Nonparametric LAD cointegrating regression (Q391595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric LAD cointegrating regression |
scientific article |
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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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