Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - Faculdade de Economia, Universidade do Porto - 2005
In a multivariate varying-coefficient model, the response vectors Y are regressed on known functions u(X) of some explanatory variables X and the coefficients in an unknown regression matrix q(Z) depend on another set of explanatory variables Z. We provide statistical tests, called local and...