Regression Models with Time Series Errors Academic Article

abstract

• In models of the form Yt = r(Xt) + Zt, where r is an unknown function and {Xt} is a covariate process independent of the stationary error {Zt}, we give conditions under which estimators based on residuals 1, . . ., n obtained from linear smoothers are asymptotically equivalent to those based on the actual errors Z1, . . ., Zn.

authors

• Pourahmadi, Mohsen

published proceedings

• Journal of Time Series Analysis

author list (cited authors)

• Lin, T. C., Pourahmadi, M., & Schick, A.

citation count

• 11

complete list of authors

• Lin, TC||Pourahmadi, M||Schick, A

publication date

• July 1999

publisher

• Wiley  Publisher

published in

• Journal of Time Series Analysis  Journal

Digital Object Identifier (DOI)

• 10.1111/1467-9892.00147

start page

• 425

end page

• 433

volume

• 20

issue

• 4

URL

• http%3A%2F%2Fdx.doi.org%2F10.1111%2F1467-9892.00147