Nonparametric specification for non-stationary time series regression (Q2444659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric specification for non-stationary time series regression |
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Nonparametric specification for non-stationary time series regression (English)
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10 April 2014
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conditional heteroscedasticity
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functional linear models
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generalized likelihood ratio tests
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local linear regression
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local stationarity
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weak dependence
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wild bootstrap
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