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Keyword
- bootstrap2
- semi-parametric[remove]2
- Local Linear1
- Monte Carlo simulation1
- Nonlinear1
- Time-varying-coefficient model1
- Varying-coefficient Model1
- augmentation1
- bandwidth1
- bootstraping1
- cross validation1
- dimension reduction1
- efficient estimation.1
- forecasting1
- generalized likelihood ratio test1
- kernel regression1
- local likelihood1
- nonparametric regression1
- order-determination1
- semiparametric1