Nonparametric Estimation in Large Panels with Cross-Sectional Dependence

DOI10.1080/07474938.2013.740998zbMath1491.62225OpenAlexW2064186179MaRDI QIDQ5080589

Xiao Huang

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.740998

zbMATH Keywords

local linear regressionlarge panelsmixing processcross sectional dependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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