Title: Recent Developments on Semiparametric Regression Model Selection
Abstract: Exploration of a Nonlinear World, pp. 137-146 (2009) No AccessRecent Developments on Semiparametric Regression Model SelectionJITI GAOJITI GAOSchool of Economics, The University of Adelaide, Adelaide SA 5005, Australiahttps://doi.org/10.1142/9789812836281_0011Cited by:0 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail Abstract: This paper provides a survey of the recent development on model selection in semiparametric time series regression. In order to avoid using more data for model validation, this review briefly discusses a two-step model selection procedure, in which we extend the conventional nonparametric CV1 method proposed in Cheng and Tong (1992) to deal with both the optimum subset selection and optimum bandwidth choice. The main ideas and methodology of this review are based on the unpublished paper by Gao and Tong (2005). FiguresReferencesRelatedDetails Exploration of a Nonlinear WorldMetrics History PDF download
Publication Year: 2009
Publication Date: 2009-09-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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