Estimation in semi-parametric regression with non-stationary regressors

Bernoulli

Volumn 18, Issue 2, 2012, Pages 678-702

  Chen, Jia ^a   Gao, Jiti ^a   Li, Degui ^a  

^a UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Asymptotic theory; Nonparametric estimation; Null recurrent time series; Semi parametric Regression

Indexed keywords

EID: 84869127377     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ344     Document Type: Article

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