Limit theory and inference in non-cointegrated functional coefficient regression
by Ying Wang, Peter C. B. Phillips, Yundong Tu
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Wang, Ying ; Phillips, Peter C. B. ; Tu, Yundong |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Cointegration | Correlation measure | Functional coefficient regression | Marginal integration | Nonstationary time series | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Kointegration | Korrelation | Correlation | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2399 (April 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015077168