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Structural Nonparametric Cointegrating Regression
Wang, Qiying, (2008)
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
Wang, Qiying, (2006)
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
Wang, Qiying, (2009)