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Preference shocks from aggregation: time series data evidence
Aggregation shock time series data evidence
2015/7/21
Preference shocks from aggregation: time series data evidence.
Functional-coefficient models for nonstationary time series data
Nonstationary Nonlinearity Semiparametric estimation
2011/4/2
This paper studies functional coefficient regression models with nonstationary time series data, allowing also for stationary covariates. A local linear fitting scheme is developed to estimate the coe...