Profile least squares estimation of a partially linear time trend model with weakly dependent data

DOI10.1016/J.ECONLET.2014.10.030zbMATH Open1311.62194OpenAlexW1993119634MaRDI QIDQ2345258FDOQ2345258

Authors: Zheng Li, Li Su, Daiqiang Zhang 

Publication date: 19 May 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.10.030

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zbMATH Keywords

asymptotic normalitypartially lineartime trendsemiparametric bound

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Cites Work

• Nonparametric econometrics. Theory and practice.
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Tests for changing mean with monotonic power
• Nonlinear Econometric Models with Deterministically Trending Variables

Cited In (3)

• Inference of the trend in a partially linear model with locally stationary regressors
• On local slope estimation in partial linear models under Gaussian subordination
• On trend estimation of time-series: a simple linear programming approach

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