Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines
Year of publication: |
2013-07
|
---|---|
Authors: | Chen, Haiqiang ; Fang, Ying ; Li, Yingxing |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Nonstationary Time Series | Varying-coe±cient Model | Likelihood Ratio Test | Penalized Splines |
-
Chen, Haiqiang, (2013)
-
Chen, Haiqiang, (2013)
-
An Improved Nonparametric Unit-Root Test
Gao, Jiti, (2012)
- More ...
-
Chen, Haiqiang, (2013)
-
Chen, Haiqiang, (2015)
-
Chen, Haiqiang, (2013)
- More ...