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  • Search: subject:"functional-coefficient cointegration"
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Year of publication
Subject
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Cointegration 4 Estimation theory 4 Kointegration 4 Regression analysis 4 Regressionsanalyse 4 Schätztheorie 4 Time series analysis 3 Zeitreihenanalyse 3 Bandwidth selection 2 Bias 2 Bias variability 2 Estimation 2 Functional coefficient cointegration 2 Kernel regression 2 Nonstationarity 2 Schätzung 2 Systematischer Fehler 2 Balanced regression 1 Functional-coefficient cointegration 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Robust inference 1 Robust statistics 1 Robustes Verfahren 1 Sandwich matrix 1 Spurious regression 1 Statistical test 1 Statistischer Test 1 Testing 1 bandwidth selection 1 functional-coefficient cointegration 1 local p-th order polynomial approximation 1 robust t-ratio 1
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Online availability
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Free 2 Undetermined 2
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 4
Author
All
Wang, Ying 4 Phillips, Peter C. B. 3 Tu, Yundong 1
Published in...
All
Cowles Foundation discussion paper 2 Journal of econometrics 2
Source
All
ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Limit theory of local polynomial estimation in functional coefficient regression
Wang, Ying; Phillips, Peter C. B. - 2024
Persistent link: https://www.econbiz.de/10015076908
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Spurious functional-coefficient regression models and robust inference with marginal integration
Tu, Yundong; Wang, Ying - In: Journal of econometrics 229 (2022) 2, pp. 396-421
Persistent link: https://www.econbiz.de/10013441893
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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Cover Image
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - 2020
Persistent link: https://www.econbiz.de/10012320628
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