On bandwidth selection in partial linear regression models under dependence
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References listed on IDEAS
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Roussas, George G. & Tran, Lanh T. & Ioannides, D. A., 1992. "Fixed design regression for time series: Asymptotic normality," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 262-291, February.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometrica,
Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- Bradley, Richard C., 1981. "Central limit theorems under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 1-16, March.
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Cited by:
- Germán Aneiros-Pérez, 2004. "Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors," Statistical Papers, Springer, vol. 45(2), pages 191-210, April.
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Keywords
Partial linear models Kernel smoothing Bandwidth selection Mixing;Statistics
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