When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 10:56, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | When bias contributes to variance: true limit theory in functional coefficient cointegrating regression |
scientific article |
Statements
When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (English)
0 references
1 February 2023
0 references
bandwidth selection
0 references
bias variability
0 references
functional coefficient cointegration
0 references
kernel regression
0 references
nonstationarity
0 references