Functional-coefficient models for nonstationary time series data

DOI10.1016/j.jeconom.2008.10.003zbMath1429.62384OpenAlexW1986061845MaRDI QIDQ301966

Publication date: 4 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.10.003

zbMATH Keywords

nonlinearity semiparametric estimation nonstationary

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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