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003			ZW-GwMSU
005			20240404073120.0
008			240404b |||||||| |||| 00| 0 eng d
040			_aMSU _bEnglish _cMSU _erda
050	0	0	_aHB139.T52 ECO
100	1		_aMammen Enno _eauthor
245	1	0	_aNonparametric additive models for panels of time series _ccreated by Enno Mammen, Bård Støve and Dag Tjøstheim
264	1		_aCambridge: _bCambridge University Press, _c2009
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
440			_aEconometric theory _vVolume 25, number 2
520	3		_aThis 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			_aPanel _vPanel study _xTime series analysis
700	1		_aStøve Bård _eco-author
700	1		_aTjøstheim Dag _eco-author
856			_u10.1017/S0266466608090142
942			_2lcc _cJA
999			_c164649 _d164649