Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Oliver Linton, Zhijie Xiao
| Year of publication: |
2019
|
|---|---|
| Authors: | Linton, Oliver ; Xiao, Zhijie |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 2, p. 608-631
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| Subject: | Efficiency | Heteroskedasticity | Local polynomial estimation | Nonparametric regression | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.01.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304598