Non‐parametric regression under location shifts

DOI10.1111/j.1368-423X.2011.00344.xzbMath1284.62265MaRDI QIDQ4913919

Peter C. B. Phillips, Liangjun Su

Publication date: 17 April 2013

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

zbMATH Keywords

paradox; endogeneity; kernel regression; bias-correction; non-stationarity; structural estimation; nonparametric IV; location shift; spatial \(\mathcal L_2\) regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

91B82: Statistical methods; economic indices and measures

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NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION, Standard Errors for Nonparametric Regression, Threshold regression with endogeneity, Semiparametric estimation in triangular system equations with nonstationarity

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