LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570)
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scientific article; zbMATH DE number 7334512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION |
scientific article; zbMATH DE number 7334512 |
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (English)
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16 April 2021
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nonparametric cointegrating regression
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financial time series
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forecasting under misspecification
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0.93652385
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0.9289992
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0.91077435
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0.90758204
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0.8938884
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0.89330673
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