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Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations

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  • Guo-Liang Fan
  • Hong-Xia Xu

Abstract

In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary - mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.

Suggested Citation

  • Guo-Liang Fan & Hong-Xia Xu, 2019. "Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations," Discrete Dynamics in Nature and Society, Hindawi, vol. 2019, pages 1-10, July.
    • Handle: RePEc:hin:jnddns:7146793
    DOI: 10.1155/2019/7146793
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    Cited by:

    1. Zehua Li & Xiaola Wu & Xicheng Wang & Haimin Zhong & Jiongtao Chen & Xu Ma, 2022. "Measurement and Analysis of Contribution Rate for China Rice Input Factors via a Varying-Coefficient Production Function Model," Agriculture, MDPI, vol. 12(9), pages 1-19, September.

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