Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data |
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Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (English)
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15 December 2016
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random-coefficient autoregression
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empirical process
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Kolmogorov-Smirnov statistic
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goodness-of-fit testing
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kernel density estimator
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panel data
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