More efficient kernel estimation in nonparametric regression with autocorrelated errors

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Bibliographic Details
Other Authors: Carroll, Raymond J. (Other) , Linton, Oliver (Other) , Mammen, Enno (Other) , Xiao, Zhijie (Other)
Format: Book/Monograph Working Paper
Language:English
Published: London STICERD, Suntory Centre 2002
Series:Discussion paper / Suntory-Toyota International Centres for Economics and Related Disciplines EM/02/435 : Econometrics
In: Discussion paper (EM/02/435)

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Author Notes:Raymond J. Carroll; Oliver B. Linton; Enno Mammen; Zhijie Xiao