Non-stationary structural model with time-varying demand elasticities

DOI10.1016/j.jspi.2010.04.045zbMath1233.62158MaRDI QIDQ993828

Wei-Biao Wu, Zhou Zhou, Kun Ho Kim

Publication date: 20 September 2010

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.2010.04.045

zbMATH Keywords

nonparametric bootstrap; time-varying coefficient; local stationarity; local linear regression; structural economic model; time-varying demand elasticity

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62G09: Nonparametric statistical resampling methods

91B42: Consumer behavior, demand theory

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