Model and Variable Selection Procedures for Semiparametric Time Series Regression

Table 10

Estimated Coefficients for Model 4.1.

	PLS estimators	SE	PLS + HT estimators	SE
𝛽1	−0.653	3.080	0
𝛽2	−1.121	5.962	0
𝛽3	1.842	9.164	0
𝛽4	3.570	3.761	2.395	0.421
𝛽5	−2.553	4.455	0
𝛽6	−1.25	7.763	−2.411	0.524