Generalized kernel regularized least squares estimator with parametric error covariance
Justin Dang, Aman Ullah
| Year of publication: |
2023
|
|---|---|
| Authors: | Dang, Justin ; Ullah, Aman |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 6, p. 3059-3088
|
| Subject: | Covariance | Heteroskedasticity | Kernel regularized least squares | Machine learning | Nonparametric estimator | Semiparametric models | Serial correlation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Kleinste-Quadrate-Methode | Least squares method |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02411-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329024