Estimation for double-nonlinear cointegration
Year of publication: |
2020
|
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Authors: | Lin, Yingqian ; Tu, Yundong ; Yao, Qiwei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 175-191
|
Subject: | Box-Cox transformation | Nonlinear cointegration | Semiparametrics | Sieve method | Transformation models | Kointegration | Cointegration | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Nichtparametrisches Verfahren | Nonparametric statistics |
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