liujinstat's starred repositories
Sieve_bootstrap_inference
MATLAB code and EUETS dataset for the sieve bootstrap inference proposed in the paper "Sieve bootstrap inference for linear time-varying coefficient models".
Local-Linear-Estimation
I implement the local linear estimation described in Hansen's Econometrics.
Parameter-selection-for-Nonparametric-regression
This repository involves many parameter selection criteria for the smoothing parameter selection for the five smoothing method that are kNN regression, Kernel smoothing, Local linear regression, B-spline, truncated power basis splines and smoothing splines.
Post-shrinage-estimators-for-high-dimensional-semiparametric-models
Post-shirnakge strategy for high-Dimensional Partially linear model based on smoothing splines