Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models (Q6039860)
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scientific article; zbMATH DE number 7688202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models |
scientific article; zbMATH DE number 7688202 |
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Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models (English)
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23 May 2023
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interaction effect
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single-index varying-coefficient regression model
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spline approximation
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variable selection
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