Jump-detection-based estimation in time-varying coefficient models and empirical applications
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Publication:2404166
DOI10.1007/S11749-017-0525-7zbMATH Open1373.62168OpenAlexW2587745702MaRDI QIDQ2404166FDOQ2404166
Authors: Yanyong Zhao, Jinguan Lin, Xing-Fang Huang, Hongxia Wang 
Publication date: 18 September 2017
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0525-7
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Cited In (6)
- Adaptive semiparametric estimation for single index models with jumps
- Adaptive jump-preserving estimates in varying-coefficient models
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
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