Statistical inference in partially time-varying coefficient models

Journal of Statistical Planning and Inference

Volumn 141, Issue 2, 2011, Pages 995-1013

  Li, Degui ^a,b   Chen, Jia ^a,b   Lin, Zhengyan ^a  

^a ZHEJIANG UNIVERSITY   (China)

^b UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Generalized likelihood ratio statistics; Local linear smoother; Profile least squares; Semiparametric regression; Time varying coefficient model

Indexed keywords

EID: 77956592418     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.09.004     Document Type: Article

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