142 citations · 145 across the 3 of their papers we have counts for
6 papers
Multiscale Comparison of Nonparametric Trend Curves
Marina Khismatullina, Michael Vogt
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have…
Nonparametric comparison of epidemic time trends: the case of COVID-19
Marina Khismatullina, Michael Vogt
The COVID-19 pandemic is one of the most pressing issues at present. A question which is particularly important for governments and policy makers is the following: Does the virus s…
Multiscale clustering of nonparametric regression curves
Michael Vogt, Oliver Linton
In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in…
Multiscale inference and long-run variance estimation in nonparametric regression with time series errors
Marina Khismatullina, Michael Vogt
In this paper, we develop new multiscale methods to test qualitative hypotheses about the regression function m in a nonparametric regression model with fixed design points and tim…
On the Differences between L2-Boosting and the Lasso
Michael Vogt
We prove that L2-Boosting lacks a theoretical property which is central to the behaviour of l1-penalized methods such as basis pursuit and the Lasso: Whereas l1-penalized methods a…
Nonparametric regression for locally stationary time series
Michael Vogt
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extens…