Structural Nonparametric Cointegrating Regression (Q3402306): Difference between revisions
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Latest revision as of 10:39, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Structural Nonparametric Cointegrating Regression |
scientific article |
Statements
Structural Nonparametric Cointegrating Regression (English)
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3 February 2010
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Brownian local time
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cointegration
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functional regression
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Gaussian process
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integrated process
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kernel estimate
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near integration
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nonlinear functional
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nonparametric regression
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structural estimation
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unit root
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