A semiparametric time trend varying coefficients model : with an application to evaluate credit rationing in US credit market
Year of publication: |
2012
|
---|---|
Authors: | Gao, Qi ; Gu, Jingping ; Hernandez-Verme, Paula Lourdes |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 13.2012, 1, p. 189-210
|
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Kreditrationierung | Credit rationing | USA | United States | 1952-2008 |
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