Functional Coefficient Nonstationary Regression
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More about this item
KeywordsAggregate consumption; Asymptotic theory; Cointegration; Density; Local time; Nonlinear functional; Nonparametric estimation; Semiparametric; Time series; Varying coefficient model;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-24 (All new papers)
- NEP-ECM-2013-09-24 (Econometrics)
- NEP-ETS-2013-09-24 (Econometric Time Series)
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