Functional coefficient nonstationary regression with non- and semi parametric cointegration
Year of publication: |
2013
|
---|---|
Authors: | Gao, Jiti ; Phillips, C. B. |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya, (2015)
-
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua, (2017)
-
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua, (2016)
- More ...
-
The Cumbian iron industry in the seventeenth century
Phillips, C. B., (1977)
-
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models
Gao, Jiti, (2012)
-
Hardle, Wolfgang, (2000)
- More ...