Non‐parametric regression under location shifts
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Publication:4913919
DOI10.1111/j.1368-423X.2011.00344.xzbMath1284.62265MaRDI QIDQ4913919
Peter C. B. Phillips, Liangjun Su
Publication date: 17 April 2013
Published in: The Econometrics Journal (Search for Journal in Brave)
paradoxendogeneitykernel regressionbias-correctionnon-stationaritystructural estimationnonparametric IVlocation shiftspatial \(\mathcal L_2\) regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistical methods; economic indices and measures (91B82)
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