Midlands State University Library

Nonparametric additive models for panels of time series (Record no. 164649)

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
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Copy number Price effective from Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 22/06/2010 vol. 25, no. 2 (pages 442-481)   HB139.T52 ECO 04/04/2024 SP3257 04/04/2024 Journal Article For In house Use