Root-n-consistent estimation of partially linear time series models

被引：36

作者：

Fan, YQ ^{[1
]}

Li, Q

机构：

[1] Univ Windsor, Dept Econ, Windsor, ON N9B 3P4, Canada

[2] Texas A&M Univ, Dept Econ, College Stn, TX 77843 USA

[3] Univ Guelph, Dept Econ, Guelph, ON N1G 2W1, Canada

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 1999年 / 11卷 / 1-3期

基金：

加拿大自然科学与工程研究理事会;

关键词：

semiparametric regression; absolute regularity; partially linear model;

D O I：

10.1080/10485259908832783

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish root-n-consistent estimation of a partially linear time series model under conditions similar to those used in Robinson (1988) for independent observations.

引用

页码：251 / 269

页数：19

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