Partially Linear Models with Unit Roots
Year of publication: |
2002-04
|
---|---|
Authors: | Juhl, Ted ; Xiao, Zhijie |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Nonparametric | Prial Linear | Semiparametric | Unit root |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is None Number 1359 51 pages |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
-
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
Kristensen, Dennis, (2010)
-
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
Kristensen, Dennis, (2010)
-
Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models
Kristensen, Dennis, (2009)
- More ...
-
How to Estimate Autoregressive Roots Near Unity
Phillips, Peter C.B., (1998)
-
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
Xiao, Zhijie, (2002)
-
Xiao, Zhijie, (1997)
- More ...