Professor Wolfgang Härdle

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes, covering rather general forms of weak dependence.

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes, covering rather general forms of weak dependence.

We develop inference tools in a semiparametric partially linear regression model with missing response data.

We develop inference tools in a semiparametric partially linear regression model with missing response data.