Nonparametric estimation in a nonlinear cointegration type model (Q997380)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric estimation in a nonlinear cointegration type model |
scientific article |
Statements
Nonparametric estimation in a nonlinear cointegration type model (English)
0 references
23 July 2007
0 references
cointegration
0 references
nonstationary time series models
0 references
null recurrent Markov chain
0 references
nonparametric kernel estimators
0 references
transfer function model
0 references
0 references
0 references