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Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients.

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Bibliographic Details
Title: Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients.
Authors: Grivas, Charisios1 (AUTHOR) charisios.grivas@gmail.com, Psaradakis, Zacharias2 (AUTHOR)
Source: Journal of Time Series Analysis. Jul2026, Vol. 47 Issue 4, p854-875. 22p.
Database: Academic Search Ultimate
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Description
ISSN:01439782
DOI:10.1111/jtsa.12842