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Cai, Zongwu
Asai, Manabu
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Nonparametric regression with nearly integrated regressors under long-run dependence
Cai, Zongwu
;
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 118-138
Persistent link: https://www.econbiz.de/10011719971
Saved in:
2
Nonparametric Regression With Nearly Integrated Regressors Under Long Run Dependence
Cai, Zongwu
;
Jing, Bing-Yi
;
Kong, Xin-Bing
;
Liu, Zhi
-
2013
-Uhlenbeck (O-U)
fractional
Brownian
motion
. Furthermore, we study the Nadaraya-Watson estimator and examine its asymptotic results …
Persistent link: https://www.econbiz.de/10010892104
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