More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
Year of publication: |
2002-06
|
---|---|
Authors: | Carroll, Raymond J ; Linton, Oliver ; Mammen, Enno ; Xiao, Zhijie |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Backfitting | efficiency | kernel estimation | time series |
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