Non-parametric regression with a latent time series

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

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

Publication date: 15 October 2010

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

zbMATH Keywords

kernel estimation; panel data; forecasting; unit roots

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

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