Estimating smooth structural change in cointegration models (Q341906): Difference between revisions
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Revision as of 03:46, 20 March 2024
scientific article
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English | Estimating smooth structural change in cointegration models |
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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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