Non-parametric transformation regression with non-stationary data
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Other versions of this item:
- Linton, Oliver & Wang, Qiying, 2016. "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, vol. 32(01), pages 1-29, February.
References listed on IDEAS
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More about this item
KeywordsDependence; Efficiency; Cointegration; Non-stationarity; Non-parametric estimation;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-05 (All new papers)
- NEP-ECM-2013-05-05 (Econometrics)
- NEP-ETS-2013-05-05 (Econometric Time Series)
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