Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Mammen, Enno"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 12.

Article

Linton, Oliver, Mammen, Enno, Nielsen, Jens Perch and Van Keilegom, Ingrid (2011) Nonparametric regression with filtered data. Bernoulli, 17 (1). pp. 60-87. ISSN 1350-7265

Linton, Oliver and Mammen, Enno (2005) Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73 (3). pp. 771-836. ISSN 0012-9682

Xiao, Zhijie, Linton, Oliver, Carroll, Raymond J and Mammen, Enno (2003) More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association, 98 (464). pp. 980-992. ISSN 0162-1459

Linton, Oliver, Mammen, Enno, Nielsen, Jans Perch and Tanggaard, Carsten (2001) Yield curve estimation by kernel smoothing methods. Journal of Econometrics, 105 (1). 185 - 224. ISSN 0304-4076

Monograph

Linton, Oliver and Mammen, Enno (2006) Nonparametric transformation to white noise. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Mammen, Enno (2004) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Financial Markets Group Discussion Papers (511). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver, Mammen, Enno, Nielsen, J. and Taanggard, C. (2004) Yield curve estimation by kernel smoothing. Financial Markets Group Discussion Papers (515). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (8) models by kernel smoothing methods. Econometrics; EM/2003/453 (EM/03/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver and Mammen, Enno (2003) Estimating semiparametric ARCH (∞) models by kernel smoothing methods. Econometrics (EM/2003/453). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Linton, Oliver, Mammen, Enno, Perch Nielsen, Jens and Tanggaard, C (2000) Yield curve estimation by kernel smoothing methods. Econometrics (EM/00/385). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Mammen, Enno, Linton, Oliver and Nielsen, J (2000) The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Econometrics; EM/2000/386 (EM/00/386). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

This list was generated on Thu Jul 25 14:51:49 2024 BST.