Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484): Difference between revisions

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+W2727751329
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+A Review of Some Modern Approaches to the Problem of Trend Extraction
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+SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Local linear regression for data with AR errors
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+Optimal rates of convergence for nonparametric estimators
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+Local polynomial regression smoothers with AR-error structure.
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+More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
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