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~institution:"Center for Economic Research <Tilburg>"
~institution:"Iowa State University / Center for Agricultural and Rural Development"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Tjostheim, Dag"
~subject:"Kointegration"
~subject:"Nash-Gleichgewicht"
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Kointegration
Nash-Gleichgewicht
Nichtparametrisches Verfahren
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Tjostheim, Dag
Lütkepohl, Helmut
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Center for Economic Research <Tilburg>
Iowa State University / Center for Agricultural and Rural Development
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn
;
Myklebust, Terje
;
Tjostheim, Dag
-
2000
We derive an asymptotic
theory
of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …
Persistent link: https://www.econbiz.de/10009583888
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