Asymptotic Property of Fixed-Design Semiparametric RegressionModel with Nonparametric AR(1)Errors

来源 :中国数量经济学会 | 被引量 : 0次 | 上传用户：jikexue

【摘要】

：

【作者】

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TIAN Ya-ai TIAN Zheng Duan Yi-lin

【机构】

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The College of Science,Xi'an Shiyou University;Department of Applied Mathematics, Northwestern Poly

【出处】

：

中国数量经济学会

【发表日期】

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2009年12期

【关键词】

：

Semiparametric regression model Fixed-design Non-parametric AR(1) errors

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　　Under fixed-design,considered semiparametric regression model with the non-parametric AR (1) errors.This paper integrate least squares estimation method and nonparametric kernel estimation method,defining the estimators of parameter and non-parametric function,under suitable conditions,we studied their asymptotic property.

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Asymptotic Property of Fixed-Design Semiparametric RegressionModel with Nonparametric AR(1)Errors

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