Estimating smooth structural change in cointegration models
Year of publication: |
January 2017
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Authors: | Phillips, Peter C. B. ; Li, Degui ; Gao, Jiti |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 180-195
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Subject: | Cointegration | Endogeneity | Kernel degeneracy | Nonparametric regression | Super-consistency | Time varying coefficients | Schätztheorie | Estimation theory | Kointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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