Efficient estimation of varying coefficient models with serially correlated errors

DOI10.1016/J.STAMET.2016.05.005zbMATH Open1487.62033OpenAlexW2435904013MaRDI QIDQ670140FDOQ670140

Xiaojuan Kang, Tizheng Li

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.05.005

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zbMATH Keywords

SCADvarying coefficient modelslocal linear smoothingautoregressive errorsprofile least squares

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited In (3)

• A resampling method for regression models with serially correlated errors
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
• Title not available (Why is that?)

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