Structural Nonparametric Cointegrating Regression
Year of publication: |
2008-05
|
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Authors: | Wang, Qiying ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Brownian Local time | Cointegration | Functional regression | Gaussian process | Integrated process | Kernel estimate | Nonlinear functional | Nonparametric regression | Structural estimation | Unit root |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Econometrica (Nov. 2009), 77(6): 1901-1948 The price is None Number 1657 25 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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