Consistent estimation of a general nonparametric regression function in time series

Linton, Oliver; Sancetta, Alessio

[journal article]

dc.contributor.author	Linton, Oliver	de
dc.contributor.author	Sancetta, Alessio	de
dc.date.accessioned	2011-03-17T02:31:00Z	de
dc.date.accessioned	2012-08-29T23:11:17Z
dc.date.available	2012-08-29T23:11:17Z
dc.date.issued	2009	de
dc.identifier.uri	http://www.ssoar.info/ssoar/handle/document/23315
dc.description.abstract	We propose an estimator of the conditional distribution of Xt\|Xt−1,Xt−2,…, and the corresponding regression function E(Xt\|Xt−1,Xt−2,…), where the conditioning set is of infinite order. We establish consistency of our estimator under stationarity and ergodicity conditions plus a mild smoothness condition.	en
dc.language	en	de
dc.subject.ddc	Wirtschaft	de
dc.subject.ddc	Economics	en
dc.subject.other	C12; Kernel; Time series
dc.title	Consistent estimation of a general nonparametric regression function in time series	en
dc.description.review	begutachtet (peer reviewed)	de
dc.description.review	peer reviewed	en
dc.source.journal	Journal of Econometrics	de
dc.source.volume	152	de
dc.publisher.country	NLD
dc.source.issue	1	de
dc.subject.classoz	Economic Statistics, Econometrics, Business Informatics	en
dc.subject.classoz	Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik	de
dc.subject.thesoz	regression	en
dc.subject.thesoz	Regression	de
dc.identifier.urn	urn:nbn:de:0168-ssoar-233155	de
dc.date.modified	2011-03-18T10:23:00Z	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	de
dc.rights.licence	PEER Licence Agreement (applicable only to documents from PEER project)	en
ssoar.gesis.collection	SOLIS;ADIS	de
ssoar.contributor.institution	http://www.peerproject.eu/	de
internal.status	3	de
internal.identifier.thesoz	10056459
dc.type.stock	article	de
dc.type.document	journal article	en
dc.type.document	Zeitschriftenartikel	de
dc.rights.copyright	f	de
dc.source.pageinfo	70-78
internal.identifier.classoz	10905
internal.identifier.journal	195	de
internal.identifier.document	32
internal.identifier.ddc	330
dc.identifier.doi	https://doi.org/10.1016/j.jeconom.2009.02.006	de
dc.description.pubstatus	Postprint	en
dc.description.pubstatus	Postprint	de
internal.identifier.licence	7
internal.identifier.pubstatus	2
internal.identifier.review	1
internal.check.abstractlanguageharmonizer	CERTAIN
internal.check.languageharmonizer	CERTAIN_RETAINED

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Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Economic Statistics, Econometrics, Business Informatics

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