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We propose a three-step estimation procedure to uncover the conditional mean function and establish uniform convergence rates and asymptotic normality of our estimators. The new model can also be seen as a dimension-reduction technique for a general two-dimensional time-varying nonparametric regression model, which is especially useful in small samples and for estimating explicitly multiplicative structural models. We consider two applications: estimating a pricing equation for the US aggregate economy to model consumption growth and estimating the shape of the monthly risk premium for S&amp;P 500 Index data.<\/jats:p>","DOI":"10.1093\/ectj\/utab018","type":"journal-article","created":{"date-parts":[[2021,6,12]],"date-time":"2021-06-12T12:00:10Z","timestamp":1623499210000},"page":"176-214","source":"Crossref","is-referenced-by-count":4,"title":["Estimation of nonstationary nonparametric regression model with multiplicative structure"],"prefix":"10.1093","volume":"25","author":[{"given":"Likai","family":"Chen","sequence":"first","affiliation":[{"name":"Washington University in St. Louise , One Brookings Drive, St Louis, MO, 63130, USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ekaterina","family":"Smetanina","sequence":"additional","affiliation":[{"name":"University of Chicago , 5801 S Ellis Ave, Chicago, IL, 60637, 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