The distribution of rolling regression estimators (Q6108308)
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scientific article; zbMATH DE number 7704500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of rolling regression estimators |
scientific article; zbMATH DE number 7704500 |
Statements
The distribution of rolling regression estimators (English)
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29 June 2023
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parameter instability
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nonparametric estimation
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rolling regressions
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uniform confidence intervals
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nonstationary
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