Jump-detection-based estimation in time-varying coefficient models and empirical applications
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Publication:2404166
DOI10.1007/s11749-017-0525-7zbMath1373.62168OpenAlexW2587745702MaRDI QIDQ2404166
Jin-Guan Lin, Xing-Fang Huang, Yan-Yong Zhao, Hong-Xia Wang
Publication date: 18 September 2017
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0525-7
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Adaptive semiparametric estimation for single index models with jumps ⋮ Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions ⋮ Estimation and test of jump discontinuities in varying coefficient models with empirical applications ⋮ Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
Uses Software
Cites Work
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