Non-parametric regression with a latent time series

DOI10.1111/j.1368-423X.2009.00278.xzbMath1206.62074OpenAlexW2105168783MaRDI QIDQ3161672

Oliver B. Linton, Søren Feodor Nielsen, Jens Perch Nielsen

Publication date: 15 October 2010

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00278.x

zbMATH Keywords

kernel estimationpanel dataforecastingunit roots

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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