MARC details
000 -LEADER |
fixed length control field |
01749nam a22002537a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
ZW-GwMSU |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240404073120.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
240404b |||||||| |||| 00| 0 eng d |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
MSU |
Language of cataloging |
English |
Transcribing agency |
MSU |
Description conventions |
rda |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HB139.T52 ECO |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Mammen Enno |
Relator term |
author |
245 10 - TITLE STATEMENT |
Title |
Nonparametric additive models for panels of time series |
Statement of responsibility, etc. |
created by Enno Mammen, Bård Støve and Dag Tjøstheim |
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Cambridge: |
Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
Date of production, publication, distribution, manufacture, or copyright notice |
2009 |
336 ## - CONTENT TYPE |
Source |
rdacontent |
Content type term |
text |
Content type code |
txt |
337 ## - MEDIA TYPE |
Source |
rdamedia |
Media type term |
unmediated |
Media type code |
n |
338 ## - CARRIER TYPE |
Source |
rdacarrier |
Carrier type term |
volume |
Carrier type code |
nc |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Econometric theory |
Volume/sequential designation |
Volume 25, number 2 |
520 3# - SUMMARY, ETC. |
Summary, etc. |
This paper discusses nonparametric models for panels of time series. There is already a substantial literature on nonlinear models and nonparametric methods in a regression and time series setting. But almost without exception these developments have been limited to univariate and multivariate models of moderate dimensions. Very little has been done for panels, where the dimension, often corresponding to a number of individuals, typically is very large but where the number of observations for each individual may be small or moderate. It is the aim of this paper to start a systematic theoretical treatment of nonparametric models for panels of time series, in particular on additive models. Extending existing methodology to the panel situation is by no means trivial because already for the parametric case many problems are unsolved. Our estimation approach is based on backfitting methods. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Panel |
Form subdivision |
Panel study |
General subdivision |
Time series analysis |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Støve Bård |
Relator term |
co-author |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Tjøstheim Dag |
Relator term |
co-author |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
10.1017/S0266466608090142 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Library of Congress Classification |
Koha item type |
Journal Article |