Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection

Yuanhua Feng ()

No 03-02, CoFE Discussion Paper from Center of Finance and Econometrics, University of Konstanz

Keywords: Nonparametric regression; long memory; antipersistence; fractional difference (search for similar items in EconPapers)
Date: 2003-01
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