Nonparametric LAD cointegrating regression (Q391595)
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scientific article; zbMATH DE number 6244322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric LAD cointegrating regression |
scientific article; zbMATH DE number 6244322 |
Statements
Nonparametric LAD cointegrating regression (English)
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10 January 2014
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nonlinear cointegration
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integrated process
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local time
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least absolute deviation
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local polynomial regression
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bias
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0.8478372693061829
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0.8404797315597534
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0.8375905156135559
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0.8363625407218933
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0.8360997438430786
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