A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market
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References listed on IDEAS
- Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos, 2006.
"Economic development and the return to human capital: a smooth coefficient semiparametric approach,"
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More about this item
Keywordsnon-stationarity; semi-parametric smooth coefficients; nonlinearity; credit rationing;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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