This paper deals with the estimation of conditional quantiles in varying coe cient models by estimating the coe cients. Varying coe cient models are among popular models that have been proposed to alleviate the curse of dimensionality. Previous works on varying coe cient models deal with conditional
โฆ LIBER โฆ
Testing the constancy in varying-coefficient regression models
โ Scribed by Na Li; Xingzhong Xu; Xuhua Liu
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 470 KB
- Volume
- 74
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Quantile regression in varying coefficie
โ
Toshio Honda
๐
Article
๐
2004
๐
Elsevier Science
๐
English
โ 257 KB
Coefficient constancy test in AR-ARCH mo
โ
Jeongcheol Ha; Sangyeol Lee
๐
Article
๐
2002
๐
Elsevier Science
๐
English
โ 198 KB
Estimation and testing of time-varying c
โ
S. J. Leybourne
๐
Article
๐
1993
๐
John Wiley and Sons
๐
English
โ 709 KB
## 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
Coefficient constancy test in a random c
โ
Sangyeol Lee
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 83 KB
Estimation in Varying-coefficient Propor
โ
Qihua Wang; Lili Yao
๐
Article
๐
2006
๐
Springer
๐
English
โ 180 KB
Goodness-of-fit testing for varying-coef
โ
Wang-Li Xu; Li-Xing Zhu
๐
Article
๐
2007
๐
Springer
๐
English
โ 236 KB