Nonparametric transformation to white noise

Journal of Econometrics

Volumn 142, Issue 1, 2008, Pages 241-264

  Linton, Oliver B ^a   Mammen, Enno ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Efficiency; Inverse problem; Kernel estimation; Nonparametric regression; Time series; Unit roots

Indexed keywords

INTEGRAL EQUATIONS; INVERSE PROBLEMS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; WHITE NOISE;

KERNEL ESTIMATION; NONPARAMETRIC REGRESSION; UNIT ROOTS;

MATHEMATICAL TRANSFORMATIONS;

EID: 36148970012     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.05.018     Document Type: Article

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