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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:
Read Abstract | Full Paper (pdf)

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:
Read Abstract | Full Paper (pdf)

JEL Classification: C14

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