Estimation and Inference for Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines
Year of publication: |
2013
|
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Authors: | Chen, Haiqiang |
Other Persons: | Fang, Ying (contributor) ; Li, Yingxing (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2287449 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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