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Functional Coefficient Models for Economic and Financial Data
Bandwidth selection Bootstrap Capital asset pricing model Dimensionality reduction Endogeneity Functional linear process Functional varying coefficient model Generalized likelihood ratio test Instrumental variables model Local linear estimation Locally stationary model Longitudinal data Misspecification test Piecewise stationary process Structural change model Threshold model Time-varying model Trending panel
2011/4/2
This paper gives a selective overview on the functional coefficient models with their particular applications in economics and finance. Functional coefficient models are very useful analytic tools to ...