Profile least squares estimation of a partially linear time trend model with weakly dependent data

DOI10.1016/j.econlet.2014.10.030zbMath1311.62194OpenAlexW1993119634MaRDI QIDQ2345258

Li Su, Daiqiang Zhang, Zheng Li

Publication date: 19 May 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.10.030

zbMATH Keywords

asymptotic normalitypartially lineartime trendsemiparametric bound

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Cites Work

• Tests for changing mean with monotonic power
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Nonlinear Econometric Models with Deterministically Trending Variables
• Unnamed Item

This page was built for publication: Profile least squares estimation of a partially linear time trend model with weakly dependent data