Uniform nonparametric inference for time series using Stata
In this article, we introduce a command, tssreg, that conducts nonparametric series estimation and uniform inference for time-series data, including the case with independent data as a special case. This command can be used to nonparametrically estimate the conditional expectation function and the u...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2554 https://ink.library.smu.edu.sg/context/soe_research/article/3553/viewcontent/1536867x20953576.pdf |
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| Institution: | Singapore Management University |
| Language: | English |