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Econometrics Paper
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate Degui Li, Zudi Lu and Oliver Linton August 2010
Paper No' EM/2010/549:
Read Abstract | Full Paper (pdf)

JEL Classification: C13, C14, C22


Tags: local linear fitting; near epoch dependence; convergence rates; uniform consistency.