A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Min Seong Kim; Yixiao Sun; Jingjing Yang
| Year of publication: |
2015
|
|---|---|
| Authors: | Kim, Min Seong ; Sun, Yixiao ; Yang, Jingjing |
| Publisher: |
Toronto : Ryerson Univ., Dep. of Economics |
| Subject: | heteroskedasticity and autocorrelation robust variance | calibration | fixed-smoothing asymptotics | fixed-bandwidth asymptotics | kernel density estimator | local polynomial estimator | t-approximation | testing-optimal smoothing-parameters choice | temporal dependence | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics | Korrelation | Correlation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (50 S.) graph. Darst. |
|---|---|
| Series: | Working papers / Ryerson University, Department of Economics. - Toronto, ZDB-ID 2586450-6. - Vol. 049 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378410