Functional coefficient time series models with trending regressors
DOI10.1080/07474938.2017.1382774zbMATH Open1490.62234OpenAlexW2759270563MaRDI QIDQ5860950FDOQ5860950
Authors: Tingting Cheng 
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2017.1382774
Recommendations
- Functional coefficient regression models with time trend
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-coefficient models for nonstationary time series data
- Trending time-varying coefficient time series models with serially correlated errors
- Proportional functional coefficient time series models
bandwidth selectionlocal linear estimationfunctional coefficient modelsmartingale difference sequencegeneralized likelihood ratio
Density estimation (62G07) 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) Functional data analysis (62R10)
Cites Work
- Title not available (Why is that?)
- Nonparametric econometrics. Theory and practice.
- Generalized likelihood ratio statistics and Wilks phenomenon
- Nonlinear time series. Nonparametric and parametric methods
- A Brief Survey of Bandwidth Selection for Density Estimation
- Statistical estimation in varying coefficient models
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Nonparametric estimation of time varying parameters under shape restrictions
- A nonparametric method to estimate time varying coefficients under seasonal constraints
- Trending time-varying coefficient time series models with serially correlated errors
- Functional coefficient regression models with time trend
- Nonparametric Inferences for Additive Models
- Nonlinear Time Series
- Functional-coefficient models for nonstationary time series data
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Functional-coefficient cointegration models
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Nonlinear Econometric Models with Deterministically Trending Variables
- Semiparametric functional coefficient models with integrated covariates
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
- Title not available (Why is that?)
Cited In (7)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- Trending time-varying coefficient time series models with serially correlated errors
- Functional coefficient regression models with time trend
- Proportional functional coefficient time series models
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression
- Functional-coefficient cointegration models in the presence of deterministic trends
- Functional-Coefficient Regression Models for Nonlinear Time Series
This page was built for publication: Functional coefficient time series models with trending regressors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5860950)
