Article ID Journal Published Year Pages File Type
5059965 Economics Letters 2013 5 Pages PDF
Abstract
► Extend the semiparametric varying coefficient model to contain non-stationary I(1) and time trend as covariates. ► Proves the consistency of the proposed estimator. ► Simulations results strongly support our theoretical analysis.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Estimation of varying coefficient models with time trend and integrated regressors
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