Trending time-varying coefficient time series models with serially correlated errors (Q278242)
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scientific article; zbMATH DE number 6575961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trending time-varying coefficient time series models with serially correlated errors |
scientific article; zbMATH DE number 6575961 |
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Trending time-varying coefficient time series models with serially correlated errors (English)
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2 May 2016
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boundary effects
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heteroscedasticity
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local linear estimation
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misspecification test
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Nadaraya-Watson estimation
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nonlinearity
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nonstationarity
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stationarity
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time series errors
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