Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467)
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scientific article; zbMATH DE number 7537922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of semi-varying coefficient models with nonstationary regressors |
scientific article; zbMATH DE number 7537922 |
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Estimation of semi-varying coefficient models with nonstationary regressors (English)
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7 June 2022
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functional coefficients
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local polynomial fitting
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semiparametric estimation
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super-consistency
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unit root process
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