{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,5]],"date-time":"2026-09-05T10:14:12Z","timestamp":1788603252271,"version":"build-2803163510"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[1999,10,1]],"date-time":"1999-10-01T00:00:00Z","timestamp":938736000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1999,10]]},"abstract":"<jats:p>This paper considers cointegrating regressions with \ntime varying coefficients. The coefficients are modeled \nas smooth functions evolving over time. It is shown that \nthey can be estimated nonparametrically, using suitably \nmodified series estimators. Presented is the efficient \nmethod of estimation, which relies on simple prefiltering \nof the data and preestimation of the model. The test for \nthe adequacy of model specification is also developed. \nOur model and statistical methods are applied to analyze \nthe U.S. automobile demand function.<\/jats:p>","DOI":"10.1017\/s0266466699155026","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"664-703","source":"Crossref","is-referenced-by-count":141,"title":["COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS"],"prefix":"10.1017","volume":"15","author":[{"given":"Joon Y.","family":"Park","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Sang B.","family":"Hahn","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1999,10,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699155026","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,9]],"date-time":"2019-05-09T16:09:31Z","timestamp":1557418171000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699155026\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1999,10]]}},"alternative-id":["S0266466699155026"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699155026","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,10]]}}}