Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972)

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scientific article; zbMATH DE number 7484503
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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
scientific article; zbMATH DE number 7484503

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    Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (English)
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    4 March 2022
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    adaptive estimation
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    asset market
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    fiscal policy
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    functional coefficients
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    heteroskedasticity
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    kernel method
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