| dc.contributor.author | Cai, Zongwu | |
| dc.contributor.author | Masry, Elias | |
| dc.date.accessioned | 2015-01-23T19:13:38Z | |
| dc.date.available | 2015-01-23T19:13:38Z | |
| dc.date.issued | 2000-08-01 | |
| dc.identifier.citation | Cai, Zongwu; Masry, Elias. (2000). "Nonparametric estimation of additive nonlinear ARX time series: Local Linear Fitting and Projections." Econometric Theory, 16(4):465. http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=55027&fulltextType=RA&fileId=S0266466600164011 | en_US |
| dc.identifier.issn | 0266-4666 | |
| dc.identifier.uri | http://hdl.handle.net/1808/16366 | |
| dc.description | This is the publisher's version, also available electronically from http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=55027&fulltextType=RA&fileId=S0266466600164011. | en_US |
| dc.description.abstract | We consider the estimation and identification of the components (endogenous and exogenous) of additive nonlinear ARX time series models. We employ a local polynomial fitting scheme coupled with projections. We establish the weak consistency (with rates) and the asymptotic normality of the projection estimates of the additive components. Expressions for the asymptotic bias and variance are given. | en_US |
| dc.publisher | Cambridge University Press | en_US |
| dc.relation.isversionof | http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=55027&fulltextType=RA&fileId=S0266466600164011 | en_US |
| dc.title | Nonparametric estimation of additive nonlinear ARX time series: Local Linear Fitting and Projections | en_US |
| dc.type | Article | |
| kusw.kuauthor | Cai, Zongwu | |
| kusw.kuauthor | Masry, Elias | |
| kusw.kudepartment | Economics | en_US |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
