The distribution of rolling regression estimators (Q6108308): Difference between revisions

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Latest revision as of 18:31, 30 December 2024

scientific article; zbMATH DE number 7704500
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English
The distribution of rolling regression estimators
scientific article; zbMATH DE number 7704500

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    The distribution of rolling regression estimators (English)
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    29 June 2023
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    parameter instability
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    nonparametric estimation
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    rolling regressions
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    uniform confidence intervals
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    nonstationary
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