| 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.oanotes | Per SHERPA/RoMEO 01/23/15: Author's Pre-print and Author's Post-print on author's personal website, departmental website, institutional repository, non-commercial subject-based repositories, such as PubMed Central, Europe PMC or arXiv. Publishers version/PDF may be used on authors personal or departmental web page any time after publication. Publishers version/PDF may be used in an institutional repository or PubMed Central after 12 month embargo. Pre-print to record acceptance for publication. Publisher copyright and source must be acknowledged with set statement, for deposit of Authors Post-print or Publisher's version/PDF. Must link to publisher version. Authors version may be deposited immediately on acceptance. Articles in some journals can be made Open Access on payment of additional charge. Permission (not to be unreasonably withheld) needs to be sought if the author is at a different institution to when the article was originally published. | en_US |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
