Functional-coefficient cointegration models (Q2630069)

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Functional-coefficient cointegration models
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    title
    Functional-coefficient cointegration models (English)
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    author
    Zhijie Xiao
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    publication date
    25 July 2016
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    Mathematics Subject Classification ID
    62M10
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    62G07
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    62P20
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    zbMATH DE Number
    6605898
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    zbMATH Keywords
    cointegration
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    local polynomial
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    nonparametric
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    time varying
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    functional coefficients
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