Consistent estimator of nonparametric structural spurious regression model for high frequency data
Year of publication: |
January 2018
|
---|---|
Authors: | Jeong, Minsoo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 162.2018, p. 18-21
|
Subject: | Nonparametric regression | Nonstationary error term | Structural spurious regression | Consistency | High frequency data | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Fromkorth, Andreas, (2015)
-
Variable selection in additive models by nonnegative garrote
Cantoni, Eva, (2006)
-
Testing monotonicity of regression functions : an empirical process approach
Birke, Melanie, (2010)
- More ...
-
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik, (2014)
-
Choi, Hwan-sik, (2009)
-
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo, (2022)
- More ...