Estimation of nonstationary nonparametric regression model with multiplicative structure

DOI10.1093/ECTJ/UTAB018OpenAlexW3172362269MaRDI QIDQ5083304

Wei-Biao Wu, Likai Chen, Ekaterina Smetanina

Publication date: 22 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utab018

zbMATH Keywords

nonparametric regressionrisk premiumfunctional dependence measureconsumption growth

Mathematics Subject Classification ID

Statistics (62-XX)

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