Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Yundong Tu and Ying Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Tu, Yundong ; Wang, Ying |
| Subject: | Adaptive estimation | asset market | fiscal policy | functional coefficients | heteroskedasticity | kernel method | Finanzpolitik | Fiscal policy | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1624402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181451