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scientific article
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English | SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES |
scientific article |
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SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (English)
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22 August 2013
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varying coefficient models
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functionals of stationary processes
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integrated variables
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asymptotic distribution
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semiparametric estimator
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empirical application
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