Estimation of semi-varying coefficient models with nonstationary regressors

  • Kunpeng Li, Degui Li, Zhongwen Liang, Cheng Hsiao
  • Econometric Reviews, November 2015, Taylor & Francis
  • DOI: 10.1080/07474938.2015.1114563

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http://dx.doi.org/10.1080/07474938.2015.1114563