D'Addio, Anna Cristina (contributor); … - 2002 - [Elektronische Ressource]
–varying explanatory variables. We pro-
pose a new method for estimating such models, and a small Monte Carlo study suggests that
the … (under the null), even if one
considers asymptotics that holds the bandwidth fixed. A small scale Monte Carlo study presented … positive duration dependence whereas the estimates based on (4) suggest no
or positive duration dependence. The Monte Carlo …