Functional cointegration: definition and nonparametric estimation (Q905392)
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scientific article; zbMATH DE number 6532845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Functional cointegration: definition and nonparametric estimation |
scientific article; zbMATH DE number 6532845 |
Statements
Functional cointegration: definition and nonparametric estimation (English)
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19 January 2016
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cointegration
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functional coefficients
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piecewise local linear estimation
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unit roots
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0.9309317
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0.90780807
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0.8889221
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0.88320136
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0.88033944
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