Functional-coefficient models for nonstationary time series data

By Zongwu Cai, Qi Li, Joon Y. Park. 2009

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3fa70ff6056d806d0f6c591bf83cd474a814eaeb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Xiaohui Zhang
2. Bin Peng
3. Guohua Feng
4. Jiti Gao

In Finance

1. Xiaohui Zhang
2. Bin Peng
3. Guohua Feng
4. Jiti Gao

In Statistics and Probability

1. Xiaohui Zhang
2. Bin Peng
3. Guohua Feng
4. Jiti Gao

Citations in the corpus

• A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017, methodology): “(2009), Su and Ullah (2011) and Chen et al. (2013)); some studies propose to take the first difference (c.”
• Estimating Smooth Structural Change in Cointegration Models (2017, unknown): “Some recent papers including Cai et al (2009), Xiao (2009), Gao and Phillips (2013b) and Li et al (2016) studied a nonlinear cointegrating model with functional coefficients and its generalised version, where the index variable in the functional coefficients is random, and developed the associated…”