A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.03.024 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3087286588 / rank | |||
Normal rank | |||
Latest revision as of 03:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weighted sieve estimator for nonparametric time series models with nonstationary variables |
scientific article |
Statements
A weighted sieve estimator for nonparametric time series models with nonstationary variables (English)
0 references
4 May 2021
0 references
nonparametric regression
0 references
nonstationary variable
0 references
sieve estimation
0 references
stationary variable
0 references
time trend
0 references
unbounded support
0 references
weighted least squares
0 references
