Using bimodal kernel for inference in nonparametric regression with correlated errors
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References listed on IDEAS
- Tae Yoon Kim, 2004. "Nonparametric detection of correlated errors," Biometrika, Biometrika Trust, vol. 91(2), pages 491-496, June.
- Chiu, Shean-Tsong, 1989. "Bandwidth selection for kernel estimate with correlated noise," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 347-354, September.
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- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
- Michael Scholz & Stefan Sperlich & Jens Perch Nielsen, 2012. "Nonparametric prediction of stock returns with generated bond yields," Graz Economics Papers 2012-10, University of Graz, Department of Economics.
- Tae Yoon Kim & Zhi-Ming Luo, 2010. "Central limit theorems for nonparametric estimators with real-time random variables," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 337-347, September.
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KeywordsBimodal kernels Correlated errors Tuning procedure Bandwidth selector;
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