Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Year of publication: |
December 2017
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Authors: | Duffy, James A. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 6, p. 1387-1417
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Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Modellierung | Scientific modelling | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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