Konstanz, D-78457
Germany
http://https://sites.google.com/site/kimnamhyun2013/home
University of Konstanz
Semiparametrics, Time Series, Curse of Dimensionality
Financial duration process; Nonnegative time series; Nonparametric kernel estimation; Semiparametric mixture model
semiparametric models with endogeneity
endogeneity, generalized partially linear single index model, CF approach, generated regressor
Extended Generalized Partially Linear Single-Index, Control Function Approach, Endogeneity, Semiparametric Regression Models