Adaptive estimation for varying coefficient models with nonstationary covariates
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Publication:5076882
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Cites work
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- Adaptive estimation for varying coefficient models
- Adaptive nonparametric regression with conditional heteroskedasticity
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- CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
- Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
- Estimation for single-index and partially linear single-index integrated models
- Estimation in semi-parametric regression with non-stationary regressors
- Estimation of semi-varying coefficient models with nonstationary regressors
- Functional-coefficient cointegration models
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- Functional-Coefficient Regression Models for Nonlinear Time Series
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- PARTIALLY LINEAR MODELS WITH UNIT ROOTS
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- Semiparametric functional coefficient models with integrated covariates
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Cited in
(10)- Adaptive covariance estimation with model selection
- Non-asymptotic approach to varying coefficient model
- An adaptive estimation for covariate-adjusted nonparametric regression model
- Adaptive estimation for varying coefficient models
- Estimation of varying coefficient models with time trend and integrated regressors
- Inference for covariate adjusted regression via varying coefficient models
- Functional-coefficient models for nonstationary time series data
- Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
- Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory
- Varying coefficient partially nonlinear models with nonstationary regressors
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