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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Tjostheim, Dag"
~subject:"Schätztheorie"
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Schätztheorie
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Tjostheim, Dag
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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 …
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