山西大学学报（自然科学版）2011，Vol.34Issue(4)：577-579,3.
具有自相关误差变系数回归模型的局部线性估计
Local Linear Estimation in Varying Coefficient Regression Model with Autocorrelated Errors
摘要
Abstract
A new local linear estimation for varying coefficient regression model is introduced. Specifically, this estimator works on a prewhitening transformation of the dependent variable, and a simulation shows that it is more efficient than the conventional estimator which works on the original dependent variable when the errors of the model are autocorrelated.关键词
变系数回归模型/误差自相关/局部线性估计Key words
varying coefficient regression model/autocorrelated errors/local linear estimation分类
数理科学引用本文复制引用
续秋霞,王立强,冯文娟,刘宣会,李海洋..具有自相关误差变系数回归模型的局部线性估计[J].山西大学学报（自然科学版）,2011,34(4):577-579,3.基金项目
国家自然科学基金(11026201/A010403) （11026201/A010403）
陕西省教育厅自然科学基金(JK0499) （JK0499）
