A weighted sieve estimator for nonparametric time series models with nonstationary variables
Chaohua Dong, Oliver Linton, Bin Peng
| Year of publication: |
2021
|
|---|---|
| Authors: | Dong, Chaohua ; Linton, Oliver ; Peng, Bin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 2, p. 909-932
|
| Subject: | Nonparametric regression | Nonstationary variable | Sieve estimation | Stationary variable | Time trend | Unbounded support | Weighted least squares | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | 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.2020.03.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619807