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: 6244322 / rank | |||
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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 | |||
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 | |||
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Revision as of 15:14, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Nonparametric LAD cointegrating regression |
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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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