Consistent estimation of a general nonparametric regression function in time series
- Author
- LINTON, Oliver1 ; SANCETTA, Alessio2
[1] Department of Economics, London School of Economics, Houghton Street, London WC2A 2AE, United Kingdom
[2] Faculty of Economics, University of Cambridge, Sidgwick Avenue, Cambridge CB3 9DD, United Kingdom - Issue title
- Recent advances in nonparametric and semiparametric econometrics: Honouring Peter M.Robinson
- Author (monograph)
- DELGADO, Miguel A (Author of introductory parts)1
[1] Department of Economics,Universidad Carlos III de Madrid, Madrid, Spain - Source
Journal of econometrics. 2009, Vol 152, Num 1, pp 70-78, 9 p ; ref : 3/4 p
- CODEN
- JECMB6
- ISSN
- 0304-4076
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- C12 Kernel Regression Time series
- Keyword (fr)
- Algèbre linéaire numérique Analyse donnée Analyse numérique Autocorrélation Conditionnement Donnée économique Econométrie Ergodicité Estimateur convergent Estimation non paramétrique Estimation statistique Fonction régression Fonction répartition Indice conditionnement Loi conditionnelle Méthode statistique Processus stochastique Régression statistique Série temporelle 06Axx 15A12 37A25 60E05 60Fxx 62G05 62G08 62Jxx 62M10 65F35 Régression non paramétrique
- Keyword (en)
- Numerical linear algebra Data analysis Numerical analysis Autocorrelation Conditioning Economic data Econometrics Ergodicity Consistent estimator Non parametric estimation Statistical estimation Regression function Distribution function Condition number Conditional distribution Statistical method Stochastic process Statistical regression Time series Nonparametric regression
- Keyword (es)
- Algebra lineal numérica Análisis datos Análisis numérico Autocorrelación Acondicionamiento Dato económico Econometría Ergodicidad Estimador convergente Estimación no paramétrica Estimación estadística Función regresión Función distribución Numero de condicionamiento Ley condicional Método estadístico Proceso estocástico Regresión estadística Serie temporal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 21991137
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jeconom.2009.02.006 
https://dx.doi.org/10.1016/j.jeconom.2009.02.006
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