NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA. (10th October 2014)
- Record Type:
- Journal Article
- Title:
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA. (10th October 2014)
- Main Title:
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
- Authors:
- Linton, Oliver
Wang, Qiying - Abstract:
- Abstract : We examine a kernel regression estimator for time series that takes account of the error correlation structure as proposed by Xiao et al. (2003, Journal of the American Statistical Association 98, 980–992). We show that this method continues to improve estimation in the case where the regressor is a unit root or a near unit root process.
- Is Part Of:
- Econometric theory. Volume 32:Number 1(2016:Feb.)
- Journal:
- Econometric theory
- Issue:
- Volume 32:Number 1(2016:Feb.)
- Issue Display:
- Volume 32, Issue 1 (2016)
- Year:
- 2016
- Volume:
- 32
- Issue:
- 1
- Issue Sort Value:
- 2016-0032-0001-0000
- Page Start:
- 1
- Page End:
- 29
- Publication Date:
- 2014-10-10
- Subjects:
- Econometrics -- Periodicals
330.01519505 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=ECT ↗
- DOI:
- 10.1017/S026646661400070X ↗
- Languages:
- English
- ISSNs:
- 0266-4666
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital Store
- Ingest File:
- 910.xml