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Revision as of 18:06, 18 January 2024

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Structural Nonparametric Cointegrating Regression
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    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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