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Efficient estimation of a varying-coefficient partially linear binary regression model

โœ Scribed by Tao Hu; Heng Jian Cui

Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
242 KB
Volume
26
Category
Article
ISSN
1439-7617

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## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho