Nonparametric spatial regression under near-epoch dependence

This paper establishes asymptotic normality and uniform consistency with convergence rates of the local linear estimator for spatial near-epoch dependent (NED) processes. The class of the NED spatial processes covers important spatial processes, including nonlinear autoregressive and infinite moving...

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Veröffentlicht in:	Journal of econometrics 2012-03, Vol.167 (1), p.224-239
1. Verfasser:	Jenish, Nazgul
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic normality Consistency Convergence Econometric models Econometrics Empirical research Estimating techniques Estimation Heterogeneous random fields Local linear estimator Near-epoch dependent processes Near-epoch dependent spatial processes Non-linear models Nonparametric regression Random variables Regression analysis Spatial analysis Studies
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