Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403)
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scientific article; zbMATH DE number 6663949
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| English | Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data |
scientific article; zbMATH DE number 6663949 |
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Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (English)
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15 December 2016
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random-coefficient autoregression
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empirical process
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Kolmogorov-Smirnov statistic
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goodness-of-fit testing
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kernel density estimator
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panel data
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0.7787573933601379
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0.7675142884254456
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0.765739917755127
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0.7653706669807434
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