A Flexible Semiparametric Model for Time Series
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- Francisco Azuero & Jorge Armando Rodríguez, 2016. "Preservación ambiental de la Amazonia colombiana: retos para la política fiscal," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 35(Especial ), pages 281-313, January.
More about this item
KeywordsAsymptotic normality; model averaging; Nadaraya-Watson kernel estimation; near epoch dependence; semiparametric method;
- 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-ECM-2012-09-16 (Econometrics)
- NEP-ETS-2012-09-16 (Econometric Time Series)
- NEP-FOR-2012-09-16 (Forecasting)
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