An alternative bandwidth selection method for estimating functional coefficient models

DOI10.1016/J.ECONLET.2017.03.009MaRDI QIDQ1673516zbMATH OpenOpenAlexFDO

Authors Xirong Chen, Ta-Cheng Huang, Qi Li

Publication date 12 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.03.009

zbMATH Keywords

bandwidth selectionfunctional coefficient modelslocal polynomial estimationmean squared errorsregression model

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20)

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Cites work

• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional coefficient instrumental variables models
• Functional-coefficient cointegration models
• Functional‐coefficient models under unit root behaviour
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Statistical estimation in varying coefficient models
• Trending time-varying coefficient time series models with serially correlated errors
• Two-step likelihood estimation procedure for varying-coefficient models

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