期刊名称：International Journal of Hybrid Information Technology
印刷版ISSN：1738-9968
出版年度：2016
卷号：9
期号：12
页码：187-200
出版社：SERSC
摘要：A semi-varying coefficient model, a type of semi-parametric model between the linear model and the varying coefficient model offers a good flexibility and has become an important tool for exploring the dynamic patterns in many areas of research, including economics, finance and biomedical research. This paper proposes a new estimation method for semi-varying coefficient models based on the roughness penalized spline approach. Asymptotic properties of their estimators are also obtained. The penalized spline estimation method is applied to an economic example using a semi-varying coefficient model.
关键词：Semi-varying coefficient model; Spline; Average mean square error ;(AMSE); Confidence Band
