Nonparametric LAD cointegrating regression (Q391595): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244322 / rank | |||
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nonlinear cointegration | |||
| Property / zbMATH Keywords: nonlinear cointegration / rank | |||
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integrated process | |||
| Property / zbMATH Keywords: integrated process / rank | |||
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local time | |||
| Property / zbMATH Keywords: local time / rank | |||
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least absolute deviation | |||
| Property / zbMATH Keywords: least absolute deviation / rank | |||
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local polynomial regression | |||
| Property / zbMATH Keywords: local polynomial regression / rank | |||
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bias | |||
| Property / zbMATH Keywords: bias / rank | |||
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Revision as of 15:14, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric LAD cointegrating regression |
scientific article |
Statements
Nonparametric LAD cointegrating regression (English)
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10 January 2014
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nonlinear cointegration
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integrated process
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local time
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least absolute deviation
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local polynomial regression
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bias
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