Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359)
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scientific article; zbMATH DE number 7731490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates |
scientific article; zbMATH DE number 7731490 |
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Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (English)
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24 August 2023
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functional coefficient cointegration
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parameter constancy testing
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integrated index variable
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\(L_2\)-type test statistics
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orthogonal series approximation
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