SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850)

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scientific article; zbMATH DE number 6411205
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SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY
scientific article; zbMATH DE number 6411205

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    SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (English)
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    4 March 2015
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    integrated time series
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    linear cointegrating models
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    local linear regression approach
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