Band Spectral Regression with Trending Data
نویسندگان
چکیده
منابع مشابه
Nonparametric Trending Regression with Cross-Sectional Dependence
Panel data, whose series length T is large but whose cross-section size N need not be, are assumed to have a common time trend. The time trend is of unknown form, the model includes additive, unknown, individual-speci c components, and we allow for spatial or other cross-sectional dependence and/or heteroscedasticity. A simple smoothed nonparametric trend estimate is shown to be dominated by an...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2002
ISSN: 0012-9682,1468-0262
DOI: 10.1111/1468-0262.00319