More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
Year of publication: |
2002-06
|
---|---|
Authors: | Xiao, Zhijie ; Linton, Oliver ; Carroll, Raymond J. ; Mammen, E. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Time series regression | Nonparametric regression | Kernel | Efficiency |
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