Specification tests for time-varying coefficient models (Q6108274)

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scientific article; zbMATH DE number 7704471
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Specification tests for time-varying coefficient models
scientific article; zbMATH DE number 7704471

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    Specification tests for time-varying coefficient models (English)
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    29 June 2023
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    dependent wild bootstrap
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    nonparametric estimation
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    smooth function
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    stochastic process
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    time-varying coefficient
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