A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Min Seong Kim, Yixiao Sun, Jingjing Yang
| Year of publication: |
April 2017
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|---|---|
| Authors: | Kim, Min Seong ; Sun, Yixiao ; Yang, Jingjing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 2, p. 298-322
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| Subject: | Heteroskedasticity and autocorrelation robust variance | Calibration | Fixed-smoothing asymptotics | Fixed-bandwidth asymptotics | Kernel density estimator | Local polynomial estimator | t-approximation | Testing-optimal smoothing-parameter choice | Temporal dependence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Korrelation | Correlation | Autokorrelation | Autocorrelation | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818361