Additive nonparametric models with time variable and both stationary and nonstationary regressors
Chaohua Dong, Oliver Linton
| Year of publication: |
2018
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|---|---|
| Authors: | Dong, Chaohua ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 212-236
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| Subject: | Additive nonparametric models | Deterministic trend | Pairs trading | Series estimator | Stationary and locally stationary processes | Unit root process | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116290