Robust estimation in a nonlinear cointegration model (Q847424)
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scientific article; zbMATH DE number 5669347
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| English | Robust estimation in a nonlinear cointegration model |
scientific article; zbMATH DE number 5669347 |
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Robust estimation in a nonlinear cointegration model (English)
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12 February 2010
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cointegration model
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local time density
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nonparametric \(M\)-estimator
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0.8375905156135559
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0.8342803120613098
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0.822843611240387
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0.8107268214225769
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