Estimation of varying coefficient models with time trend and integrated regressors

DOI10.1016/j.econlet.2013.01.024zbMath1284.62223OpenAlexW2087303599MaRDI QIDQ2444457

Kunpeng Li, Wei-Ming Li

Publication date: 9 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.01.024

zbMATH Keywords

consistencyvarying coefficient modeltime trendlocal constant estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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Functional-coefficient cointegration models in the presence of deterministic trends

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