The distribution of rolling regression estimators
Year of publication: |
2023
|
---|---|
Authors: | Cai, Zongwu ; Juhl, Ted |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1447-1463
|
Subject: | Nonparametric estimation | Nonstationary | Parameter instability | Rolling regressions | Uniform confidence intervals | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
-
The distribution of rolling regression estimators
Cai, Zongwu, (2022)
-
The distribution of rolling regression estimators
Cai, Zongwu, (2020)
-
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya, (2015)
- More ...
-
Functional index coefficient models with variable selection
Cai, Zongwu, (2015)
-
The distribution of rolling regression estimators
Cai, Zongwu, (2020)
-
The distribution of rolling regression estimators
Cai, Zongwu, (2022)
- More ...