Estimating smooth structural change in cointegration models (Q341906): Difference between revisions

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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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