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Econometrics Paper
Nonparametric Regression with a Latent Time Series Oliver Linton, Søren Feodor Nielsen and Jens Perch Nielsen
October 2009
Paper No' EM/2009/538:
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JEL Classification: 62G07


Tags: kernel estimation; forecasting; panel data; unit roots

Econometrics Paper
Nonparametric Transformation to White Noise Oliver Linton and Enno Mammen
August 2006
Paper No' EM/2006/503:
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JEL Classification: C14


Tags: efficiency; inverse problem; kernel estimation; nonparametric regression; time series; unit roots.

Econometrics Paper
Empirics for Economic Growth and Convergence (Now published in European Economic Review, vol.40, no.6 (1996), pp.1353-1375.) Danny Quah  1995
Paper No' EM/1995/281:
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Tags: evolving distributions; galton's fallacy; polarization; regional dynamics; stochastic kernel; unit root.

Econometrics Paper
Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data (Now published in Economics Letters 44 (1), 1994, pp.9-19.) Danny Quah  1993
Paper No' EM/1993/270:
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Tags: random field; time series; panel data; unit root