More efficient local polynomial estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J; and Mammen, Enno
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors.
Journal of the American Statistical Association, 98 (464).
pp. 980-992.
ISSN 0162-1459
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1198/016214503000000936 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1159 |