Matches in SemOpenAlex for { <https://semopenalex.org/work/W2009947349> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2009947349 endingPage "357" @default.
- W2009947349 startingPage "345" @default.
- W2009947349 abstract "We consider estimation of β in the semiparametric regression model y(i) - xT(i)β + f(i/n) + ε(i) where x(i) = g(i)/n) + e(i, f and g are unknown smooth functions and the processes ε(i) and e(i) are stationary with short- or long-range dependence. For the case of i.i.d. errors, Speckman (1988) proposed a √n–consistent estimator of β. In this paper it is shown that, under suitable regularity conditions, this estimator is asymptotically unbiased and √n–consistent even if the errors exhibit long-range dependence. The orders of the finite sample bias and of the required bandwidth depend on the long-memory parameters. Simulations and a data example illustrate the method" @default.
- W2009947349 created "2016-06-24" @default.
- W2009947349 creator A5081525335 @default.
- W2009947349 creator A5085941561 @default.
- W2009947349 date "1998-06-01" @default.
- W2009947349 modified "2023-09-23" @default.
- W2009947349 title "Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors" @default.
- W2009947349 cites W135795571 @default.
- W2009947349 cites W1998391885 @default.
- W2009947349 cites W2018543390 @default.
- W2009947349 cites W2026215964 @default.
- W2009947349 cites W2042089645 @default.
- W2009947349 cites W2051073933 @default.
- W2009947349 cites W2055781590 @default.
- W2009947349 cites W2065175568 @default.
- W2009947349 cites W2078454671 @default.
- W2009947349 cites W2078658856 @default.
- W2009947349 cites W2319085245 @default.
- W2009947349 cites W27605680 @default.
- W2009947349 cites W3184417104 @default.
- W2009947349 doi "https://doi.org/10.1111/1467-9469.00108" @default.
- W2009947349 hasPublicationYear "1998" @default.
- W2009947349 type Work @default.
- W2009947349 sameAs 2009947349 @default.
- W2009947349 citedByCount "24" @default.
- W2009947349 countsByYear W20099473492012 @default.
- W2009947349 countsByYear W20099473492013 @default.
- W2009947349 countsByYear W20099473492014 @default.
- W2009947349 countsByYear W20099473492017 @default.
- W2009947349 countsByYear W20099473492018 @default.
- W2009947349 crossrefType "journal-article" @default.
- W2009947349 hasAuthorship W2009947349A5081525335 @default.
- W2009947349 hasAuthorship W2009947349A5085941561 @default.
- W2009947349 hasConcept C105795698 @default.
- W2009947349 hasConcept C149782125 @default.
- W2009947349 hasConcept C159985019 @default.
- W2009947349 hasConcept C164172150 @default.
- W2009947349 hasConcept C165646398 @default.
- W2009947349 hasConcept C185429906 @default.
- W2009947349 hasConcept C192562407 @default.
- W2009947349 hasConcept C204323151 @default.
- W2009947349 hasConcept C2776257435 @default.
- W2009947349 hasConcept C28826006 @default.
- W2009947349 hasConcept C2986394398 @default.
- W2009947349 hasConcept C31258907 @default.
- W2009947349 hasConcept C33923547 @default.
- W2009947349 hasConcept C41008148 @default.
- W2009947349 hasConcept C91602232 @default.
- W2009947349 hasConceptScore W2009947349C105795698 @default.
- W2009947349 hasConceptScore W2009947349C149782125 @default.
- W2009947349 hasConceptScore W2009947349C159985019 @default.
- W2009947349 hasConceptScore W2009947349C164172150 @default.
- W2009947349 hasConceptScore W2009947349C165646398 @default.
- W2009947349 hasConceptScore W2009947349C185429906 @default.
- W2009947349 hasConceptScore W2009947349C192562407 @default.
- W2009947349 hasConceptScore W2009947349C204323151 @default.
- W2009947349 hasConceptScore W2009947349C2776257435 @default.
- W2009947349 hasConceptScore W2009947349C28826006 @default.
- W2009947349 hasConceptScore W2009947349C2986394398 @default.
- W2009947349 hasConceptScore W2009947349C31258907 @default.
- W2009947349 hasConceptScore W2009947349C33923547 @default.
- W2009947349 hasConceptScore W2009947349C41008148 @default.
- W2009947349 hasConceptScore W2009947349C91602232 @default.
- W2009947349 hasIssue "2" @default.
- W2009947349 hasLocation W20099473491 @default.
- W2009947349 hasOpenAccess W2009947349 @default.
- W2009947349 hasPrimaryLocation W20099473491 @default.
- W2009947349 hasRelatedWork W1984731603 @default.
- W2009947349 hasRelatedWork W2003391409 @default.
- W2009947349 hasRelatedWork W2036904089 @default.
- W2009947349 hasRelatedWork W2370788002 @default.
- W2009947349 hasRelatedWork W2378154736 @default.
- W2009947349 hasRelatedWork W2553532527 @default.
- W2009947349 hasRelatedWork W3123854837 @default.
- W2009947349 hasRelatedWork W4206034995 @default.
- W2009947349 hasRelatedWork W4252711210 @default.
- W2009947349 hasRelatedWork W2147887432 @default.
- W2009947349 hasVolume "25" @default.
- W2009947349 isParatext "false" @default.
- W2009947349 isRetracted "false" @default.
- W2009947349 magId "2009947349" @default.
- W2009947349 workType "article" @default.