Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148)
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scientific article; zbMATH DE number 7202739
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| English | Kernel-based inference in time-varying coefficient cointegrating regression |
scientific article; zbMATH DE number 7202739 |
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Kernel-based inference in time-varying coefficient cointegrating regression (English)
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21 May 2020
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cointegration
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FM-kernel estimation
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generalized Wald test
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global rotation
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kernel degeneracy
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local rotation
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super-consistency
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time-varying coefficients
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0.9088121056556702
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0.8467877507209778
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0.8442403078079224
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0.8380213379859924
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0.8062516450881958
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