Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-based inference in time-varying coefficient cointegrating regression |
scientific article |
Statements
Kernel-based inference in time-varying coefficient cointegrating regression (English)
0 references
21 May 2020
0 references
cointegration
0 references
FM-kernel estimation
0 references
generalized Wald test
0 references
global rotation
0 references
kernel degeneracy
0 references
local rotation
0 references
super-consistency
0 references
time-varying coefficients
0 references
