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~institution:"Department of Econometrics and Business Statistics, Monash Business School"
~institution:"Elinkeinoelämän Tutkimuslaitos (ETLA)"
~institution:"Københavns Universitet / Økonomisk Institut"
~subject:"local time"
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Department of Econometrics and Business Statistics, Monash Business School
Elinkeinoelämän Tutkimuslaitos (ETLA)
Københavns Universitet / Økonomisk Institut
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Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration
Gao, Jiti
;
Phillips, Peter C.B.
-
Department of Econometrics and Business Statistics, …
-
2013
are analyzed in simulations. An empirical illustration examines nonlinear dependencies in
aggregate
consumption
function …
Persistent link: https://www.econbiz.de/10010702338
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