Non‐parametric regression under location shifts
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Publication:4913919
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)
paradox; endogeneity; kernel regression; bias-correction; non-stationarity; structural estimation; nonparametric IV; location shift; spatial \(\mathcal L_2\) regression
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
91B82: Statistical methods; economic indices and measures
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