Using Least Squares to Approximate Unknown Regression Functions
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Publication:3888410
DOI10.2307/2526245zbMath0444.62119OpenAlexW2048662624MaRDI QIDQ3888410
Publication date: 1980
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526245
ordinary least squaresTaylor series approximationheteroskedasticityleast squares approximationOLSfunctional misspecificationapproximation of unknown regression functions
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
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