Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566)
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scientific article; zbMATH DE number 7536053
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| default for all languages | No label defined |
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| 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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0.9250068
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0.91982293
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0.9148696
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0.90621555
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0.8984207
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0.8972098
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