Varying coefficient partially nonlinear models with nonstationary regressors
DOI10.1016/J.JSPI.2017.10.001zbMATH Open1392.62281OpenAlexW2764211073MaRDI QIDQ680393FDOQ680393
Authors: Zhiyong Zhou, Zhengyan Lin
Publication date: 23 January 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.10.001
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Cited In (11)
- Estimation in semi-parametric regression with non-stationary regressors
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Functional‐coefficient models under unit root behaviour
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Inference of the trend in a partially linear model with locally stationary regressors
- Semiparametric functional coefficient models with integrated covariates
- Estimation of varying coefficient models with time trend and integrated regressors
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Estimation of semi-varying coefficient models with nonstationary regressors
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS
- Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression
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