Inference of the trend in a partially linear model with locally stationary regressors
Year of publication: |
2016
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Authors: | Kim, Kun Ho |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 1194-1220
|
Subject: | Invariane principle | Local-stationarity | Nonparametric trend | Partially linear model | Phillips curve | Semiparametric regression | Time-varying NAIRU | Uniform confidence band | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Phillips-Kurve | Zeitreihenanalyse | Time series analysis |
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