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Consistent estimation of a general nonparametric regression function in time series

Linton, Oliver; Sancetta, Alessio - In: Journal of econometrics 152 (2009) 1, pp. 70-78

Persistent link: https://www.econbiz.de/10003878797

Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

Linton, Oliver; Xiao, Zhijie - In: Journal of econometrics 213 (2019) 2, pp. 608-631

Persistent link: https://www.econbiz.de/10012304598

Nonparametric inference for time-varying coefficient quantile regression

Wu, Weichi; Zhou, Zhou - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 98-109

Persistent link: https://www.econbiz.de/10011704128

Inference of the trend in a partially linear model with locally stationary regressors

Kim, Kun Ho - In: Econometric reviews 35 (2016) 5/7, pp. 1194-1220

Persistent link: https://www.econbiz.de/10011591175

Series estimation under cross-sectional dependence

Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 190 (2016) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011591611

Growth and debt : an endogenous smooth coefficient approach

Koroglu, Mustafa - In: Journal of risk and financial management : JRFM 12 (2019) 1/23, pp. 1-22

The new growth theories with an emphasis on fundamental determinants such as institutions suggest a non-linear cross-country growth process. In this paper, we investigate the public debt and economic growth relationship using the semi-parametric smooth coefficient approach that allows democracy...

Persistent link: https://www.econbiz.de/10012022348