SEMI-PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP

Author:

Aneiros-Prez Germn

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference37 articles.

1. Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors;Aneiros-Prez;Statist. Papers,2004

2. Plug-in bandwidth choice in partial linear models with autoregressive errors;Aneiros-Prez;J. Statist. Plann. Inference,2002

3. Estimation and testing in a partial linear regression model under long-memory dependence;Aneiros-Prez;Bernoulli,2004

4. A multivariate generalized ARCH approach to modelling risk premia in forward foreign exchange rate markets;Baillie;J. Int. Money Financ.,1990

5. The time-variation of expected returns and volatility in foreign exchange markets;Bekaert;J. Bus. Econom. Statist.,1995

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