英文文献：Estimation in Semiparametric Time Series Regression-半参数时间序列回归的估计
英文文献作者：Jia Chen,Jiti Gao,Degui Li
英文文献摘要：
In this paper, we consider a semiparametric time series regression model and establish a set of identi cation conditions such that the model under discussion is both identi able and estimable. We then discuss how to estimate a sequence of local alternative functions nonparametrically when the null hypothesis does not hold. An asympthttps://media.adelaide.edu.au/economics/pirical application is also included.

摘要本文考虑了一个半参数时间序列回归模型，并建立了一组确定条件，使所讨论的模型是可确定且可估计的。然后讨论了在零假设不成立的情况下，如何非参数地估计局部备选函数序列。无症状://media.adelaide.edu.au/economics/pirical applications也包括在内。