Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimator of nonparametric structural spurious regression model for high frequency data |
scientific article |
Statements
Consistent estimator of nonparametric structural spurious regression model for high frequency data (English)
0 references
5 October 2018
0 references
nonparametric regression
0 references
nonstationary error term
0 references
structural spurious regression
0 references
consistency
0 references
high frequency data
0 references
asymptotic normality
0 references
0 references
0 references
