Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Luya Wang (School of Banking and Finance, University of International Business and Economics), Zhongwen Liang (Department of Economics, University at Albany, SUNY, Albany, NY, USA), Juan Lin (Department of Finance, School of Economics, and Wang Yanan Institute for Studies in Economics, Xiamen University, China), Qi Li (Department of Economics, Texas A&M University, College Station, USA, School of Economics and Management, Tsinghua University, Beijing, China)
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Luya ; Liang, Zhongwen ; Lin, Juan ; Li, Qi |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 353-369
|
| Subject: | Varying coefficient model | Partially linear model | Nonstationary | Cointegration | Schätztheorie | Estimation theory | Kointegration | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428164