Spurious functional-coefficient regression models and robust inference with marginal integration
Yundong Tu, Ying Wang
Topics & Concepts
Spurious relationshipEconometricsCointegrationNonparametric statisticsMathematicsRegressionInferenceLinear regressionRegression analysisSemiparametric regressionStatisticsComputer scienceArtificial intelligenceAdvanced Statistical Methods and ModelsMonetary Policy and Economic ImpactMarket Dynamics and Volatility