Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA

Mario Francisco-Fernandez () and Juan Vilar-Fernandez

Statistical Inference for Stochastic Processes, 2004, vol. 7, issue 1, 69-93

Keywords: local polynomial estimator; dependent data; smoothing parameter (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:SISP.0000016464.70134.e5

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