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Journal of Econometrics, ISSN 0304-4076, 03/2014, Volume 179, Issue 1, pp. 46 - 65
Journal Article
The Annals of Statistics, ISSN 0090-5364, 6/2012, Volume 40, Issue 3, pp. 1906 - 1933
Journal Article
Environmetrics, ISSN 1180-4009, 02/2018, Volume 29, Issue 1, pp. e2485 - n/a
Spatially varying coefficient models are a classical tool to explore the spatial nonstationarity of a regression relationship for spatial data. In this paper,... 
spatial data | permutation test | triangulation | bivariate splines | bootstrap test | penalized splines | UNITED-STATES | TESTS | POLYNOMIAL SPLINE | STATISTICS & PROBABILITY | QUANTILE REGRESSION | GEOGRAPHICALLY WEIGHTED REGRESSION | ENVIRONMENTAL SCIENCES | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | PM2.5 | TIME-SERIES | VARIABLES | NONSTATIONARITY | Geospatial data | Analysis
Journal Article
Journal of Forecasting, ISSN 0277-6693, 04/2019, Volume 38, Issue 3, pp. 175 - 191
We use real‐time macroeconomic variables and combination forecasts with both time‐varying weights and equal weights to forecast inflation in the USA. The... 
real‐time data | inflation forecasts | time‐varying coefficient model | forecast combination | time-varying coefficient model | real-time data | DATA SET | MANAGEMENT | ECONOMICS | STOCHASTIC VOLATILITY | PREDICTION | Economic forecasting | Inflation (Finance) | Forecasts and trends | Methods | Economic models | Inflation | Volatility | Forecasting
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 07/2012, Volume 28, Issue 3, pp. 675 - 688
In this paper, a default prediction method based on the discrete-time varying-coefficient hazard model (DVHM) is proposed. The new model is constructed by... 
Discrete-time hazard model | Varying-coefficient model | Local likelihood | Predictive interval | Predicted number of defaults | Expanding rolling window approach | PREDICTING BANKRUPTCY | MANAGEMENT | HAZARD MODEL | RETURNS | EFFICIENT ESTIMATION | LINEAR-MODELS | PROBABILITY | REGRESSION FUNCTION | ECONOMICS | CREDIT RISK | SELECTION | FINANCIAL RATIOS
Journal Article
Journal of Productivity Analysis, ISSN 0895-562X, 12/2018, Volume 50, Issue 3, pp. 117 - 138
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 04/2012, Volume 31, Issue 3, pp. 639 - 656
We study the determinants of sovereign bond yield spreads across 10 EMU countries between Q1/1999 and Q1/2010. We apply a semiparametric time-varying... 
E62 | Fiscal policy | H63 | Sovereign bonds | E43 | H62 | C14 | Semiparametric time-varying coefficient model | G12 | Sovereign bond spreads | Financial crisis | Non-parametric estimation | Euro area | REGRESSION | LIQUIDITY | MARKETS | LONGITUDINAL DATA | BOUNDARY CORRECTION | EMU | KERNEL DENSITY-ESTIMATION | CURVE ESTIMATION | BUSINESS, FINANCE | MODELS | RISK PREMIA | Analysis | Financial markets
Journal Article
Statistics in Medicine, ISSN 0277-6715, 02/2018, Volume 37, Issue 5, pp. 789 - 800
Journal Article