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Search: subject:"functional-coefficient cointegration"
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Cointegration
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local p-th order polynomial approximation
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Wang, Ying
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Phillips, Peter C. B.
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Tu, Yundong
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ECONIS (ZBW)
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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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2
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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3
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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4
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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