Estimating smooth structural change in cointegration models (Q341906): Difference between revisions
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| Property / author: Peter C. B. Phillips / rank | |||
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| Property / author: J. T. Gao / rank | |||
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| Property / author: J. T. Gao / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6653844 / rank | |||
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| Property / zbMATH Keywords | |||
cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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endogeneity | |||
| Property / zbMATH Keywords: endogeneity / rank | |||
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kernel degeneracy | |||
| Property / zbMATH Keywords: kernel degeneracy / rank | |||
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nonparametric regression | |||
| Property / zbMATH Keywords: nonparametric regression / rank | |||
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super-consistency | |||
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time varying coefficients | |||
| Property / zbMATH Keywords: time varying coefficients / rank | |||
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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)
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17 November 2016
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cointegration
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endogeneity
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kernel degeneracy
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nonparametric regression
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super-consistency
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time varying coefficients
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