Non-parametric Regression under Location Shifts
Recent work by Wang and Phillips (2009b, 2011) has shown that ill-posed inverse problems do not arise in non-stationary non-parametric regression and there is no need for non-parametric instrumental variable estimation. Instead, simple Nadaraya–Watson non-parametric estimation of a cointegrating reg...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2011
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1364 https://ink.library.smu.edu.sg/context/soe_research/article/2363/viewcontent/Nonparametric_Regression_under_Location_Shifts_2010_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |