Nonparametric regression with nearly integrated regressors under long-run dependence
Year of publication: |
2017
|
---|---|
Authors: | Cai, Zongwu ; Jing, Bingyi ; Kong, Xinbing ; Liu, Zhi |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 20.2017, 1, p. 118-138
|
Subject: | Local time | Ornstein-Uhlenbeck fractional Brownian motion | Unit root | Stochastischer Prozess | Stochastic process | Theorie | Theory | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test |
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