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  2. Rolling window selection for out-of-sample forecasting with time-varying parameters. (2016). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
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  3. A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks. (2015). Zhang, Xiaohui ; GAO, Jiti ; Feng, Guohua ; Peng, Bin.
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  4. Efficient Estimation in Heteroscedastic Varying Coefficient Models. (2015). Wan, Lijie ; Wei, Chuanhua.
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  6. Estimation in generalised varying-coefficient models with unspecified link functions. (2015). Li, Degui ; Xia, Yingcun ; Zhang, Wenyang.
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  7. Semiparametric model building for regression models with time-varying parameters. (2015). Zhang, Ting.
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  8. Modeling and testing smooth structural changes with endogenous regressors. (2015). Chen, Bin.
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  9. Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors. (2015). Zhao, Yan-Yong ; Ye, Xu-Guo ; Xu, Pei-Rong ; Lin, Jin-Guan.
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  10. Quantile regression methods with varying-coefficient models for censored data. (2015). Zhou, Yong ; Wan, Alan T. K., ; Xie, Shangyu.
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  11. Panel conditional and multinomial logit with time-varying parameters. (2015). Lee, Myoung-jae ; Myoung-Jae, Lee.
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  12. Semiparametric varying-coefficient study of mean residual life models. (2014). Zhou, Yong ; Yang, Guangren.
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  13. Testing for structural breaks with local smoothers: A simulation study. (2014). Stengos, Thanasis ; Ozturk, Serda.
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  14. Detecting for Smooth Structural Changes in GARCH Models. (2013). Hong, Yongmiao ; Chen, Bin.
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  15. Functional Coefficient Models for Economic and Financial Data. (2013). CAI, ZONGWU.
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  16. Tying up loose ends: A note on the impact of omitting MA residuals from panel energy demand models based on the Koyck lag transformation. (2013). Hunt, Lester ; Broadstock, David.
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  17. Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence. (2013). Tierney, Heather ; Tierney, Heather L. R., .
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  18. Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence. (2013). Tierney, Heather ; Tierney, Heather L. R., .
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  19. Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models. (2013). Li, Degui ; GAO, Jiti ; Chen, Xiangjin B. ; Silvapulle, Param.
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  20. Nonparametric correlation models for portfolio allocation. (2013). Casas, Isabel ; Aslanidis, Nektarios.
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  21. Estimation of varying coefficient models with time trend and integrated regressors. (2013). Li, Weiming.
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  22. Sovereign bond yield spreads: A time-varying coefficient approach. (2012). Bernoth, Kerstin ; Erdogan, Burcu .
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  23. Testing conditional factor models. (2012). Kristensen, Dennis ; Ang, Andrew.
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  24. Semiparametric trending panel data models with cross-sectional dependence. (2012). Li, Degui ; GAO, Jiti ; Chen, Jia.
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  25. Estimation of semiparametric locally stationary diffusion models. (2012). LINTON, OLIVER ; Koo, Bonsoo.
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  26. Functional coefficient regression models with time trend. (2012). Liang, Zhongwen.
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  27. Forecasting and tracking real-time data revisions in inflation persistence. (2011). Tierney, Heather ; Tierney, Heather L. R., .
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  28. Testing Conditional Factor Models. (2011). Kristensen, Dennis ; Ang, Andrew.
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  29. Semiparametric Trending Panel Data Models with Cross-Sectional Dependence. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia.
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  30. Conditional beta pricing models: A nonparametric approach. (2011). Orbe, Susan ; Gil-Bazo, Javier ; Ferreira, Eva.
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  31. Nonparametric estimation and testing of stochastic discount factor. (2011). Yuan, Yufei ; Ren, Yu ; Fang, Ying.
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  32. Real-time data revisions and the PCE measure of inflation. (2011). Tierney, Heather ; Tierney, Heather L. R., .
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  33. Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects. (2011). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, .
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  34. Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation. (2010). Tierney, Heather ; Tierney, Heather L. R., .
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  35. Real-Time Data Revisions and the PCE Measure of Inflation. (2010). Tierney, Heather ; Tierney, Heather L. R., .
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  36. Real-Time Data Revisions and the PCE Measure of Inflation. (2010). Tierney, Heather ; Tierney, Heather L. R., .
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  37. Semiparametric estimation of locally stationary diffusion models. (2010). LINTON, OLIVER ; Koo, Bonsoo.
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  38. Semiparametric Estimation of Locally Stationary Diffusion Models. (2010). LINTON, OLIVER ; Koo, Bonsoo.
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  39. Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data. (2009). Tierney, Heather ; Tierney, Heather L. R., .
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  40. Real Time Changes in Monetary Policy. (2009). Tierney, Heather ; Chauvet, Marcelle ; Tierney, Heather L. R., .
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  41. A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data. (2009). Tierney, Heather.
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  42. A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data. (2009). Tierney, Heather.
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  43. Functional-coefficient models for nonstationary time series data. (2009). Park, Joon ; Li, Qi ; CAI, ZONGWU.
    In: Journal of Econometrics.
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  44. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
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  45. Nonparametric estimation of conditional beta pricing models. (2008). Orbe, Susan ; Gil-Bazo, Javier ; Ferreira, Eva.
    In: DEE - Working Papers. Business Economics. WB.
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  46. Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data. (2008). Kristensen, Dennis.
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  47. A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries. (2007). Orbe, Susan ; Mariel, Petr ; Rodriguez, Carlos.
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