When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When bias contributes to variance: true limit theory in functional coefficient cointegrating regression |
scientific article |
Statements
When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (English)
0 references
1 February 2023
0 references
bandwidth selection
0 references
bias variability
0 references
functional coefficient cointegration
0 references
kernel regression
0 references
nonstationarity
0 references
0 references
0 references
