Profile least squares estimation of a partially linear time trend model with weakly dependent data

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 125
Issue: 3
Pages: 404-407

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We consider a partially linear time trend model with weakly dependent data. We show that the semiparametric estimator for the time trend coefficient has the same rate of convergence as in the parametric time trend model case. We also show that the asymptotic variance reaches the semiparametric efficient bound. The Monte Carlo simulations strongly support our theoretical analysis.

Technical Details

RePEc Handle
repec:eee:ecolet:v:125:y:2014:i:3:p:404-407
Journal Field
General
Author Count
3
Added to Database
2026-01-25