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Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang
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Econometric theory
31
(
2015
)
4
,
pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
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Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang
;
Fang, Ying
;
Li, Yingxing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 753-777
Persistent link: https://www.econbiz.de/10011341928
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