RESEARCH PAPERS

• Rosemarin, R., 2012. Projection Pursuit Conditional Density Estimation, work in progress.

• Rosemarin, R., 2012. Semiparametric Estimation of Single-Index Conditional Densities for Dependent Data, submitted.

• Lieberman O., Rosemarin, R. and Rousseau J., 2012, Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes, Econometric Theory, 28, 457-470.

An R code for semiparametric estimation of single-index or Projection Pursuit conditional densities: PPCDE.txt. This code requires calling the functions defined in Daniel Heitjan's file numerical optimisation.txt.