Non-stationary structural model with time-varying demand elasticities
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Publication:993828
DOI10.1016/j.jspi.2010.04.045zbMath1233.62158OpenAlexW2028836715MaRDI QIDQ993828
Zhou Zhou, Kun Ho Kim, Wei-Biao Wu
Publication date: 20 September 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.2010.04.045
nonparametric bootstraptime-varying coefficientlocal stationaritylocal linear regressionstructural economic modeltime-varying demand elasticity
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09) Consumer behavior, demand theory (91B42)
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