Functional coefficient regression models with time trend
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Publication:528015
DOI10.1016/j.jeconom.2011.08.009zbMath1443.62486OpenAlexW2095506009MaRDI QIDQ528015
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000784
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Multivariate trend function testing with mixed stationary and integrated disturbances ⋮ Functional coefficient time series models with trending regressors ⋮ Functional-coefficient cointegration models in the presence of deterministic trends ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps
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