Estimation of nonstationary nonparametric regression model with multiplicative structure
Year of publication: |
2022
|
---|---|
Authors: | Chen, Likai ; Smetanina, Ekaterina ; Wu, Wei Biao |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 1, p. 176-214
|
Subject: | Nonparametric regression | functional dependence measure | risk premium | consumption growth | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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