Robust M-estimation for additive single-index cointegrating time series models
Chaohua Donga, Jiti Gao, Bin Peng and Yundong Tu
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Donga, Chaohua ; Gao, Jiti ; Peng, Bin ; Tu, Yundong |
| Publisher: |
[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics] |
| Subject: | Additive single index models | generalized function | nonstationary time series | quadratic approximation | regular function sequence | robust M–estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Nichtparametrisches Verfahren | Nonparametric statistics |
freely available