Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
Year of publication: |
2013
|
---|---|
Authors: | Li, Degui ; Phillips, Peter C. B. ; Gao, Jiti |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | and phrases: Cointegration | Functional coefficients | Kernel degeneracy | Nonparametric kernel smoothing | Random coordinate rotation | Super-consistency | Uniform convergence rates | Time varying coefficients |
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