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Zongwu Cai, Jianqing Fan and Qiwei Yao Functional-coefficient regression models for nonlinear time series Article (Accepted version) (Refereed) Original citation: Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. Stable URL: http://www.jstor.org/stable/2669476 © 2000 American Statistical Association This version available at: http://eprints.lse.ac.uk/6314/ Available in LSE Research Online: February 2009 LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL (http://eprints.lse.ac.uk) of the LSE Research Online website. This document is the author’s final manuscript accepted version of the journal article, incorporating any revisions agreed during the peer review process. Some differences between this version and the published version may remain. You are advised to consult the publisher’s version if you wish to cite from it.
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Page 1: Cover-Functional-co-efficient regression models for ...eprints.lse.ac.uk/6314/1/Functional-coefficient... · Functional-coefficient regression models for nonlinear time series Article

Zongwu Cai, Jianqing Fan and Qiwei YaoFunctional-coefficient regression models for nonlinear time series Article (Accepted version) (Refereed)

Original citation: Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. Stable URL: http://www.jstor.org/stable/2669476 © 2000 American Statistical Association This version available at: http://eprints.lse.ac.uk/6314/Available in LSE Research Online: February 2009 LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL (http://eprints.lse.ac.uk) of the LSE Research Online website. This document is the author’s final manuscript accepted version of the journal article, incorporating any revisions agreed during the peer review process. Some differences between this version and the published version may remain. You are advised to consult the publisher’s version if you wish to cite from it.

Page 2: Cover-Functional-co-efficient regression models for ...eprints.lse.ac.uk/6314/1/Functional-coefficient... · Functional-coefficient regression models for nonlinear time series Article

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(a) Estimated Coefficient Function a_1(u) in Model (2.6)

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(b) Estimated Coefficient Function a_2(u) in Model (2.6)

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(a) Observed and Fitted Values for Lynx Data for Model (2.6)

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(a) Estimated Coefficient Functions for Lynx Data for Model (5.8)

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