SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027)

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SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
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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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