Panel conditional and multinomial logit with time-varying parameters
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Publication:2687871
DOI10.1515/SNDE-2014-0003zbMath1506.62518OpenAlexW2027211680MaRDI QIDQ2687871
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2014-0003
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Uses Software
Cites Work
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- Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data
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