A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Year of publication: |
August 2016
|
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Authors: | Sun, Yiguo ; Cai, Zongwu ; Li, Qi |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 4, p. 988-1022
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Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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