MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS

DOI10.1017/S026646660606004XzbMath1083.62037MaRDI QIDQ3377437

Aman Ullah, Liangjun Su

Publication date: 22 March 2006

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

65C05: Monte Carlo methods

Related Items

Nonparametric regression estimation with general parametric error covariance

Cites Work

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