Functional coefficient regression models with time trend
DOI10.1016/J.JECONOM.2011.08.009zbMATH Open1443.62486OpenAlexW2095506009MaRDI QIDQ528015FDOQ528015
Authors: Zhongwen Liang, Qi Li 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000784
Recommendations
- Estimation of varying coefficient models with time trend and integrated regressors
- Inference of time-varying regression models
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- Statistical inference in partially time-varying coefficient models
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
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- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Bandwidth selection in nonparametric kernel testing
- Trending time-varying coefficient time series models with serially correlated errors
- Local polynomial fitting in semivarying coefficient model
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- Functional-coefficient cointegration models
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- Nonlinear Econometric Models with Deterministically Trending Variables
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Cited In (13)
- Multivariate trend function testing with mixed stationary and integrated disturbances
- Trending time-varying coefficient time series models with serially correlated errors
- Inference of time-varying regression models
- Fitting polynomial trend to time series by the method of Buys-Ballot estimators
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Proportional functional coefficient time series models
- Specification of varying coefficient time series models via generalized flexible least squares
- Time-varying coefficient models: A comparison of alternative estimation strategies
- Functional-coefficient cointegration models in the presence of deterministic trends
- Estimation of varying coefficient models with time trend and integrated regressors
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional coefficient time series models with trending regressors
- Inference on power law spatial trends
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