Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Hong, SY
Abstract
yes
Description
Keywords
3801 Applied Economics, 3802 Econometrics, 38 Economics, 4905 Statistics, 49 Mathematical Sciences, Generic health relevance
Journal Title
Journal of Econometrics
Conference Name
Journal ISSN
0304-4076
1872-6895
1872-6895
Volume Title
219
Publisher
Elsevier BV