Estimating smooth structural change in cointegration models
Peter C.B. Phillips, Degui Li, Jiti Gao
| Year of publication: |
January 2017
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|---|---|
| Authors: | Phillips, Peter C. B. ; Li, Degui ; Gao, Jiti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 180-195
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| Subject: | Cointegration | Endogeneity | Kernel degeneracy | Nonparametric regression | Super-consistency | Time varying coefficients | Schätztheorie | Estimation theory | Kointegration | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743793