When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958)

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When bias contributes to variance: true limit theory in functional coefficient cointegrating regression
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    When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (English)
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    1 February 2023
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    bandwidth selection
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    bias variability
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    functional coefficient cointegration
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    kernel regression
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    nonstationarity
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