Functional-coefficient cointegration models in the presence of deterministic trends
Masayuki Hirukawa and Mari Sakudo
| Year of publication: |
2018
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|---|---|
| Authors: | Hirukawa, Masayuki ; Sakudo, Mari |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 507-533
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| Subject: | Cointegration | deterministic trend | endogenous regressor | kernel smoothing | local linear regression smoothing | piecewise local linear regression principle | Schätztheorie | Estimation theory | Kointegration | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1092845 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039377