Functional coefficient regression models with time trend
DOI10.1016/J.JECONOM.2011.08.009zbMATH Open1443.62486OpenAlexW2095506009MaRDI QIDQ528015FDOQ528015
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
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)
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Cited In (8)
- Multivariate trend function testing with mixed stationary and integrated disturbances
- 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
- Functional coefficient time series models with trending regressors
- Time-varying coefficient models: A comparison of alternative estimation strategies
- Functional-coefficient cointegration models in the presence of deterministic trends
- Functional-Coefficient Regression Models for Nonlinear Time Series
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