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, 871 pages

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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DOI: 10.1007/s10463-009-0267-8

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