When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958): Difference between revisions
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Revision as of 02:47, 20 March 2024
scientific article
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English | When bias contributes to variance: true limit theory in functional coefficient cointegrating regression |
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When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (English)
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1 February 2023
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bandwidth selection
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bias variability
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functional coefficient cointegration
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kernel regression
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nonstationarity
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