Nonparametric LAD cointegrating regression (Q391595)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric LAD cointegrating regression |
scientific article |
Statements
Nonparametric LAD cointegrating regression (English)
0 references
10 January 2014
0 references
nonlinear cointegration
0 references
integrated process
0 references
local time
0 references
least absolute deviation
0 references
local polynomial regression
0 references
bias
0 references