Functional-coefficient regression models with GARCH errors (Q5094258)
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scientific article; zbMATH DE number 7566510
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| English | Functional-coefficient regression models with GARCH errors |
scientific article; zbMATH DE number 7566510 |
Statements
Functional‐coefficient regression models with GARCH errors (English)
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2 August 2022
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functional coefficients
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GARCH errors
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local linear smoothing
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QMLE
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0.8046061396598816
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0.7880791425704956
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0.7864063382148743
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0.7787683010101318
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0.7746515274047852
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