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
Linton, Oliver https://orcid.org/0000-0003-2313-0564
Abstract
yes
Description
Keywords
3801 Applied Economics, 3802 Econometrics, 38 Economics, 4905 Statistics, 49 Mathematical Sciences
Journal Title
Journal of Econometrics
Conference Name
Journal ISSN
0304-4076
1872-6895
1872-6895
Volume Title
219
Publisher
Elsevier BV