Consistent estimator of nonparametric structural spurious regression model for high frequency data
type: Item
instance of: scholarly article
title: Consistent estimator of nonparametric structural spurious regression model for high frequency data
zbMATH Open document ID: 1401.62059
author: Minsoo Jeong
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6947373
zbMATH Keywords: nonparametric regression
zbMATH Keywords: nonstationary error term
zbMATH Keywords: structural spurious regression
zbMATH Keywords: consistency
zbMATH Keywords: high frequency data
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.10.007
OpenAlex ID: W2767727655
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DOI: 10.1016/J.ECONLET.2017.10.007
description: scientific article; zbMATH DE number 6947373