Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Qiying Wang; Peter C. B. Phillips
| Year of publication: |
2009
|
|---|---|
| Authors: | Wang, Qiying ; Phillips, Peter C. B. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 3, p. 710-738
|
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003864160