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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
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Wang, Ying
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2020
Persistent link: https://www.econbiz.de/10012320628
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Limit theory of local polynomial estimation in functional coefficient regression
Wang, Ying
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Phillips, Peter C. B.
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2024
Persistent link: https://www.econbiz.de/10015076908
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