Nonparametric estimation in a nonlinear cointegration type model (Q997380)
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scientific article; zbMATH DE number 5173741
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| English | Nonparametric estimation in a nonlinear cointegration type model |
scientific article; zbMATH DE number 5173741 |
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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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0.8750574588775635
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0.8739848732948303
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0.8518173694610596
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0.8373916149139404
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0.8363625407218933
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