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Identification and well-posedness in nonparametric models with independence conditions
Identification well-posedness nonparametric models independence conditions
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2012/11/22
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may...
A Tutorial on Bayesian Nonparametric Models
A Tutorial Bayesian Nonparametric Models
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2011/7/5
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity.
Parametric and nonparametric models and methods in financial econometrics
Diffusion model hidden Markov model jump diffusionmodel Markov chain model validation nonlinear time series nonparametric density estimate nonparametric curve estimate stochastic differential equation stochastic volatility
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2009/2/11
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several wid...