Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566)
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scientific article; zbMATH DE number 7536053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Linear Estimation of a Nonparametric Cointegration Model |
scientific article; zbMATH DE number 7536053 |
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Local Linear Estimation of a Nonparametric Cointegration Model (English)
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3 June 2022
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bandwidth selection
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cross validation
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local linear
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nonlinear cointegration
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