Statistical inference in partially time-varying coefficient models

DOI10.1016/j.jspi.2010.09.004zbMath1200.62108OpenAlexW1983854840MaRDI QIDQ607224

Degui Li, Jia Chen, Zheng Yan Lin

Publication date: 19 November 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.09.004

zbMATH Keywords

semiparametric regressionlocal linear smootherprofile least squaresgeneralized likelihood ratio statisticstime-varying coefficient model

Mathematics Subject Classification ID

Related Items (16)

Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data ⋮ Estimating smooth structural change in cointegration models ⋮ Estimation and inference of semi-varying coefficient models with heteroscedastic errors ⋮ Robust estimation for spatial semiparametric varying coefficient partially linear regression ⋮ Semi-parametric inference for large-scale data with temporally dependent noise ⋮ Sieve bootstrap inference for linear time-varying coefficient models ⋮ Empirical likelihood inference for partially time-varying coefficient errors-in-variables models ⋮ Wavelet estimation in time-varying coefficient time series models with measurement errors ⋮ Semiparametric trending panel data models with cross-sectional dependence ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ Variable selection for partially time-varying coefficient error-in-variables models ⋮ Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors ⋮ Wavelet estimation in time-varying coefficient models ⋮ Estimation of semi-varying coefficient models with nonstationary regressors ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps

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