Local linear estimation of a nonparametric cointegration model
Zhongwen Liang, Zhongjian Lin, and Cheng Hsiao
| Year of publication: |
2015
|
|---|---|
| Authors: | Liang, Zhongwen ; Lin, Zhongjian ; Hsiao, Cheng |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 882-906
|
| Subject: | Bandwidth selection | Cross validation | Local linear | Nonlinear cointegration | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.956610 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011483398