Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors
DOI10.1080/07474938.2014.976530zbMath1491.62108OpenAlexW2060703685MaRDI QIDQ5863652
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.976530
semiparametric regressionPhillips curvepartially linear modeluniform confidence bandlocal-stationarityinvariane principlenonparametric trendtime-varying NAIRU
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
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