Estimating smooth structural change in cointegration models (Q341906)
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scientific article; zbMATH DE number 6653844
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| English | Estimating smooth structural change in cointegration models |
scientific article; zbMATH DE number 6653844 |
Statements
Estimating smooth structural change in cointegration models (English)
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17 November 2016
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cointegration
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endogeneity
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kernel degeneracy
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nonparametric regression
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super-consistency
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time varying coefficients
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0.9088121056556702
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0.8586857914924622
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0.8316357731819153
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0.8166521191596985
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0.7930538058280945
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