A weighted sieve estimator for nonparametric time series models with nonstationary variables

Dong, C, Linton, O and Peng, Bin 2021, A weighted sieve estimator for nonparametric time series models with nonstationary variables, Journal of Econometrics, vol. 222, no. 2, pp. 909-932, doi: 10.1016/j.jeconom.2020.03.024.

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Title A weighted sieve estimator for nonparametric time series models with nonstationary variables
Author(s) Dong, C
Linton, O
Peng, BinORCID iD for Peng, Bin orcid.org/0000-0003-4231-4713
Journal name Journal of Econometrics
Volume number 222
Issue number 2
Start page 909
End page 932
Total pages 24
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2021-06
ISSN 0304-4076
1872-6895
Keyword(s) Business & Economics
Economics
Mathematical Methods In Social Sciences
Mathematics
Mathematics, Interdisciplinary Applications
Nonparametric regression
Nonstationary variable
Physical Sciences
Science & Technology
Sieve estimation
Social Sciences
Social Sciences, Mathematical Methods
Stationary variable
Time trend
Unbounded support
Weighted least squares
Language eng
DOI 10.1016/j.jeconom.2020.03.024
Indigenous content off
Field of Research 0104 Statistics
1402 Applied Economics
1403 Econometrics
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30153005

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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