Nonparametric estimation in a nonlinear cointegration type model (Q997380)

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Nonparametric estimation in a nonlinear cointegration type model
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    Nonparametric estimation in a nonlinear cointegration type model (English)
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    23 July 2007
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    cointegration
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    nonstationary time series models
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    null recurrent Markov chain
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    nonparametric kernel estimators
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    transfer function model
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