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Local polynomial regression smoothers with AR-error structure

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  • Juan Vilar Fernández
  • Mario Francisco Fernández

Abstract

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Suggested Citation

  • Juan Vilar Fernández & Mario Francisco Fernández, 2002. "Local polynomial regression smoothers with AR-error structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 439-464, December.
    • Handle: RePEc:spr:testjl:v:11:y:2002:i:2:p:439-464
    DOI: 10.1007/BF02595716
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    References listed on IDEAS

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    1. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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    Cited by:

    1. Martins-Filho, Carlos & Yao, Feng, 2009. "Nonparametric regression estimation with general parametric error covariance," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 309-333, March.
    2. Yuanhua Feng & Thomas Gries, 2017. "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE 102, Paderborn University, CIE Center for International Economics.

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