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Non-Parametric Identification and Estimation of Truncated Regression Models

✍ Scribed by CHEN, SONGNIAN


Book ID
111004836
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
656 KB
Volume
77
Category
Article
ISSN
0034-6527

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Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge