Local linear estimation of a nonparametric cointegration model
Year of publication: |
2015
|
---|---|
Authors: | Liang, Zhongwen ; Lin, Zhongjian ; Hsiao, Cheng |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 882-906
|
Subject: | Bandwidth selection | Cross validation | Local linear | Nonlinear cointegration | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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