Structural Nonparametric Cointegrating Regression (Q3402306)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Structural Nonparametric Cointegrating Regression |
scientific article |
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Structural Nonparametric Cointegrating Regression (English)
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3 February 2010
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Brownian local time
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cointegration
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functional regression
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Gaussian process
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integrated process
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kernel estimate
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near integration
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nonlinear functional
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nonparametric regression
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structural estimation
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unit root
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