PropertyValue
?:about
?:abstract
  • We propose an estimator of the conditional distribution of Xt|Xt−1,Xt−2,…, and the corresponding regression function E(Xt|Xt−1,Xt−2,…), where the conditioning set is of infinite order. We establish consistency of our estimator under stationarity and ergodicity conditions plus a mild smoothness condition. (xsd:string)
?:contributor
?:dateModified
  • 2009 (xsd:gyear)
?:datePublished
  • 2009 (xsd:gyear)
?:doi
  • 10.1016/j.jeconom.2009.02.006 ()
?:duplicate
?:hasFulltext
  • true (xsd:boolean)
is ?:hasPart of
?:inLanguage
  • en (xsd:string)
?:isPartOf
?:issueNumber
  • 1 (xsd:string)
?:linksDOI
?:linksURN
is ?:mainEntity of
?:name
  • Consistent estimation of a general nonparametric regression function in time series (xsd:string)
?:provider
?:publicationType
  • Zeitschriftenartikel (xsd:string)
  • journal_article (en)
?:sourceInfo
  • GESIS-SSOAR (xsd:string)
  • In: Journal of Econometrics, 152, 2009, 1, 70-78 (xsd:string)
rdf:type
?:url
?:urn
  • urn:nbn:de:0168-ssoar-233155 ()
?:volumeNumber
  • 152 (xsd:string)