Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402): Difference between revisions

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+Nonparametric cointegration analysis
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+Nonparametric tests for unit roots and cointegration.
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR  DEPENDENT DATA WITH GENERATED REGRESSORS
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+https://doi.org/10.1016/s0165-1765(03)00216-7
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+W2060821301
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