Estimation in generalised varying-coefficient models with unspecified link functions
Year of publication: |
July 2015
|
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Authors: | Zhang, Wenyang ; Li, Degui ; Xia, Yingcun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 238-255
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Subject: | Generalised varying-coefficient models | Identifiability | Iterative estimation procedure | Kernel smoothing | Weighted least squares | Schätztheorie | Estimation theory |
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