Spurious functional-coefficient regression models and robust inference with marginal integration

Author:

Tu Yundong,Wang Ying

Funder

Royal Society of New Zealand Marsden Fund

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference54 articles.

1. Functional-coefficient regression models for nonlinear time series;Cai;J. Amer. Statist. Assoc.,2000

2. Functional-coefficient models for nonstationary time series data;Cai;J. Econometrics,2009

3. Semiparametric quantile regression estimation in dynamic models with partially varying coefficients;Cai;J. Econometrics,2012

4. Nonlinear regressions with nonstationary time series;Chan;J. Econometrics,2015

5. Nonparametric estimation of additive separable regression models;Chen,1996

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