Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Year of publication: |
2015
|
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Authors: | Chen, Haiqiang ; Fang, Ying ; Li, Yingxing |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 753-777
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference |
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