Estimation of semi-varying coefficient models with nonstationary regressors
Kunpeng Li, Degui Li, Zhongwen Liang, and Cheng Hsiao
| Year of publication: |
2017
|
|---|---|
| Authors: | Li, Kunpeng ; Li, Degui ; Liang, Zhongwen ; Hsiao, Cheng |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 1/3, p. 354-369
|
| Subject: | Functional coefficients | local polynomial fitting | semiparametric estimation | super-consistency | unit root process | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1114563 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011795217