Advances in digital technology are expanding the boundaries of firms. Digital platform firms, which leverage a "platform" to create value through facilitating exchanges between two or more interdependent groups, are the new disrupters in the market. They exhibit distinct features such as scale...

In this paper we study nonparametric estimation and hypothesis testing procedures for the functional coefficient AR (FAR) models of the form Xt = f1(Xt-d)Xt-1 +…+ fp(Xt-d)Xt-p +εt, first proposed by Chen and Tsay (1993). As a direct generalization of the linear AR model, the FAR model is a...