Estimating smooth structural change in cointegration models (Q341906): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Peter C. B. Phillips / rank | |||
| Property / author | |||
| Property / author: J. T. Gao / rank | |||
| Property / author | |||
| Property / author: J. T. Gao / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: KernSmooth / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123612879 / rank | |||
Normal rank | |||
Latest revision as of 03:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating smooth structural change in cointegration models |
scientific article |
Statements
Estimating smooth structural change in cointegration models (English)
0 references
17 November 2016
0 references
cointegration
0 references
endogeneity
0 references
kernel degeneracy
0 references
nonparametric regression
0 references
super-consistency
0 references
time varying coefficients
0 references
