Estimation of semi-varying coefficient models with nonstationary regressors
From MaRDI portal
Publication:5864467
DOI10.1080/07474938.2015.1114563MaRDI QIDQ5864467
Cheng Hsiao, Degui Li, Kunpeng Li, Zhongwen Liang
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/93054/1/LLLH_ER.pdf
local polynomial fitting; semiparametric estimation; unit root process; functional coefficients; super-consistency
62P20: Applications of statistics to economics