Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Journal of Business & Economic Statistics 29 (2011) 2, pp. 295-306
In a multivariate varying-coefficient model, the response vectors <bold>Y</bold> are regressed on known functions <bold>v</bold>(<bold>X</bold>) of some explanatory variables <bold>X</bold> and the coefficients in an unknown regression matrix <bold> <italic>θ</italic> </bold>(<bold>Z</bold>) depend on another set of explanatory variables <bold>Z</bold>. We provide statistical tests, called local and...