SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA

DOI10.1017/S0266466609990739zbMath1230.62053MaRDI QIDQ2995416

Jeffrey S. Racine, Q. Li

Publication date: 21 April 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

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