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

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