Transformation models with cointegrated and deterministically trending regressors
Year of publication: |
2023
|
---|---|
Authors: | Lin, Yingqian ; Tu, Yundong |
Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 207-232
|
Subject: | Cointegration | extremum estimation | nonlinear model | timetrend | transformation model | unit root | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression |
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