Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483)
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scientific article; zbMATH DE number 7486302
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| English | Functional-coefficient cointegration models in the presence of deterministic trends |
scientific article; zbMATH DE number 7486302 |
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Functional-coefficient cointegration models in the presence of deterministic trends (English)
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9 March 2022
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cointegration
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deterministic trend
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endogenous regressor
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kernel smoothing
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local linear regression smoothing
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piecewise local linear regression principle
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0.8395114541053772
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0.7780612707138062
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0.7659612894058228
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0.7623052597045898
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0.760267972946167
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