122 0

Full metadata record

DC FieldValueLanguage
dc.contributor.author김건호-
dc.date.accessioned2018-03-26T07:02:14Z-
dc.date.available2018-03-26T07:02:14Z-
dc.date.issued2016-04-
dc.identifier.citationECONOMETRIC REVIEWS, v. 35, NO 7, Page. 1194-1220en_US
dc.identifier.issn0747-4938-
dc.identifier.issn1532-4168-
dc.identifier.urihttps://www.tandfonline.com/doi/full/10.1080/07474938.2014.976530-
dc.identifier.urihttp://hdl.handle.net/20.500.11754/52498-
dc.description.abstractIn this article, we construct the uniform confidence band (UCB) of nonparametric trend in a partially linear model with locally stationary regressors. A two-stage semiparametric regression is employed to estimate the trend function. Based on this estimate, we develop an invariance principle to construct the UCB of the trend function. The proposed methodology is used to estimate the Non-Accelerating Inflation Rate of Unemployment (NAIRU) in the Phillips Curve and to perform inference of the parameter based on its UCB. The empirical results strongly suggest that the U.S. NAIRU is time-varying.en_US
dc.description.sponsorshipThis work was supported by the research fund of Hanyang University (HY-2014-G).en_US
dc.language.isoenen_US
dc.publisherTAYLOR & FRANCIS INCen_US
dc.subjectInvariane principleen_US
dc.subjectLocal-stationarityen_US
dc.subjectNonparametric trenden_US
dc.subjectPartially linear modelen_US
dc.subjectPhillips curveen_US
dc.subjectSemiparametric regressionen_US
dc.subjectTime-varying NAIRUen_US
dc.subjectUniform confidence banden_US
dc.titleInference of the Trend in a Partially Linear Model with Locally Stationary Regressorsen_US
dc.typeArticleen_US
dc.relation.no7-
dc.relation.volume35-
dc.identifier.doi10.1080/07474938.2014.976530-
dc.relation.page1194-1220-
dc.relation.journalECONOMETRIC REVIEWS-
dc.contributor.googleauthorKim, Kun Ho-
dc.relation.code2016014236-
dc.sector.campusS-
dc.sector.daehakCOLLEGE OF ECONOMICS AND FINANCE[S]-
dc.sector.departmentDIVISION OF ECONOMICS & FINANCE-
dc.identifier.pidkunhokim-
Appears in Collections:
COLLEGE OF ECONOMICS AND FINANCE[S](경제금융대학) > ECONOMICS & FINANCE(경제금융학부) > Articles
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE