Statistical inference in partially time-varying coefficient models

Degui Li; Jia Chen; Zhengyan Lin

doi:10.1016/j.jspi.2010.09.004

ScienceGate Book Chapters

JOURNAL ARTICLE

Statistical inference in partially time-varying coefficient models

Degui Li Jia Chen Zhengyan Lin

Year: 2010 Journal: Journal of Statistical Planning and Inference Vol: 141 (2)Pages: 995-1013 Publisher: Elsevier BV

DOI: 10.1016/j.jspi.2010.09.004

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Estimator Applied mathematics Asymptotic distribution Statistical inference Series (stratigraphy) Statistical hypothesis testing Nonlinear system Null hypothesis Statistics Inference Likelihood-ratio test

Metrics

Cited By

2.63

FWCI (Field Weighted Citation Impact)

Refs

0.87

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Spectroscopy and Chemometric Analyses

Physical Sciences → Chemistry → Analytical Chemistry

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical inference in partially time-varying coefficient models

Metrics

Citation History

Topics

Related Documents

Statistical inference for partially time-varying coefficient errors-in-variables models

Statistical inference for partially linear varying coefficient autoregressive models

Statistical inference on seemingly unrelated varying coefficient partially linear models

Statistical inference of partially linear varying coefficient spatial autoregressive models

Statistical Inference for Partially Linear Varying Coefficient Quantile Models with Missing Responses