Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121633479> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3121633479 abstract "We provide a new asymptotic theory for local time density estimation for a general class of functionals of integrated time series. This result provides a convenient basis for developing an asymptotic theory for nonparametric cointegrating regression and autoregression. Our treatment directly involves the density function of the processes under consideration and avoids Fourier integral representations and Markov process theory which have been used in earlier research on this type of problem. The approach provides results of wide applicability to important practical cases and involves rather simple derivations that should make the limit theory more accessible and useable in econometric applications. Our main result is applied to offer an alternative development of the asymptotic theory for non-parametric estimation of a non-linear cointegrating regression involving non-stationary time series. In place of the framework of null recurrent Markov chains as developed in recent work of Karlsen, Myklebust and Tjostheim (2007), the direct local time density argument used here more closely resembles conventional nonparametric arguments, making the conditions simpler and more easily verified." @default.
- W3121633479 created "2021-02-01" @default.
- W3121633479 creator A5074036316 @default.
- W3121633479 creator A5076177583 @default.
- W3121633479 date "2006-12-01" @default.
- W3121633479 modified "2023-09-27" @default.
- W3121633479 title "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression" @default.
- W3121633479 hasPublicationYear "2006" @default.
- W3121633479 type Work @default.
- W3121633479 sameAs 3121633479 @default.
- W3121633479 citedByCount "1" @default.
- W3121633479 crossrefType "posted-content" @default.
- W3121633479 hasAuthorship W3121633479A5074036316 @default.
- W3121633479 hasAuthorship W3121633479A5076177583 @default.
- W3121633479 hasConcept C102366305 @default.
- W3121633479 hasConcept C105795698 @default.
- W3121633479 hasConcept C117251300 @default.
- W3121633479 hasConcept C119047807 @default.
- W3121633479 hasConcept C126255220 @default.
- W3121633479 hasConcept C134306372 @default.
- W3121633479 hasConcept C143724316 @default.
- W3121633479 hasConcept C149782125 @default.
- W3121633479 hasConcept C151201525 @default.
- W3121633479 hasConcept C151730666 @default.
- W3121633479 hasConcept C159877910 @default.
- W3121633479 hasConcept C159886148 @default.
- W3121633479 hasConcept C185429906 @default.
- W3121633479 hasConcept C189508267 @default.
- W3121633479 hasConcept C28826006 @default.
- W3121633479 hasConcept C33923547 @default.
- W3121633479 hasConcept C86803240 @default.
- W3121633479 hasConcept C98763669 @default.
- W3121633479 hasConceptScore W3121633479C102366305 @default.
- W3121633479 hasConceptScore W3121633479C105795698 @default.
- W3121633479 hasConceptScore W3121633479C117251300 @default.
- W3121633479 hasConceptScore W3121633479C119047807 @default.
- W3121633479 hasConceptScore W3121633479C126255220 @default.
- W3121633479 hasConceptScore W3121633479C134306372 @default.
- W3121633479 hasConceptScore W3121633479C143724316 @default.
- W3121633479 hasConceptScore W3121633479C149782125 @default.
- W3121633479 hasConceptScore W3121633479C151201525 @default.
- W3121633479 hasConceptScore W3121633479C151730666 @default.
- W3121633479 hasConceptScore W3121633479C159877910 @default.
- W3121633479 hasConceptScore W3121633479C159886148 @default.
- W3121633479 hasConceptScore W3121633479C185429906 @default.
- W3121633479 hasConceptScore W3121633479C189508267 @default.
- W3121633479 hasConceptScore W3121633479C28826006 @default.
- W3121633479 hasConceptScore W3121633479C33923547 @default.
- W3121633479 hasConceptScore W3121633479C86803240 @default.
- W3121633479 hasConceptScore W3121633479C98763669 @default.
- W3121633479 hasLocation W31216334791 @default.
- W3121633479 hasOpenAccess W3121633479 @default.
- W3121633479 hasPrimaryLocation W31216334791 @default.
- W3121633479 hasRelatedWork W1500674988 @default.
- W3121633479 hasRelatedWork W1502557046 @default.
- W3121633479 hasRelatedWork W1567826223 @default.
- W3121633479 hasRelatedWork W2004072500 @default.
- W3121633479 hasRelatedWork W2075697442 @default.
- W3121633479 hasRelatedWork W2130075997 @default.
- W3121633479 hasRelatedWork W2152116741 @default.
- W3121633479 hasRelatedWork W2187079935 @default.
- W3121633479 hasRelatedWork W2235799657 @default.
- W3121633479 hasRelatedWork W2270234797 @default.
- W3121633479 hasRelatedWork W2745250305 @default.
- W3121633479 hasRelatedWork W2751213565 @default.
- W3121633479 hasRelatedWork W3021845607 @default.
- W3121633479 hasRelatedWork W3121791511 @default.
- W3121633479 hasRelatedWork W3123289583 @default.
- W3121633479 hasRelatedWork W3123612879 @default.
- W3121633479 hasRelatedWork W3124912311 @default.
- W3121633479 hasRelatedWork W3125175659 @default.
- W3121633479 hasRelatedWork W3125482498 @default.
- W3121633479 hasRelatedWork W3146126942 @default.
- W3121633479 isParatext "false" @default.
- W3121633479 isRetracted "false" @default.
- W3121633479 magId "3121633479" @default.
- W3121633479 workType "article" @default.