Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration
Year of publication: |
2013
|
---|---|
Authors: | Gao, Jiti ; Phillips, Peter C.B. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | fractional Aggregate consumption | Asymptotic theory | cointegration | density | local time | nonlinear functional | nonparametric estimation | semiparametric | time series | varying coefficient model |
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