Search results
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Title
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NONPARAMETRIC PREDICTIVE REGRESSION
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Author
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Yu, Xintian
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Date Created
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2016
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Description
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In financial time series nonlinear effects and time-varying effects are observed. In this dissertation we propose a predictive regression model with time varying coefficients and functional coefficients. It allows for nonstationary predictors. We establi...
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Title
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NONPARAMETRIC PREDICTIVE REGRESSION
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Author
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Yu, Xintian
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Date Created
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2016
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Subjects--Topical
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Statistics, Finance, Economics
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Description
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In financial time series nonlinear effects and time-varying effects are observed. In this dissertation we propose a predictive regression model with time varying coefficients and functional coefficients. It allows for nonstationary predictors. We establi...
