More efficient kernel estimation in nonparametric regression with autocorrelated errors /
Carroll, Raymond J.
Suntory and Toyota International Centres for Economics and Related Disciplines.
London : Suntory and Toyota International Centres for Economics and Related Disciplines,
2002.
Includes bibliographical references.
Regression analysis.
Nonparametric statistics.
Time-series analysis.
Autocorrelation (Statistics)
Econometrics.