahr Quelle: 2014
• Band/Heft Quelle: (2014), Seite ?
• ISBN Quelle: 978-0-19-935103-9
• DOI: doi:10.1093/oxfordhb/9780199857944.013.007
• Datenträger: Online-Ressource
• Sprache: eng
• Bibliogr. Hinweis: Erscheint auch als : Druck-Ausgabe: Mammen, Enno, 1955 - : Additive Models. - 2014
• Form-SW: Aufsatz im Buch
• K10plus-PPN: 1567390803

Abstract

This chapter gives an overview over smooth backfitting-type estimators in additive models. Moreover, it illustrates 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. This chapter also discusses extensions to varying coefficient models, additive models with missing observations, and the case of nonstationary covariates.