Model and Variable Selection Procedures for Semiparametric Time Series Regression

Table 11

Estimated coefficients for Model 4.4.

log(FLP)	PLS estimators	SE	PLS + HT estimators	SE
for 1968–1984	−0.32	−1.99	−0.36	−2.16
for 1984–2007	−0.28	−2.00	−0.31	−2.18
for 1968–1979	0.02	0.17	0
for 1980–1989	0	1.37	0
for 1990–1999	−0.04	−0.51	0
for 2000–2007	0.04	0.17	0