Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483)
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scientific article; zbMATH DE number 7486302
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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