Kernel regression estimates of growth curves using nonstationary correlated errors

We study the nonparametric estimation of the average growth curve under a very general parametric form of the covariance structure that allows for monotone transformation of the time scale. We also investigate the properties of optimal bandwidth selection methods and compare the results with those obtained under stationarity.

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Year of publication:	1997
Authors:	Ferreira, Eva ; Núñez-Antón, Vicente ; Rodríguez-Póo, Juan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 34.1997, 4, p. 413-423
Publisher:	Elsevier
Keywords:	Bandwidth selection Longitudinal data Nonstationary errors Semiparametric estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254658