Limit theory for locally flat functional coefficient regression
Functional coefficient (FC) regressions allow for systematic flexibility in the responsiveness of a dependent variable to movements in the regressors, making them attractive in applications where marginal effects may depend on covariates. Such models are commonly estimated by local kernel regression...
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Institutional Knowledge at Singapore Management University
2023
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2782 https://ink.library.smu.edu.sg/context/soe_research/article/3781/viewcontent/limit_theory_for_locally_flat_functional_coefficient_regression_pvoa_cc_by.pdf |
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| 機構: | Singapore Management University |
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