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Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01944-x
Abstract: In this paper, we employ the penalized spline method to estimate the components of a right-censored semiparametric time-series regression model with autoregressive errors. Because of the censoring, the parameters of such a model cannot be…
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Keywords:
time series;
time;
right censored;
modeling right ... See more keywords