JOURNAL ARTICLE

Estimation and inference of semi-varying coefficient models with heteroscedastic errors

Si-Lian ShenJian-Ling CuiChanglin MeiChunwei Wang

Year: 2013 Journal:   Journal of Multivariate Analysis Vol: 124 Pages: 70-93   Publisher: Elsevier BV
Keywords:
Heteroscedasticity Mathematics Estimator Statistics Weighting Smoothing Homoscedasticity Parametric statistics Applied mathematics Econometrics

Metrics

21
Cited By
2.07
FWCI (Field Weighted Citation Impact)
23
Refs
0.89
Citation Normalized Percentile
Is in top 1%
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Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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