Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
Year of publication: |
2013-12
|
---|---|
Authors: | Li, Degui ; Phillips, Peter C.B. ; Gao, Jiti |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Cointegration | Functional coefficients | Kernel degeneracy | Nonparametric kernel smoothing | Random coordinate rotation | Super-consistency | Uniform convergence rates | Time varying coefficients |
-
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
Li, Degui, (2013)
-
Estimating Smooth Structural Change in Cointegration Models
Phillips, Peter C.B., (2013)
-
Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
Miller, J. Isaac, (2007)
- More ...
-
Estimating Smooth Structural Change in Cointegration Models
Phillips, Peter C.B., (2013)
-
Functional Coefficient Nonstationary Regression
Gao, Jiti, (2013)
-
Phillips, Peter C.B., (2008)
- More ...