On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing

Alessandra Luati () and Tommaso Proietti ()

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 4, pages 851-871

Keywords: Epanechnikov kernel; Local polynomial regression; Non-invertible moving average processes (search for similar items in EconPapers)
Date: 2011
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Working Paper: On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing (2008)
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