A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving

DOI10.1016/j.jeconom.2009.10.032zbMath1431.62659OpenAlexW1994368183MaRDI QIDQ530986

Joon Y. Park, Yoon-Jae Whang, Kwanho Shin

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.032

zbMATH Keywords

semiparametric regressioncointegrationseries estimationage distributionsconsumption and savings rate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• Unnamed Item
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Optimal Inference in Cointegrated Systems
• Testing for a unit root in time series regression
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Canonical Cointegrating Regressions
• COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS

This page was built for publication: A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving