parameter heterogeneity. The Functional Coefficient Model (FCM) introduced by Cai, Fan and Yao (2000) allows estimated …

contribution of this study is to develop a new variant of functional coefficient models to analyse a wide range of determinants of …, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope …

new variant of functional coefficient models that allow to separate long and short to medium run parameter dependence. We …

functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …. Applying the functional coefficient model to a cross sectional investment regression on savings, the saving retention …

functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic …. Applying the functional coefficient model to a cross sectional investment regression on savings, the saving retention …

new variant of functional coefficient models that allow to separate long and short to medium run parameter dependence. We …

purpose we rely on semiparametric implementations of so-called functional coefficient models. The latter are suitable to …

purpose we rely on semiparametric implementations of so-called functional coefficient models. The latter are suitable to …