Varying random coefficient models
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Publication:2658751
DOI10.1016/j.jeconom.2020.04.049zbMath1471.62520arXiv1804.03110OpenAlexW3048057617MaRDI QIDQ2658751
Publication date: 24 March 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.03110
rate of convergencerandom coefficientsHermite functionssieve minimum distancevarying coefficientsbootstrap uniform confidence bands
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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