Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

In this paper, we propose a simple nonparametric test for testing the null hypothesis of constant coefficients against nonparametric smooth coefficients in a semiparametric varying coefficient model ...

In this paper, we consider a nonparametric model with a time-varying regression function and locally stationary regressors. We are interested in the question whether the regression function has the ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...