Transformation models with cointegrated and deterministically trending regressors
Yingqian Lin and Yundong Tu
| Year of publication: |
2023
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|---|---|
| Authors: | Lin, Yingqian ; Tu, Yundong |
| Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 207-232
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| Subject: | Cointegration | extremum estimation | nonlinear model | timetrend | transformation model | unit root | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Kointegration | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045A007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313678