An alternative bandwidth selection method for estimating functional coefficient models

DOI10.1016/J.ECONLET.2017.03.009zbMath1400.62155OpenAlexW2597577960MaRDI QIDQ1673516

Xirong Chen, Ta-Cheng Huang, Q. Li

Publication date: 12 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.03.009

zbMATH Keywords

bandwidth selectionlocal polynomial estimationregression modelfunctional coefficient modelsmean squared errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

Cites Work

• Unnamed Item
• Functional coefficient instrumental variables models
• Trending time-varying coefficient time series models with serially correlated errors
• Two-step likelihood estimation procedure for varying-coefficient models
• Statistical estimation in varying coefficient models
• Functional-coefficient cointegration models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional‐coefficient models under unit root behaviour

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