Functional coefficient time series models with trending regressors
Year of publication: |
2019
|
---|---|
Authors: | Cheng, Tingting |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 6, p. 636-659
|
Subject: | Bandwidth selection | functional coefficient models | generalized likelihood ratio | local linear estimation | martingale difference sequence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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