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You searched for "strong dependence"

Econometrics Paper
Testing for Breaks in Regression Models with Dependent Data Violetta Dalla and Javier Hidalgo
March 2015
Paper No' EM/2015/584:
Full Paper (pdf)

JEL Classification: C14; C22

Tags: nonparametric regression; breaks; smoothness; strong dependence; extreme-values distribution; frequency domain bootstrap algorithms.

Econometrics Paper
Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.) Javier Hidalgo February 1996
Paper No' EM/1996/296:
Read Abstract |

Tags: nonparametric; strong dependence; hermite and appell polynomials; rosenblatt and hermite pocesses.