Limit theory of local polynomial estimation in functional coefficient regression

by Ying Wang and Peter C.B. Phillips

Year of publication:	[2024]
Authors:	Wang, Ying ; Phillips, Peter C. B.
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	bandwidth selection \| functional-coefficient cointegration \| local p-th order polynomial approximation \| robust t-ratio \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Zeitreihenanalyse \| Time series analysis \| Kointegration \| Cointegration \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Robustes Verfahren \| Robust statistics

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