SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA

DOI10.1017/S0266466609990739zbMath1230.62053MaRDI QIDQ2995416

Jeffrey S. Racine, Q. Li

Publication date: 21 April 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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